ECBOT 10 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 31-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2017 |
31-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
124-200 |
124-105 |
-0-095 |
-0.2% |
124-135 |
| High |
124-220 |
124-200 |
-0-020 |
-0.1% |
124-295 |
| Low |
124-085 |
124-075 |
-0-010 |
0.0% |
124-065 |
| Close |
124-110 |
124-180 |
0-070 |
0.2% |
124-180 |
| Range |
0-135 |
0-125 |
-0-010 |
-7.4% |
0-230 |
| ATR |
0-162 |
0-160 |
-0-003 |
-1.6% |
0-000 |
| Volume |
1,058,234 |
1,525,342 |
467,108 |
44.1% |
6,280,855 |
|
| Daily Pivots for day following 31-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-207 |
125-158 |
124-249 |
|
| R3 |
125-082 |
125-033 |
124-214 |
|
| R2 |
124-277 |
124-277 |
124-203 |
|
| R1 |
124-228 |
124-228 |
124-191 |
124-252 |
| PP |
124-152 |
124-152 |
124-152 |
124-164 |
| S1 |
124-103 |
124-103 |
124-169 |
124-128 |
| S2 |
124-027 |
124-027 |
124-157 |
|
| S3 |
123-222 |
123-298 |
124-146 |
|
| S4 |
123-097 |
123-173 |
124-111 |
|
|
| Weekly Pivots for week ending 31-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-230 |
126-115 |
124-307 |
|
| R3 |
126-000 |
125-205 |
124-243 |
|
| R2 |
125-090 |
125-090 |
124-222 |
|
| R1 |
124-295 |
124-295 |
124-201 |
125-033 |
| PP |
124-180 |
124-180 |
124-180 |
124-209 |
| S1 |
124-065 |
124-065 |
124-159 |
124-122 |
| S2 |
123-270 |
123-270 |
124-138 |
|
| S3 |
123-040 |
123-155 |
124-117 |
|
| S4 |
122-130 |
122-245 |
124-053 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-295 |
124-065 |
0-230 |
0.6% |
0-149 |
0.4% |
50% |
False |
False |
1,256,171 |
| 10 |
124-295 |
123-210 |
1-085 |
1.0% |
0-148 |
0.4% |
72% |
False |
False |
1,306,586 |
| 20 |
124-295 |
122-205 |
2-090 |
1.8% |
0-156 |
0.4% |
84% |
False |
False |
1,244,091 |
| 40 |
125-045 |
122-205 |
2-160 |
2.0% |
0-162 |
0.4% |
77% |
False |
False |
958,213 |
| 60 |
125-045 |
122-205 |
2-160 |
2.0% |
0-172 |
0.4% |
77% |
False |
False |
640,091 |
| 80 |
125-045 |
122-000 |
3-045 |
2.5% |
0-139 |
0.3% |
82% |
False |
False |
480,069 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-091 |
|
2.618 |
125-207 |
|
1.618 |
125-082 |
|
1.000 |
125-005 |
|
0.618 |
124-277 |
|
HIGH |
124-200 |
|
0.618 |
124-152 |
|
0.500 |
124-138 |
|
0.382 |
124-123 |
|
LOW |
124-075 |
|
0.618 |
123-318 |
|
1.000 |
123-270 |
|
1.618 |
123-193 |
|
2.618 |
123-068 |
|
4.250 |
122-184 |
|
|
| Fisher Pivots for day following 31-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
124-166 |
124-167 |
| PP |
124-152 |
124-155 |
| S1 |
124-138 |
124-142 |
|