ECBOT 10 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 07-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2017 |
07-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
125-065 |
125-040 |
-0-025 |
-0.1% |
124-190 |
| High |
125-095 |
125-250 |
0-155 |
0.4% |
125-250 |
| Low |
124-300 |
124-230 |
-0-070 |
-0.2% |
124-160 |
| Close |
125-040 |
124-260 |
-0-100 |
-0.2% |
124-260 |
| Range |
0-115 |
1-020 |
0-225 |
195.6% |
1-090 |
| ATR |
0-161 |
0-174 |
0-013 |
7.9% |
0-000 |
| Volume |
1,079,521 |
2,067,987 |
988,466 |
91.6% |
7,453,415 |
|
| Daily Pivots for day following 07-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-093 |
127-197 |
125-127 |
|
| R3 |
127-073 |
126-177 |
125-034 |
|
| R2 |
126-053 |
126-053 |
125-002 |
|
| R1 |
125-157 |
125-157 |
124-291 |
125-095 |
| PP |
125-033 |
125-033 |
125-033 |
125-003 |
| S1 |
124-137 |
124-137 |
124-229 |
124-075 |
| S2 |
124-013 |
124-013 |
124-198 |
|
| S3 |
122-313 |
123-117 |
124-166 |
|
| S4 |
121-293 |
122-097 |
124-073 |
|
|
| Weekly Pivots for week ending 07-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-280 |
128-040 |
125-166 |
|
| R3 |
127-190 |
126-270 |
125-053 |
|
| R2 |
126-100 |
126-100 |
125-015 |
|
| R1 |
125-180 |
125-180 |
124-298 |
125-300 |
| PP |
125-010 |
125-010 |
125-010 |
125-070 |
| S1 |
124-090 |
124-090 |
124-222 |
124-210 |
| S2 |
123-240 |
123-240 |
124-185 |
|
| S3 |
122-150 |
123-000 |
124-147 |
|
| S4 |
121-060 |
121-230 |
124-034 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-250 |
124-160 |
1-090 |
1.0% |
0-203 |
0.5% |
24% |
True |
False |
1,490,683 |
| 10 |
125-250 |
124-065 |
1-185 |
1.3% |
0-176 |
0.4% |
39% |
True |
False |
1,373,427 |
| 20 |
125-250 |
122-205 |
3-045 |
2.5% |
0-171 |
0.4% |
69% |
True |
False |
1,297,949 |
| 40 |
125-250 |
122-205 |
3-045 |
2.5% |
0-164 |
0.4% |
69% |
True |
False |
1,141,620 |
| 60 |
125-250 |
122-205 |
3-045 |
2.5% |
0-173 |
0.4% |
69% |
True |
False |
764,213 |
| 80 |
125-250 |
122-000 |
3-250 |
3.0% |
0-151 |
0.4% |
74% |
True |
False |
573,237 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-095 |
|
2.618 |
128-180 |
|
1.618 |
127-160 |
|
1.000 |
126-270 |
|
0.618 |
126-140 |
|
HIGH |
125-250 |
|
0.618 |
125-120 |
|
0.500 |
125-080 |
|
0.382 |
125-040 |
|
LOW |
124-230 |
|
0.618 |
124-020 |
|
1.000 |
123-210 |
|
1.618 |
123-000 |
|
2.618 |
121-300 |
|
4.250 |
120-065 |
|
|
| Fisher Pivots for day following 07-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
125-080 |
125-080 |
| PP |
125-033 |
125-033 |
| S1 |
124-307 |
124-307 |
|