ECBOT 10 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 11-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2017 |
11-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
124-245 |
124-280 |
0-035 |
0.1% |
124-190 |
| High |
125-015 |
125-180 |
0-165 |
0.4% |
125-250 |
| Low |
124-200 |
124-280 |
0-080 |
0.2% |
124-160 |
| Close |
124-290 |
125-155 |
0-185 |
0.5% |
124-260 |
| Range |
0-135 |
0-220 |
0-085 |
63.0% |
1-090 |
| ATR |
0-171 |
0-175 |
0-003 |
2.0% |
0-000 |
| Volume |
947,722 |
1,485,530 |
537,808 |
56.7% |
7,453,415 |
|
| Daily Pivots for day following 11-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-118 |
127-037 |
125-276 |
|
| R3 |
126-218 |
126-137 |
125-216 |
|
| R2 |
125-318 |
125-318 |
125-195 |
|
| R1 |
125-237 |
125-237 |
125-175 |
125-278 |
| PP |
125-098 |
125-098 |
125-098 |
125-119 |
| S1 |
125-017 |
125-017 |
125-135 |
125-058 |
| S2 |
124-198 |
124-198 |
125-115 |
|
| S3 |
123-298 |
124-117 |
125-095 |
|
| S4 |
123-078 |
123-217 |
125-034 |
|
|
| 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% |
0-197 |
0.5% |
74% |
False |
False |
1,412,150 |
| 10 |
125-250 |
124-065 |
1-185 |
1.3% |
0-178 |
0.4% |
81% |
False |
False |
1,367,809 |
| 20 |
125-250 |
122-260 |
2-310 |
2.4% |
0-174 |
0.4% |
90% |
False |
False |
1,329,669 |
| 40 |
125-250 |
122-205 |
3-045 |
2.5% |
0-168 |
0.4% |
91% |
False |
False |
1,201,298 |
| 60 |
125-250 |
122-205 |
3-045 |
2.5% |
0-171 |
0.4% |
91% |
False |
False |
804,694 |
| 80 |
125-250 |
122-000 |
3-250 |
3.0% |
0-155 |
0.4% |
92% |
False |
False |
603,653 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-155 |
|
2.618 |
127-116 |
|
1.618 |
126-216 |
|
1.000 |
126-080 |
|
0.618 |
125-316 |
|
HIGH |
125-180 |
|
0.618 |
125-096 |
|
0.500 |
125-070 |
|
0.382 |
125-044 |
|
LOW |
124-280 |
|
0.618 |
124-144 |
|
1.000 |
124-060 |
|
1.618 |
123-244 |
|
2.618 |
123-024 |
|
4.250 |
121-305 |
|
|
| Fisher Pivots for day following 11-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
125-127 |
125-125 |
| PP |
125-098 |
125-095 |
| S1 |
125-070 |
125-065 |
|