ECBOT 10 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 06-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2017 |
06-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
124-295 |
125-065 |
0-090 |
0.2% |
124-135 |
| High |
125-095 |
125-095 |
0-000 |
0.0% |
124-295 |
| Low |
124-240 |
124-300 |
0-060 |
0.2% |
124-065 |
| Close |
125-015 |
125-040 |
0-025 |
0.1% |
124-180 |
| Range |
0-175 |
0-115 |
-0-060 |
-34.3% |
0-230 |
| ATR |
0-165 |
0-161 |
-0-004 |
-2.2% |
0-000 |
| Volume |
1,479,991 |
1,079,521 |
-400,470 |
-27.1% |
6,280,855 |
|
| Daily Pivots for day following 06-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-063 |
126-007 |
125-103 |
|
| R3 |
125-268 |
125-212 |
125-072 |
|
| R2 |
125-153 |
125-153 |
125-061 |
|
| R1 |
125-097 |
125-097 |
125-051 |
125-068 |
| PP |
125-038 |
125-038 |
125-038 |
125-024 |
| S1 |
124-302 |
124-302 |
125-029 |
124-272 |
| S2 |
124-243 |
124-243 |
125-019 |
|
| S3 |
124-128 |
124-187 |
125-008 |
|
| S4 |
124-013 |
124-072 |
124-297 |
|
|
| 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% |
0-160 |
0.4% |
79% |
False |
False |
1,382,154 |
| 10 |
125-115 |
124-065 |
1-050 |
0.9% |
0-154 |
0.4% |
80% |
False |
False |
1,267,071 |
| 20 |
125-115 |
122-205 |
2-230 |
2.2% |
0-162 |
0.4% |
91% |
False |
False |
1,276,957 |
| 40 |
125-115 |
122-205 |
2-230 |
2.2% |
0-161 |
0.4% |
91% |
False |
False |
1,090,688 |
| 60 |
125-115 |
122-205 |
2-230 |
2.2% |
0-170 |
0.4% |
91% |
False |
False |
729,795 |
| 80 |
125-115 |
122-000 |
3-115 |
2.7% |
0-147 |
0.4% |
93% |
False |
False |
547,387 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-264 |
|
2.618 |
126-076 |
|
1.618 |
125-281 |
|
1.000 |
125-210 |
|
0.618 |
125-166 |
|
HIGH |
125-095 |
|
0.618 |
125-051 |
|
0.500 |
125-038 |
|
0.382 |
125-024 |
|
LOW |
124-300 |
|
0.618 |
124-229 |
|
1.000 |
124-185 |
|
1.618 |
124-114 |
|
2.618 |
123-319 |
|
4.250 |
123-131 |
|
|
| Fisher Pivots for day following 06-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
125-039 |
125-033 |
| PP |
125-038 |
125-025 |
| S1 |
125-038 |
125-018 |
|