ECBOT 10 Year T-Note Future June 2017
Trading Metrics calculated at close of trading on 20-Apr-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2017 |
20-Apr-2017 |
Change |
Change % |
Previous Week |
Open |
126-185 |
126-070 |
-0-115 |
-0.3% |
124-245 |
High |
126-190 |
126-110 |
-0-080 |
-0.2% |
126-080 |
Low |
126-030 |
125-265 |
-0-085 |
-0.2% |
124-200 |
Close |
126-090 |
125-305 |
-0-105 |
-0.3% |
126-025 |
Range |
0-160 |
0-165 |
0-005 |
3.1% |
1-200 |
ATR |
0-186 |
0-185 |
-0-002 |
-0.8% |
0-000 |
Volume |
1,198,623 |
1,205,793 |
7,170 |
0.6% |
5,132,691 |
|
Daily Pivots for day following 20-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-188 |
127-092 |
126-076 |
|
R3 |
127-023 |
126-247 |
126-030 |
|
R2 |
126-178 |
126-178 |
126-015 |
|
R1 |
126-082 |
126-082 |
126-000 |
126-048 |
PP |
126-013 |
126-013 |
126-013 |
125-316 |
S1 |
125-237 |
125-237 |
125-290 |
125-202 |
S2 |
125-168 |
125-168 |
125-275 |
|
S3 |
125-003 |
125-072 |
125-260 |
|
S4 |
124-158 |
124-227 |
125-214 |
|
|
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 |
125-240 |
0-280 |
0.7% |
0-187 |
0.5% |
23% |
False |
False |
1,194,892 |
10 |
126-200 |
124-200 |
2-000 |
1.6% |
0-195 |
0.5% |
66% |
False |
False |
1,292,530 |
20 |
126-200 |
124-060 |
2-140 |
1.9% |
0-176 |
0.4% |
72% |
False |
False |
1,302,491 |
40 |
126-200 |
122-205 |
3-315 |
3.2% |
0-171 |
0.4% |
83% |
False |
False |
1,337,453 |
60 |
126-200 |
122-205 |
3-315 |
3.2% |
0-167 |
0.4% |
83% |
False |
False |
926,889 |
80 |
126-200 |
122-180 |
4-020 |
3.2% |
0-167 |
0.4% |
83% |
False |
False |
695,459 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-171 |
2.618 |
127-222 |
1.618 |
127-057 |
1.000 |
126-275 |
0.618 |
126-212 |
HIGH |
126-110 |
0.618 |
126-047 |
0.500 |
126-028 |
0.382 |
126-008 |
LOW |
125-265 |
0.618 |
125-163 |
1.000 |
125-100 |
1.618 |
124-318 |
2.618 |
124-153 |
4.250 |
123-204 |
|
|
Fisher Pivots for day following 20-Apr-2017 |
Pivot |
1 day |
3 day |
R1 |
126-028 |
126-070 |
PP |
126-013 |
126-042 |
S1 |
125-319 |
126-013 |
|