ECBOT 10 Year T-Note Future March 2017
| Trading Metrics calculated at close of trading on 17-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2017 |
17-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
124-130 |
124-045 |
-0-085 |
-0.2% |
123-215 |
| High |
124-160 |
124-175 |
0-015 |
0.0% |
124-175 |
| Low |
124-020 |
124-020 |
0-000 |
0.0% |
123-100 |
| Close |
124-075 |
124-125 |
0-050 |
0.1% |
124-125 |
| Range |
0-140 |
0-155 |
0-015 |
10.7% |
1-075 |
| ATR |
0-170 |
0-169 |
-0-001 |
-0.6% |
0-000 |
| Volume |
4,207 |
4,496 |
289 |
6.9% |
31,865 |
|
| Daily Pivots for day following 17-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-252 |
125-183 |
124-210 |
|
| R3 |
125-097 |
125-028 |
124-168 |
|
| R2 |
124-262 |
124-262 |
124-153 |
|
| R1 |
124-193 |
124-193 |
124-139 |
124-228 |
| PP |
124-107 |
124-107 |
124-107 |
124-124 |
| S1 |
124-038 |
124-038 |
124-111 |
124-072 |
| S2 |
123-272 |
123-272 |
124-097 |
|
| S3 |
123-117 |
123-203 |
124-082 |
|
| S4 |
122-282 |
123-048 |
124-040 |
|
|
| Weekly Pivots for week ending 17-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-252 |
127-103 |
125-022 |
|
| R3 |
126-177 |
126-028 |
124-234 |
|
| R2 |
125-102 |
125-102 |
124-197 |
|
| R1 |
124-273 |
124-273 |
124-161 |
125-028 |
| PP |
124-027 |
124-027 |
124-027 |
124-064 |
| S1 |
123-198 |
123-198 |
124-089 |
123-272 |
| S2 |
122-272 |
122-272 |
124-053 |
|
| S3 |
121-197 |
122-123 |
124-016 |
|
| S4 |
120-122 |
121-048 |
123-228 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-175 |
123-100 |
1-075 |
1.0% |
0-174 |
0.4% |
87% |
True |
False |
6,373 |
| 10 |
124-175 |
123-100 |
1-075 |
1.0% |
0-154 |
0.4% |
87% |
True |
False |
11,103 |
| 20 |
125-215 |
123-100 |
2-115 |
1.9% |
0-160 |
0.4% |
46% |
False |
False |
645,831 |
| 40 |
125-215 |
123-100 |
2-115 |
1.9% |
0-168 |
0.4% |
46% |
False |
False |
1,033,119 |
| 60 |
125-215 |
122-290 |
2-245 |
2.2% |
0-174 |
0.4% |
54% |
False |
False |
1,048,609 |
| 80 |
125-215 |
122-145 |
3-070 |
2.6% |
0-184 |
0.5% |
60% |
False |
False |
1,123,346 |
| 100 |
130-140 |
122-145 |
7-315 |
6.4% |
0-194 |
0.5% |
24% |
False |
False |
903,217 |
| 120 |
131-050 |
122-145 |
8-225 |
7.0% |
0-179 |
0.5% |
22% |
False |
False |
752,773 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-194 |
|
2.618 |
125-261 |
|
1.618 |
125-106 |
|
1.000 |
125-010 |
|
0.618 |
124-271 |
|
HIGH |
124-175 |
|
0.618 |
124-116 |
|
0.500 |
124-098 |
|
0.382 |
124-079 |
|
LOW |
124-020 |
|
0.618 |
123-244 |
|
1.000 |
123-185 |
|
1.618 |
123-089 |
|
2.618 |
122-254 |
|
4.250 |
122-001 |
|
|
| Fisher Pivots for day following 17-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
124-116 |
124-087 |
| PP |
124-107 |
124-050 |
| S1 |
124-098 |
124-013 |
|