ECBOT 10 Year T-Note Future June 2017
Trading Metrics calculated at close of trading on 13-Apr-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2017 |
13-Apr-2017 |
Change |
Change % |
Previous Week |
Open |
125-155 |
125-310 |
0-155 |
0.4% |
124-190 |
High |
126-000 |
126-080 |
0-080 |
0.2% |
125-250 |
Low |
125-115 |
125-240 |
0-125 |
0.3% |
124-160 |
Close |
125-150 |
126-025 |
0-195 |
0.5% |
124-260 |
Range |
0-205 |
0-160 |
-0-045 |
-21.9% |
1-090 |
ATR |
0-177 |
0-182 |
0-005 |
3.0% |
0-000 |
Volume |
1,370,086 |
1,329,353 |
-40,733 |
-3.0% |
7,453,415 |
|
Daily Pivots for day following 13-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-168 |
127-097 |
126-113 |
|
R3 |
127-008 |
126-257 |
126-069 |
|
R2 |
126-168 |
126-168 |
126-054 |
|
R1 |
126-097 |
126-097 |
126-040 |
126-132 |
PP |
126-008 |
126-008 |
126-008 |
126-026 |
S1 |
125-257 |
125-257 |
126-010 |
125-292 |
S2 |
125-168 |
125-168 |
125-316 |
|
S3 |
125-008 |
125-097 |
125-301 |
|
S4 |
124-168 |
124-257 |
125-257 |
|
|
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 |
126-080 |
124-200 |
1-200 |
1.3% |
0-212 |
0.5% |
89% |
True |
False |
1,440,135 |
10 |
126-080 |
124-075 |
2-005 |
1.6% |
0-186 |
0.5% |
91% |
True |
False |
1,411,144 |
20 |
126-080 |
123-115 |
2-285 |
2.3% |
0-169 |
0.4% |
94% |
True |
False |
1,324,897 |
40 |
126-080 |
122-205 |
3-195 |
2.9% |
0-168 |
0.4% |
95% |
True |
False |
1,264,160 |
60 |
126-080 |
122-205 |
3-195 |
2.9% |
0-169 |
0.4% |
95% |
True |
False |
849,624 |
80 |
126-080 |
122-080 |
4-000 |
3.2% |
0-159 |
0.4% |
96% |
True |
False |
637,396 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-120 |
2.618 |
127-179 |
1.618 |
127-019 |
1.000 |
126-240 |
0.618 |
126-179 |
HIGH |
126-080 |
0.618 |
126-019 |
0.500 |
126-000 |
0.382 |
125-301 |
LOW |
125-240 |
0.618 |
125-141 |
1.000 |
125-080 |
1.618 |
124-301 |
2.618 |
124-141 |
4.250 |
123-200 |
|
|
Fisher Pivots for day following 13-Apr-2017 |
Pivot |
1 day |
3 day |
R1 |
126-017 |
125-290 |
PP |
126-008 |
125-235 |
S1 |
126-000 |
125-180 |
|