ECBOT 10 Year T-Note Future June 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 |
124-020 |
124-130 |
0-110 |
0.3% |
123-020 |
| High |
124-140 |
124-230 |
0-090 |
0.2% |
123-280 |
| Low |
123-245 |
124-110 |
0-185 |
0.5% |
122-205 |
| Close |
124-090 |
124-170 |
0-080 |
0.2% |
123-240 |
| Range |
0-215 |
0-120 |
-0-095 |
-44.2% |
1-075 |
| ATR |
0-173 |
0-171 |
-0-002 |
-1.4% |
0-000 |
| Volume |
1,789,403 |
1,678,891 |
-110,512 |
-6.2% |
5,439,718 |
|
| Daily Pivots for day following 22-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-210 |
125-150 |
124-236 |
|
| R3 |
125-090 |
125-030 |
124-203 |
|
| R2 |
124-290 |
124-290 |
124-192 |
|
| R1 |
124-230 |
124-230 |
124-181 |
124-260 |
| PP |
124-170 |
124-170 |
124-170 |
124-185 |
| S1 |
124-110 |
124-110 |
124-159 |
124-140 |
| S2 |
124-050 |
124-050 |
124-148 |
|
| S3 |
123-250 |
123-310 |
124-137 |
|
| S4 |
123-130 |
123-190 |
124-104 |
|
|
| 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 |
124-230 |
123-115 |
1-115 |
1.1% |
0-158 |
0.4% |
86% |
True |
False |
1,264,850 |
| 10 |
124-230 |
122-205 |
2-025 |
1.7% |
0-169 |
0.4% |
91% |
True |
False |
1,255,553 |
| 20 |
125-045 |
122-205 |
2-160 |
2.0% |
0-166 |
0.4% |
76% |
False |
False |
1,372,416 |
| 40 |
125-045 |
122-205 |
2-160 |
2.0% |
0-163 |
0.4% |
76% |
False |
False |
739,088 |
| 60 |
125-045 |
122-180 |
2-185 |
2.1% |
0-164 |
0.4% |
76% |
False |
False |
493,116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-100 |
|
2.618 |
125-224 |
|
1.618 |
125-104 |
|
1.000 |
125-030 |
|
0.618 |
124-304 |
|
HIGH |
124-230 |
|
0.618 |
124-184 |
|
0.500 |
124-170 |
|
0.382 |
124-156 |
|
LOW |
124-110 |
|
0.618 |
124-036 |
|
1.000 |
123-310 |
|
1.618 |
123-236 |
|
2.618 |
123-116 |
|
4.250 |
122-240 |
|
|
| Fisher Pivots for day following 22-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
124-170 |
124-133 |
| PP |
124-170 |
124-097 |
| S1 |
124-170 |
124-060 |
|