ECBOT 10 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 21-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2017 |
21-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
123-240 |
124-020 |
0-100 |
0.3% |
123-020 |
| High |
124-025 |
124-140 |
0-115 |
0.3% |
123-280 |
| Low |
123-210 |
123-245 |
0-035 |
0.1% |
122-205 |
| Close |
124-000 |
124-090 |
0-090 |
0.2% |
123-240 |
| Range |
0-135 |
0-215 |
0-080 |
59.3% |
1-075 |
| ATR |
0-170 |
0-173 |
0-003 |
1.9% |
0-000 |
| Volume |
778,950 |
1,789,403 |
1,010,453 |
129.7% |
5,439,718 |
|
| Daily Pivots for day following 21-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-057 |
125-288 |
124-208 |
|
| R3 |
125-162 |
125-073 |
124-149 |
|
| R2 |
124-267 |
124-267 |
124-129 |
|
| R1 |
124-178 |
124-178 |
124-110 |
124-223 |
| PP |
124-052 |
124-052 |
124-052 |
124-074 |
| S1 |
123-283 |
123-283 |
124-070 |
124-008 |
| S2 |
123-157 |
123-157 |
124-051 |
|
| S3 |
122-262 |
123-068 |
124-031 |
|
| S4 |
122-047 |
122-173 |
123-292 |
|
|
| Weekly Pivots for week ending 17-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-040 |
126-215 |
124-137 |
|
| R3 |
125-285 |
125-140 |
124-029 |
|
| R2 |
124-210 |
124-210 |
123-312 |
|
| R1 |
124-065 |
124-065 |
123-276 |
124-138 |
| PP |
123-135 |
123-135 |
123-135 |
123-171 |
| S1 |
122-310 |
122-310 |
123-204 |
123-062 |
| S2 |
122-060 |
122-060 |
123-168 |
|
| S3 |
120-305 |
121-235 |
123-131 |
|
| S4 |
119-230 |
120-160 |
123-023 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-140 |
122-260 |
1-200 |
1.3% |
0-198 |
0.5% |
90% |
True |
False |
1,241,841 |
| 10 |
124-140 |
122-205 |
1-255 |
1.4% |
0-178 |
0.4% |
91% |
True |
False |
1,259,663 |
| 20 |
125-045 |
122-205 |
2-160 |
2.0% |
0-169 |
0.4% |
66% |
False |
False |
1,343,497 |
| 40 |
125-045 |
122-205 |
2-160 |
2.0% |
0-166 |
0.4% |
66% |
False |
False |
697,159 |
| 60 |
125-045 |
122-180 |
2-185 |
2.1% |
0-162 |
0.4% |
67% |
False |
False |
465,134 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-094 |
|
2.618 |
126-063 |
|
1.618 |
125-168 |
|
1.000 |
125-035 |
|
0.618 |
124-273 |
|
HIGH |
124-140 |
|
0.618 |
124-058 |
|
0.500 |
124-032 |
|
0.382 |
124-007 |
|
LOW |
123-245 |
|
0.618 |
123-112 |
|
1.000 |
123-030 |
|
1.618 |
122-217 |
|
2.618 |
122-002 |
|
4.250 |
120-291 |
|
|
| Fisher Pivots for day following 21-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
124-071 |
124-049 |
| PP |
124-052 |
124-008 |
| S1 |
124-032 |
123-288 |
|