ECBOT 10 Year T-Note Future March 2017
| Trading Metrics calculated at close of trading on 22-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2017 |
22-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
124-220 |
124-315 |
0-095 |
0.2% |
123-215 |
| High |
125-015 |
125-090 |
0-075 |
0.2% |
124-175 |
| Low |
124-150 |
124-310 |
0-160 |
0.4% |
123-100 |
| Close |
124-290 |
125-025 |
0-055 |
0.1% |
124-125 |
| Range |
0-185 |
0-100 |
-0-085 |
-45.9% |
1-075 |
| ATR |
0-167 |
0-163 |
-0-003 |
-2.0% |
0-000 |
| Volume |
5,904 |
846 |
-5,058 |
-85.7% |
31,865 |
|
| Daily Pivots for day following 22-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-015 |
125-280 |
125-080 |
|
| R3 |
125-235 |
125-180 |
125-052 |
|
| R2 |
125-135 |
125-135 |
125-043 |
|
| R1 |
125-080 |
125-080 |
125-034 |
125-108 |
| PP |
125-035 |
125-035 |
125-035 |
125-049 |
| S1 |
124-300 |
124-300 |
125-016 |
125-008 |
| S2 |
124-255 |
124-255 |
125-007 |
|
| S3 |
124-155 |
124-200 |
124-317 |
|
| S4 |
124-055 |
124-100 |
124-290 |
|
|
| 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 |
125-090 |
124-020 |
1-070 |
1.0% |
0-138 |
0.3% |
83% |
True |
False |
4,947 |
| 10 |
125-090 |
123-100 |
1-310 |
1.6% |
0-155 |
0.4% |
90% |
True |
False |
6,416 |
| 20 |
125-215 |
123-100 |
2-115 |
1.9% |
0-155 |
0.4% |
75% |
False |
False |
382,443 |
| 40 |
125-215 |
123-100 |
2-115 |
1.9% |
0-161 |
0.4% |
75% |
False |
False |
925,661 |
| 60 |
125-215 |
123-030 |
2-185 |
2.1% |
0-174 |
0.4% |
77% |
False |
False |
1,017,199 |
| 80 |
125-215 |
122-145 |
3-070 |
2.6% |
0-181 |
0.5% |
82% |
False |
False |
1,090,894 |
| 100 |
130-140 |
122-145 |
7-315 |
6.4% |
0-195 |
0.5% |
33% |
False |
False |
903,328 |
| 120 |
131-050 |
122-145 |
8-225 |
7.0% |
0-182 |
0.5% |
30% |
False |
False |
752,906 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-195 |
|
2.618 |
126-032 |
|
1.618 |
125-252 |
|
1.000 |
125-190 |
|
0.618 |
125-152 |
|
HIGH |
125-090 |
|
0.618 |
125-052 |
|
0.500 |
125-040 |
|
0.382 |
125-028 |
|
LOW |
124-310 |
|
0.618 |
124-248 |
|
1.000 |
124-210 |
|
1.618 |
124-148 |
|
2.618 |
124-048 |
|
4.250 |
123-205 |
|
|
| Fisher Pivots for day following 22-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
125-040 |
124-318 |
| PP |
125-035 |
124-292 |
| S1 |
125-030 |
124-265 |
|