ECBOT 10 Year T-Note Future March 2017
| Trading Metrics calculated at close of trading on 23-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2017 |
23-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
124-215 |
124-250 |
0-035 |
0.1% |
124-235 |
| High |
124-315 |
125-050 |
0-055 |
0.1% |
124-290 |
| Low |
124-140 |
124-235 |
0-095 |
0.2% |
123-245 |
| Close |
124-245 |
125-015 |
0-090 |
0.2% |
124-225 |
| Range |
0-175 |
0-135 |
-0-040 |
-22.9% |
1-045 |
| ATR |
0-180 |
0-177 |
-0-003 |
-1.8% |
0-000 |
| Volume |
2,624,783 |
3,329,428 |
704,645 |
26.8% |
6,304,391 |
|
| Daily Pivots for day following 23-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-078 |
126-022 |
125-089 |
|
| R3 |
125-263 |
125-207 |
125-052 |
|
| R2 |
125-128 |
125-128 |
125-040 |
|
| R1 |
125-072 |
125-072 |
125-027 |
125-100 |
| PP |
124-313 |
124-313 |
124-313 |
125-008 |
| S1 |
124-257 |
124-257 |
125-003 |
124-285 |
| S2 |
124-178 |
124-178 |
124-310 |
|
| S3 |
124-043 |
124-122 |
124-298 |
|
| S4 |
123-228 |
123-307 |
124-261 |
|
|
| Weekly Pivots for week ending 17-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-282 |
127-138 |
125-106 |
|
| R3 |
126-237 |
126-093 |
125-005 |
|
| R2 |
125-192 |
125-192 |
124-292 |
|
| R1 |
125-048 |
125-048 |
124-258 |
124-258 |
| PP |
124-147 |
124-147 |
124-147 |
124-091 |
| S1 |
124-003 |
124-003 |
124-192 |
123-212 |
| S2 |
123-102 |
123-102 |
124-158 |
|
| S3 |
122-057 |
122-278 |
124-125 |
|
| S4 |
121-012 |
121-233 |
124-024 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-050 |
123-305 |
1-065 |
1.0% |
0-161 |
0.4% |
91% |
True |
False |
1,996,155 |
| 10 |
125-155 |
123-245 |
1-230 |
1.4% |
0-158 |
0.4% |
75% |
False |
False |
1,639,366 |
| 20 |
125-180 |
123-180 |
2-000 |
1.6% |
0-163 |
0.4% |
74% |
False |
False |
1,564,994 |
| 40 |
125-180 |
123-030 |
2-150 |
2.0% |
0-185 |
0.5% |
79% |
False |
False |
1,410,630 |
| 60 |
125-180 |
122-145 |
3-035 |
2.5% |
0-189 |
0.5% |
83% |
False |
False |
1,370,180 |
| 80 |
130-140 |
122-145 |
7-315 |
6.4% |
0-204 |
0.5% |
32% |
False |
False |
1,075,136 |
| 100 |
131-050 |
122-145 |
8-225 |
7.0% |
0-188 |
0.5% |
30% |
False |
False |
860,292 |
| 120 |
131-050 |
122-145 |
8-225 |
7.0% |
0-158 |
0.4% |
30% |
False |
False |
716,911 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-304 |
|
2.618 |
126-083 |
|
1.618 |
125-268 |
|
1.000 |
125-185 |
|
0.618 |
125-133 |
|
HIGH |
125-050 |
|
0.618 |
124-318 |
|
0.500 |
124-303 |
|
0.382 |
124-287 |
|
LOW |
124-235 |
|
0.618 |
124-152 |
|
1.000 |
124-100 |
|
1.618 |
124-017 |
|
2.618 |
123-202 |
|
4.250 |
122-301 |
|
|
| Fisher Pivots for day following 23-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
125-004 |
124-306 |
| PP |
124-313 |
124-277 |
| S1 |
124-303 |
124-248 |
|