ECBOT 10 Year T-Note Future June 2017
Trading Metrics calculated at close of trading on 24-Apr-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2017 |
24-Apr-2017 |
Change |
Change % |
Previous Week |
Open |
126-005 |
125-150 |
-0-175 |
-0.4% |
126-075 |
High |
126-090 |
125-275 |
-0-135 |
-0.3% |
126-200 |
Low |
125-290 |
125-065 |
-0-225 |
-0.6% |
125-260 |
Close |
126-020 |
125-255 |
-0-085 |
-0.2% |
126-020 |
Range |
0-120 |
0-210 |
0-090 |
75.0% |
0-260 |
ATR |
0-180 |
0-187 |
0-007 |
3.8% |
0-000 |
Volume |
1,046,535 |
1,548,042 |
501,507 |
47.9% |
5,691,645 |
|
Daily Pivots for day following 24-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-188 |
127-112 |
126-051 |
|
R3 |
126-298 |
126-222 |
125-313 |
|
R2 |
126-088 |
126-088 |
125-294 |
|
R1 |
126-012 |
126-012 |
125-274 |
126-050 |
PP |
125-198 |
125-198 |
125-198 |
125-218 |
S1 |
125-122 |
125-122 |
125-236 |
125-160 |
S2 |
124-308 |
124-308 |
125-217 |
|
S3 |
124-098 |
124-232 |
125-197 |
|
S4 |
123-208 |
124-022 |
125-139 |
|
|
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 |
125-065 |
1-135 |
1.1% |
0-183 |
0.5% |
42% |
False |
True |
1,287,038 |
10 |
126-200 |
124-200 |
2-000 |
1.6% |
0-183 |
0.5% |
59% |
False |
False |
1,237,237 |
20 |
126-200 |
124-065 |
2-135 |
1.9% |
0-179 |
0.4% |
66% |
False |
False |
1,305,332 |
40 |
126-200 |
122-205 |
3-315 |
3.2% |
0-171 |
0.4% |
79% |
False |
False |
1,300,761 |
60 |
126-200 |
122-205 |
3-315 |
3.2% |
0-167 |
0.4% |
79% |
False |
False |
969,859 |
80 |
126-200 |
122-205 |
3-315 |
3.2% |
0-171 |
0.4% |
79% |
False |
False |
727,892 |
100 |
126-200 |
122-000 |
4-200 |
3.7% |
0-139 |
0.3% |
82% |
False |
False |
582,313 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-208 |
2.618 |
127-185 |
1.618 |
126-295 |
1.000 |
126-165 |
0.618 |
126-085 |
HIGH |
125-275 |
0.618 |
125-195 |
0.500 |
125-170 |
0.382 |
125-145 |
LOW |
125-065 |
0.618 |
124-255 |
1.000 |
124-175 |
1.618 |
124-045 |
2.618 |
123-155 |
4.250 |
122-132 |
|
|
Fisher Pivots for day following 24-Apr-2017 |
Pivot |
1 day |
3 day |
R1 |
125-227 |
125-253 |
PP |
125-198 |
125-250 |
S1 |
125-170 |
125-248 |
|