ECBOT 10 Year T-Note Future June 2017
Trading Metrics calculated at close of trading on 26-Apr-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2017 |
26-Apr-2017 |
Change |
Change % |
Previous Week |
Open |
125-260 |
125-115 |
-0-145 |
-0.4% |
126-075 |
High |
125-275 |
125-200 |
-0-075 |
-0.2% |
126-200 |
Low |
125-085 |
125-070 |
-0-015 |
0.0% |
125-260 |
Close |
125-130 |
125-180 |
0-050 |
0.1% |
126-020 |
Range |
0-190 |
0-130 |
-0-060 |
-31.6% |
0-260 |
ATR |
0-187 |
0-183 |
-0-004 |
-2.2% |
0-000 |
Volume |
1,116,975 |
1,505,845 |
388,870 |
34.8% |
5,691,645 |
|
Daily Pivots for day following 26-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-220 |
126-170 |
125-251 |
|
R3 |
126-090 |
126-040 |
125-216 |
|
R2 |
125-280 |
125-280 |
125-204 |
|
R1 |
125-230 |
125-230 |
125-192 |
125-255 |
PP |
125-150 |
125-150 |
125-150 |
125-163 |
S1 |
125-100 |
125-100 |
125-168 |
125-125 |
S2 |
125-020 |
125-020 |
125-156 |
|
S3 |
124-210 |
124-290 |
125-144 |
|
S4 |
124-080 |
124-160 |
125-109 |
|
|
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 |
126-110 |
125-065 |
1-045 |
0.9% |
0-163 |
0.4% |
32% |
False |
False |
1,284,638 |
10 |
126-200 |
125-065 |
1-135 |
1.1% |
0-179 |
0.4% |
25% |
False |
False |
1,256,194 |
20 |
126-200 |
124-065 |
2-135 |
1.9% |
0-178 |
0.4% |
56% |
False |
False |
1,312,002 |
40 |
126-200 |
122-205 |
3-315 |
3.2% |
0-169 |
0.4% |
73% |
False |
False |
1,291,928 |
60 |
126-200 |
122-205 |
3-315 |
3.2% |
0-169 |
0.4% |
73% |
False |
False |
1,013,446 |
80 |
126-200 |
122-205 |
3-315 |
3.2% |
0-173 |
0.4% |
73% |
False |
False |
760,677 |
100 |
126-200 |
122-000 |
4-200 |
3.7% |
0-143 |
0.4% |
77% |
False |
False |
608,542 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-112 |
2.618 |
126-220 |
1.618 |
126-090 |
1.000 |
126-010 |
0.618 |
125-280 |
HIGH |
125-200 |
0.618 |
125-150 |
0.500 |
125-135 |
0.382 |
125-120 |
LOW |
125-070 |
0.618 |
124-310 |
1.000 |
124-260 |
1.618 |
124-180 |
2.618 |
124-050 |
4.250 |
123-158 |
|
|
Fisher Pivots for day following 26-Apr-2017 |
Pivot |
1 day |
3 day |
R1 |
125-165 |
125-177 |
PP |
125-150 |
125-173 |
S1 |
125-135 |
125-170 |
|