ECBOT 10 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 28-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2017 |
28-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
125-040 |
124-200 |
-0-160 |
-0.4% |
124-040 |
| High |
125-040 |
124-260 |
-0-100 |
-0.2% |
125-045 |
| Low |
124-175 |
124-040 |
-0-135 |
-0.3% |
123-270 |
| Close |
124-190 |
124-185 |
-0-005 |
0.0% |
125-030 |
| Range |
0-185 |
0-220 |
0-035 |
18.9% |
1-095 |
| ATR |
0-170 |
0-174 |
0-004 |
2.1% |
0-000 |
| Volume |
1,135,798 |
1,840,331 |
704,533 |
62.0% |
5,542,717 |
|
| Daily Pivots for day following 28-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-182 |
126-083 |
124-306 |
|
| R3 |
125-282 |
125-183 |
124-245 |
|
| R2 |
125-062 |
125-062 |
124-225 |
|
| R1 |
124-283 |
124-283 |
124-205 |
124-222 |
| PP |
124-162 |
124-162 |
124-162 |
124-131 |
| S1 |
124-063 |
124-063 |
124-165 |
124-002 |
| S2 |
123-262 |
123-262 |
124-145 |
|
| S3 |
123-042 |
123-163 |
124-124 |
|
| S4 |
122-142 |
122-263 |
124-064 |
|
|
| 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 |
123-280 |
1-085 |
1.0% |
0-182 |
0.5% |
56% |
False |
False |
1,627,785 |
| 10 |
125-045 |
123-065 |
1-300 |
1.6% |
0-177 |
0.4% |
71% |
False |
False |
893,674 |
| 20 |
125-045 |
123-065 |
1-300 |
1.6% |
0-169 |
0.4% |
71% |
False |
False |
456,481 |
| 40 |
125-045 |
123-000 |
2-045 |
1.7% |
0-177 |
0.4% |
74% |
False |
False |
229,426 |
| 60 |
125-045 |
122-000 |
3-045 |
2.5% |
0-125 |
0.3% |
82% |
False |
False |
152,950 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-235 |
|
2.618 |
126-196 |
|
1.618 |
125-296 |
|
1.000 |
125-160 |
|
0.618 |
125-076 |
|
HIGH |
124-260 |
|
0.618 |
124-176 |
|
0.500 |
124-150 |
|
0.382 |
124-124 |
|
LOW |
124-040 |
|
0.618 |
123-224 |
|
1.000 |
123-140 |
|
1.618 |
123-004 |
|
2.618 |
122-104 |
|
4.250 |
121-065 |
|
|
| Fisher Pivots for day following 28-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
124-173 |
124-202 |
| PP |
124-162 |
124-197 |
| S1 |
124-150 |
124-191 |
|