ECBOT 10 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 21-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2017 |
21-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
126-070 |
126-005 |
-0-065 |
-0.2% |
126-075 |
| High |
126-110 |
126-090 |
-0-020 |
0.0% |
126-200 |
| Low |
125-265 |
125-290 |
0-025 |
0.1% |
125-260 |
| Close |
125-305 |
126-020 |
0-035 |
0.1% |
126-020 |
| Range |
0-165 |
0-120 |
-0-045 |
-27.3% |
0-260 |
| ATR |
0-185 |
0-180 |
-0-005 |
-2.5% |
0-000 |
| Volume |
1,205,793 |
1,046,535 |
-159,258 |
-13.2% |
5,691,645 |
|
| Daily Pivots for day following 21-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-067 |
127-003 |
126-086 |
|
| R3 |
126-267 |
126-203 |
126-053 |
|
| R2 |
126-147 |
126-147 |
126-042 |
|
| R1 |
126-083 |
126-083 |
126-031 |
126-115 |
| PP |
126-027 |
126-027 |
126-027 |
126-043 |
| S1 |
125-283 |
125-283 |
126-009 |
125-315 |
| S2 |
125-227 |
125-227 |
125-318 |
|
| S3 |
125-107 |
125-163 |
125-307 |
|
| S4 |
124-307 |
125-043 |
125-274 |
|
|
| Weekly Pivots for week ending 21-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-193 |
128-047 |
126-163 |
|
| R3 |
127-253 |
127-107 |
126-092 |
|
| R2 |
126-313 |
126-313 |
126-068 |
|
| R1 |
126-167 |
126-167 |
126-044 |
126-110 |
| PP |
126-053 |
126-053 |
126-053 |
126-025 |
| S1 |
125-227 |
125-227 |
125-316 |
125-170 |
| S2 |
125-113 |
125-113 |
125-292 |
|
| S3 |
124-173 |
124-287 |
125-268 |
|
| S4 |
123-233 |
124-027 |
125-197 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-200 |
125-260 |
0-260 |
0.6% |
0-179 |
0.4% |
31% |
False |
False |
1,138,329 |
| 10 |
126-200 |
124-200 |
2-000 |
1.6% |
0-196 |
0.5% |
72% |
False |
False |
1,289,232 |
| 20 |
126-200 |
124-065 |
2-135 |
1.9% |
0-175 |
0.4% |
77% |
False |
False |
1,278,151 |
| 40 |
126-200 |
122-205 |
3-315 |
3.2% |
0-171 |
0.4% |
86% |
False |
False |
1,304,659 |
| 60 |
126-200 |
122-205 |
3-315 |
3.2% |
0-166 |
0.4% |
86% |
False |
False |
944,227 |
| 80 |
126-200 |
122-180 |
4-020 |
3.2% |
0-168 |
0.4% |
86% |
False |
False |
708,541 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-280 |
|
2.618 |
127-084 |
|
1.618 |
126-284 |
|
1.000 |
126-210 |
|
0.618 |
126-164 |
|
HIGH |
126-090 |
|
0.618 |
126-044 |
|
0.500 |
126-030 |
|
0.382 |
126-016 |
|
LOW |
125-290 |
|
0.618 |
125-216 |
|
1.000 |
125-170 |
|
1.618 |
125-096 |
|
2.618 |
124-296 |
|
4.250 |
124-100 |
|
|
| Fisher Pivots for day following 21-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
126-030 |
126-068 |
| PP |
126-027 |
126-052 |
| S1 |
126-023 |
126-036 |
|