ECBOT 10 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 07-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2017 |
07-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
123-180 |
123-175 |
-0-005 |
0.0% |
125-040 |
| High |
123-275 |
123-205 |
-0-070 |
-0.2% |
125-040 |
| Low |
123-160 |
123-120 |
-0-040 |
-0.1% |
123-090 |
| Close |
123-190 |
123-145 |
-0-045 |
-0.1% |
123-185 |
| Range |
0-115 |
0-085 |
-0-030 |
-26.1% |
1-270 |
| ATR |
0-172 |
0-166 |
-0-006 |
-3.6% |
0-000 |
| Volume |
927,711 |
859,981 |
-67,730 |
-7.3% |
7,322,823 |
|
| Daily Pivots for day following 07-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-092 |
124-043 |
123-192 |
|
| R3 |
124-007 |
123-278 |
123-168 |
|
| R2 |
123-242 |
123-242 |
123-161 |
|
| R1 |
123-193 |
123-193 |
123-153 |
123-175 |
| PP |
123-157 |
123-157 |
123-157 |
123-147 |
| S1 |
123-108 |
123-108 |
123-137 |
123-090 |
| S2 |
123-072 |
123-072 |
123-129 |
|
| S3 |
122-307 |
123-023 |
123-122 |
|
| S4 |
122-222 |
122-258 |
123-098 |
|
|
| Weekly Pivots for week ending 03-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-168 |
128-127 |
124-189 |
|
| R3 |
127-218 |
126-177 |
124-027 |
|
| R2 |
125-268 |
125-268 |
123-293 |
|
| R1 |
124-227 |
124-227 |
123-239 |
124-112 |
| PP |
123-318 |
123-318 |
123-318 |
123-261 |
| S1 |
122-277 |
122-277 |
123-131 |
122-163 |
| S2 |
122-048 |
122-048 |
123-077 |
|
| S3 |
120-098 |
121-007 |
123-023 |
|
| S4 |
118-148 |
119-057 |
122-181 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-090 |
123-090 |
1-000 |
0.8% |
0-137 |
0.3% |
17% |
False |
False |
1,226,877 |
| 10 |
125-045 |
123-090 |
1-275 |
1.5% |
0-159 |
0.4% |
9% |
False |
False |
1,427,331 |
| 20 |
125-045 |
123-065 |
1-300 |
1.6% |
0-159 |
0.4% |
13% |
False |
False |
761,226 |
| 40 |
125-045 |
123-000 |
2-045 |
1.7% |
0-172 |
0.4% |
21% |
False |
False |
382,741 |
| 60 |
125-045 |
122-000 |
3-045 |
2.5% |
0-136 |
0.3% |
46% |
False |
False |
255,190 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-246 |
|
2.618 |
124-108 |
|
1.618 |
124-023 |
|
1.000 |
123-290 |
|
0.618 |
123-258 |
|
HIGH |
123-205 |
|
0.618 |
123-173 |
|
0.500 |
123-162 |
|
0.382 |
123-152 |
|
LOW |
123-120 |
|
0.618 |
123-067 |
|
1.000 |
123-035 |
|
1.618 |
122-302 |
|
2.618 |
122-217 |
|
4.250 |
122-079 |
|
|
| Fisher Pivots for day following 07-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
123-162 |
123-183 |
| PP |
123-157 |
123-170 |
| S1 |
123-151 |
123-157 |
|