ECBOT 10 Year T-Note Future June 2017
Trading Metrics calculated at close of trading on 18-Apr-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2017 |
18-Apr-2017 |
Change |
Change % |
Previous Week |
Open |
126-075 |
125-280 |
-0-115 |
-0.3% |
124-245 |
High |
126-130 |
126-200 |
0-070 |
0.2% |
126-080 |
Low |
125-260 |
125-260 |
0-000 |
0.0% |
124-200 |
Close |
125-290 |
126-165 |
0-195 |
0.5% |
126-025 |
Range |
0-190 |
0-260 |
0-070 |
36.8% |
1-200 |
ATR |
0-183 |
0-188 |
0-006 |
3.0% |
0-000 |
Volume |
804,493 |
1,436,201 |
631,708 |
78.5% |
5,132,691 |
|
Daily Pivots for day following 18-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-242 |
128-143 |
126-308 |
|
R3 |
127-302 |
127-203 |
126-236 |
|
R2 |
127-042 |
127-042 |
126-213 |
|
R1 |
126-263 |
126-263 |
126-189 |
126-312 |
PP |
126-102 |
126-102 |
126-102 |
126-126 |
S1 |
126-003 |
126-003 |
126-141 |
126-052 |
S2 |
125-162 |
125-162 |
126-117 |
|
S3 |
124-222 |
125-063 |
126-093 |
|
S4 |
123-282 |
124-123 |
126-022 |
|
|
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 |
126-200 |
124-280 |
1-240 |
1.4% |
0-207 |
0.5% |
94% |
True |
False |
1,285,132 |
10 |
126-200 |
124-200 |
2-000 |
1.6% |
0-195 |
0.5% |
95% |
True |
False |
1,326,698 |
20 |
126-200 |
123-245 |
2-275 |
2.3% |
0-176 |
0.4% |
96% |
True |
False |
1,355,685 |
40 |
126-200 |
122-205 |
3-315 |
3.1% |
0-171 |
0.4% |
97% |
True |
False |
1,314,354 |
60 |
126-200 |
122-205 |
3-315 |
3.1% |
0-170 |
0.4% |
97% |
True |
False |
886,879 |
80 |
126-200 |
122-180 |
4-020 |
3.2% |
0-163 |
0.4% |
97% |
True |
False |
665,404 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
130-025 |
2.618 |
128-241 |
1.618 |
127-301 |
1.000 |
127-140 |
0.618 |
127-041 |
HIGH |
126-200 |
0.618 |
126-101 |
0.500 |
126-070 |
0.382 |
126-039 |
LOW |
125-260 |
0.618 |
125-099 |
1.000 |
125-000 |
1.618 |
124-159 |
2.618 |
123-219 |
4.250 |
122-115 |
|
|
Fisher Pivots for day following 18-Apr-2017 |
Pivot |
1 day |
3 day |
R1 |
126-133 |
126-130 |
PP |
126-102 |
126-095 |
S1 |
126-070 |
126-060 |
|