ECBOT 10 Year T-Note Future March 2017
| Trading Metrics calculated at close of trading on 14-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2017 |
14-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
124-235 |
124-175 |
-0-060 |
-0.2% |
124-135 |
| High |
124-240 |
124-200 |
-0-040 |
-0.1% |
125-180 |
| Low |
124-140 |
123-310 |
-0-150 |
-0.4% |
124-130 |
| Close |
124-190 |
124-075 |
-0-115 |
-0.3% |
124-250 |
| Range |
0-100 |
0-210 |
0-110 |
110.0% |
1-050 |
| ATR |
0-184 |
0-186 |
0-002 |
1.0% |
0-000 |
| Volume |
826,475 |
1,536,726 |
710,251 |
85.9% |
7,012,407 |
|
| Daily Pivots for day following 14-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-078 |
125-287 |
124-190 |
|
| R3 |
125-188 |
125-077 |
124-133 |
|
| R2 |
124-298 |
124-298 |
124-114 |
|
| R1 |
124-187 |
124-187 |
124-094 |
124-138 |
| PP |
124-088 |
124-088 |
124-088 |
124-064 |
| S1 |
123-297 |
123-297 |
124-056 |
123-248 |
| S2 |
123-198 |
123-198 |
124-037 |
|
| S3 |
122-308 |
123-087 |
124-017 |
|
| S4 |
122-098 |
122-197 |
123-280 |
|
|
| Weekly Pivots for week ending 10-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-123 |
127-237 |
125-134 |
|
| R3 |
127-073 |
126-187 |
125-032 |
|
| R2 |
126-023 |
126-023 |
124-318 |
|
| R1 |
125-137 |
125-137 |
124-284 |
125-240 |
| PP |
124-293 |
124-293 |
124-293 |
125-025 |
| S1 |
124-087 |
124-087 |
124-216 |
124-190 |
| S2 |
123-243 |
123-243 |
124-182 |
|
| S3 |
122-193 |
123-037 |
124-148 |
|
| S4 |
121-143 |
121-307 |
124-047 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-180 |
123-310 |
1-190 |
1.3% |
0-159 |
0.4% |
17% |
False |
True |
1,337,684 |
| 10 |
125-180 |
123-290 |
1-210 |
1.3% |
0-173 |
0.4% |
20% |
False |
False |
1,406,434 |
| 20 |
125-180 |
123-180 |
2-000 |
1.6% |
0-184 |
0.5% |
34% |
False |
False |
1,434,614 |
| 40 |
125-180 |
122-205 |
2-295 |
2.4% |
0-181 |
0.5% |
55% |
False |
False |
1,238,087 |
| 60 |
126-035 |
122-145 |
3-210 |
2.9% |
0-196 |
0.5% |
49% |
False |
False |
1,238,575 |
| 80 |
130-140 |
122-145 |
7-315 |
6.4% |
0-201 |
0.5% |
22% |
False |
False |
932,410 |
| 100 |
131-050 |
122-145 |
8-225 |
7.0% |
0-180 |
0.5% |
20% |
False |
False |
745,998 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-132 |
|
2.618 |
126-110 |
|
1.618 |
125-220 |
|
1.000 |
125-090 |
|
0.618 |
125-010 |
|
HIGH |
124-200 |
|
0.618 |
124-120 |
|
0.500 |
124-095 |
|
0.382 |
124-070 |
|
LOW |
123-310 |
|
0.618 |
123-180 |
|
1.000 |
123-100 |
|
1.618 |
122-290 |
|
2.618 |
122-080 |
|
4.250 |
121-058 |
|
|
| Fisher Pivots for day following 14-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
124-095 |
124-143 |
| PP |
124-088 |
124-120 |
| S1 |
124-082 |
124-098 |
|