ECBOT 10 Year T-Note Future March 2017
| Trading Metrics calculated at close of trading on 15-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2017 |
15-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
124-175 |
124-065 |
-0-110 |
-0.3% |
124-135 |
| High |
124-200 |
124-085 |
-0-115 |
-0.3% |
125-180 |
| Low |
123-310 |
123-245 |
-0-065 |
-0.2% |
124-130 |
| Close |
124-075 |
123-310 |
-0-085 |
-0.2% |
124-250 |
| Range |
0-210 |
0-160 |
-0-050 |
-23.8% |
1-050 |
| ATR |
0-186 |
0-184 |
-0-002 |
-1.0% |
0-000 |
| Volume |
1,536,726 |
1,448,757 |
-87,969 |
-5.7% |
7,012,407 |
|
| Daily Pivots for day following 15-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-160 |
125-075 |
124-078 |
|
| R3 |
125-000 |
124-235 |
124-034 |
|
| R2 |
124-160 |
124-160 |
124-019 |
|
| R1 |
124-075 |
124-075 |
124-005 |
124-038 |
| PP |
124-000 |
124-000 |
124-000 |
123-301 |
| S1 |
123-235 |
123-235 |
123-295 |
123-198 |
| S2 |
123-160 |
123-160 |
123-281 |
|
| S3 |
123-000 |
123-075 |
123-266 |
|
| S4 |
122-160 |
122-235 |
123-222 |
|
|
| 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 |
125-155 |
123-245 |
1-230 |
1.4% |
0-154 |
0.4% |
12% |
False |
True |
1,282,578 |
| 10 |
125-180 |
123-245 |
1-255 |
1.4% |
0-171 |
0.4% |
11% |
False |
True |
1,401,665 |
| 20 |
125-180 |
123-180 |
2-000 |
1.6% |
0-176 |
0.4% |
20% |
False |
False |
1,442,507 |
| 40 |
125-180 |
122-260 |
2-240 |
2.2% |
0-181 |
0.5% |
42% |
False |
False |
1,241,194 |
| 60 |
125-180 |
122-145 |
3-035 |
2.5% |
0-194 |
0.5% |
49% |
False |
False |
1,261,228 |
| 80 |
130-140 |
122-145 |
7-315 |
6.4% |
0-202 |
0.5% |
19% |
False |
False |
950,494 |
| 100 |
131-050 |
122-145 |
8-225 |
7.0% |
0-181 |
0.5% |
17% |
False |
False |
760,485 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-125 |
|
2.618 |
125-184 |
|
1.618 |
125-024 |
|
1.000 |
124-245 |
|
0.618 |
124-184 |
|
HIGH |
124-085 |
|
0.618 |
124-024 |
|
0.500 |
124-005 |
|
0.382 |
123-306 |
|
LOW |
123-245 |
|
0.618 |
123-146 |
|
1.000 |
123-085 |
|
1.618 |
122-306 |
|
2.618 |
122-146 |
|
4.250 |
121-205 |
|
|
| Fisher Pivots for day following 15-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
124-005 |
124-082 |
| PP |
124-000 |
124-052 |
| S1 |
123-315 |
124-021 |
|