ECBOT 10 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 17-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2017 |
17-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
125-310 |
126-075 |
0-085 |
0.2% |
124-245 |
| High |
126-080 |
126-130 |
0-050 |
0.1% |
126-080 |
| Low |
125-240 |
125-260 |
0-020 |
0.0% |
124-200 |
| Close |
126-025 |
125-290 |
-0-055 |
-0.1% |
126-025 |
| Range |
0-160 |
0-190 |
0-030 |
18.8% |
1-200 |
| ATR |
0-182 |
0-183 |
0-001 |
0.3% |
0-000 |
| Volume |
1,329,353 |
804,493 |
-524,860 |
-39.5% |
5,132,691 |
|
| Daily Pivots for day following 17-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-263 |
127-147 |
126-075 |
|
| R3 |
127-073 |
126-277 |
126-022 |
|
| R2 |
126-203 |
126-203 |
126-005 |
|
| R1 |
126-087 |
126-087 |
125-307 |
126-050 |
| PP |
126-013 |
126-013 |
126-013 |
125-315 |
| S1 |
125-217 |
125-217 |
125-273 |
125-180 |
| S2 |
125-143 |
125-143 |
125-255 |
|
| S3 |
124-273 |
125-027 |
125-238 |
|
| S4 |
124-083 |
124-157 |
125-186 |
|
|
| Weekly Pivots for week ending 14-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-168 |
129-297 |
126-311 |
|
| R3 |
128-288 |
128-097 |
126-168 |
|
| R2 |
127-088 |
127-088 |
126-120 |
|
| R1 |
126-217 |
126-217 |
126-073 |
126-312 |
| PP |
125-208 |
125-208 |
125-208 |
125-256 |
| S1 |
125-017 |
125-017 |
125-297 |
125-112 |
| S2 |
124-008 |
124-008 |
125-250 |
|
| S3 |
122-128 |
123-137 |
125-202 |
|
| S4 |
120-248 |
121-257 |
125-059 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-130 |
124-200 |
1-250 |
1.4% |
0-182 |
0.5% |
72% |
True |
False |
1,187,436 |
| 10 |
126-130 |
124-160 |
1-290 |
1.5% |
0-193 |
0.5% |
74% |
True |
False |
1,339,059 |
| 20 |
126-130 |
123-210 |
2-240 |
2.2% |
0-170 |
0.4% |
82% |
True |
False |
1,322,823 |
| 40 |
126-130 |
122-205 |
3-245 |
3.0% |
0-169 |
0.4% |
87% |
True |
False |
1,282,136 |
| 60 |
126-130 |
122-205 |
3-245 |
3.0% |
0-169 |
0.4% |
87% |
True |
False |
862,955 |
| 80 |
126-130 |
122-080 |
4-050 |
3.3% |
0-161 |
0.4% |
88% |
True |
False |
647,452 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-298 |
|
2.618 |
127-307 |
|
1.618 |
127-117 |
|
1.000 |
127-000 |
|
0.618 |
126-247 |
|
HIGH |
126-130 |
|
0.618 |
126-057 |
|
0.500 |
126-035 |
|
0.382 |
126-013 |
|
LOW |
125-260 |
|
0.618 |
125-143 |
|
1.000 |
125-070 |
|
1.618 |
124-273 |
|
2.618 |
124-083 |
|
4.250 |
123-092 |
|
|
| Fisher Pivots for day following 17-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
126-035 |
125-288 |
| PP |
126-013 |
125-285 |
| S1 |
125-312 |
125-283 |
|