ECBOT 10 Year T-Note Future June 2017
Trading Metrics calculated at close of trading on 10-Apr-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2017 |
10-Apr-2017 |
Change |
Change % |
Previous Week |
Open |
125-040 |
124-245 |
-0-115 |
-0.3% |
124-190 |
High |
125-250 |
125-015 |
-0-235 |
-0.6% |
125-250 |
Low |
124-230 |
124-200 |
-0-030 |
-0.1% |
124-160 |
Close |
124-260 |
124-290 |
0-030 |
0.1% |
124-260 |
Range |
1-020 |
0-135 |
-0-205 |
-60.3% |
1-090 |
ATR |
0-174 |
0-171 |
-0-003 |
-1.6% |
0-000 |
Volume |
2,067,987 |
947,722 |
-1,120,265 |
-54.2% |
7,453,415 |
|
Daily Pivots for day following 10-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-040 |
125-300 |
125-044 |
|
R3 |
125-225 |
125-165 |
125-007 |
|
R2 |
125-090 |
125-090 |
124-315 |
|
R1 |
125-030 |
125-030 |
124-302 |
125-060 |
PP |
124-275 |
124-275 |
124-275 |
124-290 |
S1 |
124-215 |
124-215 |
124-278 |
124-245 |
S2 |
124-140 |
124-140 |
124-265 |
|
S3 |
124-005 |
124-080 |
124-253 |
|
S4 |
123-190 |
123-265 |
124-216 |
|
|
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 |
124-200 |
1-050 |
0.9% |
0-183 |
0.5% |
24% |
False |
True |
1,368,264 |
10 |
125-250 |
124-065 |
1-185 |
1.3% |
0-174 |
0.4% |
45% |
False |
False |
1,353,796 |
20 |
125-250 |
122-205 |
3-045 |
2.5% |
0-169 |
0.4% |
72% |
False |
False |
1,302,315 |
40 |
125-250 |
122-205 |
3-045 |
2.5% |
0-165 |
0.4% |
72% |
False |
False |
1,165,078 |
60 |
125-250 |
122-205 |
3-045 |
2.5% |
0-172 |
0.4% |
72% |
False |
False |
779,947 |
80 |
125-250 |
122-000 |
3-250 |
3.0% |
0-153 |
0.4% |
77% |
False |
False |
585,084 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-269 |
2.618 |
126-048 |
1.618 |
125-233 |
1.000 |
125-150 |
0.618 |
125-098 |
HIGH |
125-015 |
0.618 |
124-283 |
0.500 |
124-268 |
0.382 |
124-252 |
LOW |
124-200 |
0.618 |
124-117 |
1.000 |
124-065 |
1.618 |
123-302 |
2.618 |
123-167 |
4.250 |
122-266 |
|
|
Fisher Pivots for day following 10-Apr-2017 |
Pivot |
1 day |
3 day |
R1 |
124-283 |
125-065 |
PP |
124-275 |
125-033 |
S1 |
124-268 |
125-002 |
|