ECBOT 10 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 25-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2017 |
25-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
125-150 |
125-260 |
0-110 |
0.3% |
126-075 |
| High |
125-275 |
125-275 |
0-000 |
0.0% |
126-200 |
| Low |
125-065 |
125-085 |
0-020 |
0.0% |
125-260 |
| Close |
125-255 |
125-130 |
-0-125 |
-0.3% |
126-020 |
| Range |
0-210 |
0-190 |
-0-020 |
-9.5% |
0-260 |
| ATR |
0-187 |
0-187 |
0-000 |
0.1% |
0-000 |
| Volume |
1,548,042 |
1,116,975 |
-431,067 |
-27.8% |
5,691,645 |
|
| Daily Pivots for day following 25-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-093 |
126-302 |
125-235 |
|
| R3 |
126-223 |
126-112 |
125-182 |
|
| R2 |
126-033 |
126-033 |
125-165 |
|
| R1 |
125-242 |
125-242 |
125-147 |
125-203 |
| PP |
125-163 |
125-163 |
125-163 |
125-144 |
| S1 |
125-052 |
125-052 |
125-113 |
125-012 |
| S2 |
124-293 |
124-293 |
125-095 |
|
| S3 |
124-103 |
124-182 |
125-078 |
|
| S4 |
123-233 |
123-312 |
125-026 |
|
|
| 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 |
126-190 |
125-065 |
1-125 |
1.1% |
0-169 |
0.4% |
15% |
False |
False |
1,223,193 |
| 10 |
126-200 |
124-280 |
1-240 |
1.4% |
0-188 |
0.5% |
30% |
False |
False |
1,254,163 |
| 20 |
126-200 |
124-065 |
2-135 |
1.9% |
0-181 |
0.5% |
50% |
False |
False |
1,303,979 |
| 40 |
126-200 |
122-205 |
3-315 |
3.2% |
0-171 |
0.4% |
69% |
False |
False |
1,300,290 |
| 60 |
126-200 |
122-205 |
3-315 |
3.2% |
0-168 |
0.4% |
69% |
False |
False |
988,445 |
| 80 |
126-200 |
122-205 |
3-315 |
3.2% |
0-172 |
0.4% |
69% |
False |
False |
741,854 |
| 100 |
126-200 |
122-000 |
4-200 |
3.7% |
0-141 |
0.4% |
74% |
False |
False |
593,483 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-123 |
|
2.618 |
127-132 |
|
1.618 |
126-262 |
|
1.000 |
126-145 |
|
0.618 |
126-072 |
|
HIGH |
125-275 |
|
0.618 |
125-202 |
|
0.500 |
125-180 |
|
0.382 |
125-158 |
|
LOW |
125-085 |
|
0.618 |
124-288 |
|
1.000 |
124-215 |
|
1.618 |
124-098 |
|
2.618 |
123-228 |
|
4.250 |
122-237 |
|
|
| Fisher Pivots for day following 25-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
125-180 |
125-238 |
| PP |
125-163 |
125-202 |
| S1 |
125-147 |
125-166 |
|