ECBOT 10 Year T-Note Future June 2017
Trading Metrics calculated at close of trading on 19-Apr-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2017 |
19-Apr-2017 |
Change |
Change % |
Previous Week |
Open |
125-280 |
126-185 |
0-225 |
0.6% |
124-245 |
High |
126-200 |
126-190 |
-0-010 |
0.0% |
126-080 |
Low |
125-260 |
126-030 |
0-090 |
0.2% |
124-200 |
Close |
126-165 |
126-090 |
-0-075 |
-0.2% |
126-025 |
Range |
0-260 |
0-160 |
-0-100 |
-38.5% |
1-200 |
ATR |
0-188 |
0-186 |
-0-002 |
-1.1% |
0-000 |
Volume |
1,436,201 |
1,198,623 |
-237,578 |
-16.5% |
5,132,691 |
|
Daily Pivots for day following 19-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-263 |
127-177 |
126-178 |
|
R3 |
127-103 |
127-017 |
126-134 |
|
R2 |
126-263 |
126-263 |
126-119 |
|
R1 |
126-177 |
126-177 |
126-105 |
126-140 |
PP |
126-103 |
126-103 |
126-103 |
126-085 |
S1 |
126-017 |
126-017 |
126-075 |
125-300 |
S2 |
125-263 |
125-263 |
126-061 |
|
S3 |
125-103 |
125-177 |
126-046 |
|
S4 |
124-263 |
125-017 |
126-002 |
|
|
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 |
125-115 |
1-085 |
1.0% |
0-195 |
0.5% |
73% |
False |
False |
1,227,751 |
10 |
126-200 |
124-200 |
2-000 |
1.6% |
0-196 |
0.5% |
83% |
False |
False |
1,319,950 |
20 |
126-200 |
124-060 |
2-140 |
1.9% |
0-174 |
0.4% |
86% |
False |
False |
1,326,146 |
40 |
126-200 |
122-205 |
3-315 |
3.2% |
0-171 |
0.4% |
91% |
False |
False |
1,334,822 |
60 |
126-200 |
122-205 |
3-315 |
3.2% |
0-169 |
0.4% |
91% |
False |
False |
906,821 |
80 |
126-200 |
122-180 |
4-020 |
3.2% |
0-165 |
0.4% |
92% |
False |
False |
680,387 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-230 |
2.618 |
127-289 |
1.618 |
127-129 |
1.000 |
127-030 |
0.618 |
126-289 |
HIGH |
126-190 |
0.618 |
126-129 |
0.500 |
126-110 |
0.382 |
126-091 |
LOW |
126-030 |
0.618 |
125-251 |
1.000 |
125-190 |
1.618 |
125-091 |
2.618 |
124-251 |
4.250 |
123-310 |
|
|
Fisher Pivots for day following 19-Apr-2017 |
Pivot |
1 day |
3 day |
R1 |
126-110 |
126-083 |
PP |
126-103 |
126-077 |
S1 |
126-097 |
126-070 |
|