ECBOT 10 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 30-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2017 |
30-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
124-090 |
124-200 |
0-110 |
0.3% |
123-240 |
| High |
124-210 |
124-220 |
0-010 |
0.0% |
124-230 |
| Low |
124-065 |
124-085 |
0-020 |
0.1% |
123-210 |
| Close |
124-185 |
124-110 |
-0-075 |
-0.2% |
124-170 |
| Range |
0-145 |
0-135 |
-0-010 |
-6.9% |
1-020 |
| ATR |
0-164 |
0-162 |
-0-002 |
-1.3% |
0-000 |
| Volume |
1,207,851 |
1,058,234 |
-149,617 |
-12.4% |
6,785,006 |
|
| Daily Pivots for day following 30-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-223 |
125-142 |
124-184 |
|
| R3 |
125-088 |
125-007 |
124-147 |
|
| R2 |
124-273 |
124-273 |
124-135 |
|
| R1 |
124-192 |
124-192 |
124-122 |
124-165 |
| PP |
124-138 |
124-138 |
124-138 |
124-125 |
| S1 |
124-057 |
124-057 |
124-098 |
124-030 |
| S2 |
124-003 |
124-003 |
124-085 |
|
| S3 |
123-188 |
123-242 |
124-073 |
|
| S4 |
123-053 |
123-107 |
124-036 |
|
|
| Weekly Pivots for week ending 24-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-157 |
127-023 |
125-037 |
|
| R3 |
126-137 |
126-003 |
124-264 |
|
| R2 |
125-117 |
125-117 |
124-232 |
|
| R1 |
124-303 |
124-303 |
124-201 |
125-050 |
| PP |
124-097 |
124-097 |
124-097 |
124-130 |
| S1 |
123-283 |
123-283 |
124-139 |
124-030 |
| S2 |
123-077 |
123-077 |
124-108 |
|
| S3 |
122-057 |
122-263 |
124-077 |
|
| S4 |
121-037 |
121-243 |
123-303 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-295 |
124-065 |
0-230 |
0.6% |
0-148 |
0.4% |
20% |
False |
False |
1,151,989 |
| 10 |
124-295 |
123-115 |
1-180 |
1.3% |
0-152 |
0.4% |
63% |
False |
False |
1,238,650 |
| 20 |
124-295 |
122-205 |
2-090 |
1.8% |
0-156 |
0.4% |
75% |
False |
False |
1,235,647 |
| 40 |
125-045 |
122-205 |
2-160 |
2.0% |
0-162 |
0.4% |
68% |
False |
False |
920,277 |
| 60 |
125-045 |
122-205 |
2-160 |
2.0% |
0-171 |
0.4% |
68% |
False |
False |
614,669 |
| 80 |
125-045 |
122-000 |
3-045 |
2.5% |
0-137 |
0.3% |
75% |
False |
False |
461,003 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-154 |
|
2.618 |
125-253 |
|
1.618 |
125-118 |
|
1.000 |
125-035 |
|
0.618 |
124-303 |
|
HIGH |
124-220 |
|
0.618 |
124-168 |
|
0.500 |
124-152 |
|
0.382 |
124-137 |
|
LOW |
124-085 |
|
0.618 |
124-002 |
|
1.000 |
123-270 |
|
1.618 |
123-187 |
|
2.618 |
123-052 |
|
4.250 |
122-151 |
|
|
| Fisher Pivots for day following 30-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
124-152 |
124-165 |
| PP |
124-138 |
124-147 |
| S1 |
124-124 |
124-128 |
|