ECBOT 10 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 05-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2017 |
05-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
125-065 |
124-295 |
-0-090 |
-0.2% |
124-135 |
| High |
125-115 |
125-095 |
-0-020 |
0.0% |
124-295 |
| Low |
124-285 |
124-240 |
-0-045 |
-0.1% |
124-065 |
| Close |
125-010 |
125-015 |
0-005 |
0.0% |
124-180 |
| Range |
0-150 |
0-175 |
0-025 |
16.7% |
0-230 |
| ATR |
0-164 |
0-165 |
0-001 |
0.5% |
0-000 |
| Volume |
1,266,102 |
1,479,991 |
213,889 |
16.9% |
6,280,855 |
|
| Daily Pivots for day following 05-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-215 |
126-130 |
125-111 |
|
| R3 |
126-040 |
125-275 |
125-063 |
|
| R2 |
125-185 |
125-185 |
125-047 |
|
| R1 |
125-100 |
125-100 |
125-031 |
125-143 |
| PP |
125-010 |
125-010 |
125-010 |
125-031 |
| S1 |
124-245 |
124-245 |
124-319 |
124-288 |
| S2 |
124-155 |
124-155 |
124-303 |
|
| S3 |
123-300 |
124-070 |
124-287 |
|
| S4 |
123-125 |
123-215 |
124-239 |
|
|
| 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 |
125-115 |
124-075 |
1-040 |
0.9% |
0-164 |
0.4% |
72% |
False |
False |
1,377,896 |
| 10 |
125-115 |
124-060 |
1-055 |
0.9% |
0-157 |
0.4% |
73% |
False |
False |
1,312,452 |
| 20 |
125-115 |
122-205 |
2-230 |
2.2% |
0-163 |
0.4% |
89% |
False |
False |
1,284,003 |
| 40 |
125-115 |
122-205 |
2-230 |
2.2% |
0-162 |
0.4% |
89% |
False |
False |
1,064,848 |
| 60 |
125-115 |
122-205 |
2-230 |
2.2% |
0-170 |
0.4% |
89% |
False |
False |
711,810 |
| 80 |
125-115 |
122-000 |
3-115 |
2.7% |
0-146 |
0.4% |
91% |
False |
False |
533,893 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-199 |
|
2.618 |
126-233 |
|
1.618 |
126-058 |
|
1.000 |
125-270 |
|
0.618 |
125-203 |
|
HIGH |
125-095 |
|
0.618 |
125-028 |
|
0.500 |
125-008 |
|
0.382 |
124-307 |
|
LOW |
124-240 |
|
0.618 |
124-132 |
|
1.000 |
124-065 |
|
1.618 |
123-277 |
|
2.618 |
123-102 |
|
4.250 |
122-136 |
|
|
| Fisher Pivots for day following 05-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
125-013 |
125-003 |
| PP |
125-010 |
124-310 |
| S1 |
125-008 |
124-298 |
|