ECBOT 10 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 24-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2017 |
24-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
124-145 |
124-105 |
-0-040 |
-0.1% |
123-240 |
| High |
124-200 |
124-190 |
-0-010 |
0.0% |
124-230 |
| Low |
124-060 |
124-070 |
0-010 |
0.0% |
123-210 |
| Close |
124-130 |
124-170 |
0-040 |
0.1% |
124-170 |
| Range |
0-140 |
0-120 |
-0-020 |
-14.3% |
1-020 |
| ATR |
0-169 |
0-165 |
-0-003 |
-2.1% |
0-000 |
| Volume |
1,533,329 |
1,004,433 |
-528,896 |
-34.5% |
6,785,006 |
|
| Daily Pivots for day following 24-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-183 |
125-137 |
124-236 |
|
| R3 |
125-063 |
125-017 |
124-203 |
|
| R2 |
124-263 |
124-263 |
124-192 |
|
| R1 |
124-217 |
124-217 |
124-181 |
124-240 |
| PP |
124-143 |
124-143 |
124-143 |
124-155 |
| S1 |
124-097 |
124-097 |
124-159 |
124-120 |
| S2 |
124-023 |
124-023 |
124-148 |
|
| S3 |
123-223 |
123-297 |
124-137 |
|
| S4 |
123-103 |
123-177 |
124-104 |
|
|
| Weekly Pivots for week ending 24-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-157 |
127-023 |
125-037 |
|
| R3 |
126-137 |
126-003 |
124-264 |
|
| R2 |
125-117 |
125-117 |
124-232 |
|
| R1 |
124-303 |
124-303 |
124-201 |
125-050 |
| PP |
124-097 |
124-097 |
124-097 |
124-130 |
| S1 |
123-283 |
123-283 |
124-139 |
124-030 |
| S2 |
123-077 |
123-077 |
124-108 |
|
| S3 |
122-057 |
122-263 |
124-077 |
|
| S4 |
121-037 |
121-243 |
123-303 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-230 |
123-210 |
1-020 |
0.9% |
0-146 |
0.4% |
82% |
False |
False |
1,357,001 |
| 10 |
124-230 |
122-205 |
2-025 |
1.7% |
0-166 |
0.4% |
91% |
False |
False |
1,222,472 |
| 20 |
125-040 |
122-205 |
2-155 |
2.0% |
0-163 |
0.4% |
76% |
False |
False |
1,296,190 |
| 40 |
125-045 |
122-205 |
2-160 |
2.0% |
0-161 |
0.4% |
76% |
False |
False |
802,122 |
| 60 |
125-045 |
122-205 |
2-160 |
2.0% |
0-168 |
0.4% |
76% |
False |
False |
535,412 |
| 80 |
125-045 |
122-000 |
3-045 |
2.5% |
0-129 |
0.3% |
81% |
False |
False |
401,559 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-060 |
|
2.618 |
125-184 |
|
1.618 |
125-064 |
|
1.000 |
124-310 |
|
0.618 |
124-264 |
|
HIGH |
124-190 |
|
0.618 |
124-144 |
|
0.500 |
124-130 |
|
0.382 |
124-116 |
|
LOW |
124-070 |
|
0.618 |
123-316 |
|
1.000 |
123-270 |
|
1.618 |
123-196 |
|
2.618 |
123-076 |
|
4.250 |
122-200 |
|
|
| Fisher Pivots for day following 24-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
124-157 |
124-162 |
| PP |
124-143 |
124-153 |
| S1 |
124-130 |
124-145 |
|