ECBOT 10 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 24-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2017 |
24-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
124-080 |
124-190 |
0-110 |
0.3% |
124-040 |
| High |
124-190 |
125-045 |
0-175 |
0.4% |
125-045 |
| Low |
124-060 |
124-170 |
0-110 |
0.3% |
123-270 |
| Close |
124-155 |
125-030 |
0-195 |
0.5% |
125-030 |
| Range |
0-130 |
0-195 |
0-065 |
50.0% |
1-095 |
| ATR |
0-166 |
0-169 |
0-003 |
1.9% |
0-000 |
| Volume |
2,358,318 |
1,703,964 |
-654,354 |
-27.7% |
5,542,717 |
|
| Daily Pivots for day following 24-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-240 |
126-170 |
125-137 |
|
| R3 |
126-045 |
125-295 |
125-084 |
|
| R2 |
125-170 |
125-170 |
125-066 |
|
| R1 |
125-100 |
125-100 |
125-048 |
125-135 |
| PP |
124-295 |
124-295 |
124-295 |
124-313 |
| S1 |
124-225 |
124-225 |
125-012 |
124-260 |
| S2 |
124-100 |
124-100 |
124-314 |
|
| S3 |
123-225 |
124-030 |
124-296 |
|
| S4 |
123-030 |
123-155 |
124-243 |
|
|
| Weekly Pivots for week ending 24-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-187 |
128-043 |
125-258 |
|
| R3 |
127-092 |
126-268 |
125-144 |
|
| R2 |
125-317 |
125-317 |
125-106 |
|
| R1 |
125-173 |
125-173 |
125-068 |
125-245 |
| PP |
124-222 |
124-222 |
124-222 |
124-258 |
| S1 |
124-078 |
124-078 |
124-312 |
124-150 |
| S2 |
123-127 |
123-127 |
124-274 |
|
| S3 |
122-032 |
122-303 |
124-236 |
|
| S4 |
120-257 |
121-208 |
124-122 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-045 |
123-255 |
1-110 |
1.1% |
0-163 |
0.4% |
97% |
True |
False |
1,138,039 |
| 10 |
125-045 |
123-065 |
1-300 |
1.5% |
0-155 |
0.4% |
98% |
True |
False |
600,672 |
| 20 |
125-045 |
123-065 |
1-300 |
1.5% |
0-159 |
0.4% |
98% |
True |
False |
308,055 |
| 40 |
125-045 |
122-235 |
2-130 |
1.9% |
0-171 |
0.4% |
98% |
True |
False |
155,023 |
| 60 |
125-045 |
122-000 |
3-045 |
2.5% |
0-118 |
0.3% |
99% |
True |
False |
103,348 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-234 |
|
2.618 |
126-235 |
|
1.618 |
126-040 |
|
1.000 |
125-240 |
|
0.618 |
125-165 |
|
HIGH |
125-045 |
|
0.618 |
124-291 |
|
0.500 |
124-268 |
|
0.382 |
124-244 |
|
LOW |
124-170 |
|
0.618 |
124-050 |
|
1.000 |
123-295 |
|
1.618 |
123-175 |
|
2.618 |
122-300 |
|
4.250 |
121-301 |
|
|
| Fisher Pivots for day following 24-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
125-003 |
124-288 |
| PP |
124-295 |
124-225 |
| S1 |
124-268 |
124-162 |
|