ECBOT 10 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 27-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2017 |
27-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
125-115 |
125-190 |
0-075 |
0.2% |
126-075 |
| High |
125-200 |
125-250 |
0-050 |
0.1% |
126-200 |
| Low |
125-070 |
125-140 |
0-070 |
0.2% |
125-260 |
| Close |
125-180 |
125-205 |
0-025 |
0.1% |
126-020 |
| Range |
0-130 |
0-110 |
-0-020 |
-15.4% |
0-260 |
| ATR |
0-183 |
0-178 |
-0-005 |
-2.8% |
0-000 |
| Volume |
1,505,845 |
1,417,606 |
-88,239 |
-5.9% |
5,691,645 |
|
| Daily Pivots for day following 27-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-208 |
126-157 |
125-266 |
|
| R3 |
126-098 |
126-047 |
125-235 |
|
| R2 |
125-308 |
125-308 |
125-225 |
|
| R1 |
125-257 |
125-257 |
125-215 |
125-283 |
| PP |
125-198 |
125-198 |
125-198 |
125-211 |
| S1 |
125-147 |
125-147 |
125-195 |
125-172 |
| S2 |
125-088 |
125-088 |
125-185 |
|
| S3 |
124-298 |
125-037 |
125-175 |
|
| S4 |
124-188 |
124-247 |
125-144 |
|
|
| 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 |
126-090 |
125-065 |
1-025 |
0.9% |
0-152 |
0.4% |
41% |
False |
False |
1,327,000 |
| 10 |
126-200 |
125-065 |
1-135 |
1.1% |
0-170 |
0.4% |
31% |
False |
False |
1,260,946 |
| 20 |
126-200 |
124-075 |
2-125 |
1.9% |
0-177 |
0.4% |
59% |
False |
False |
1,322,489 |
| 40 |
126-200 |
122-205 |
3-315 |
3.2% |
0-166 |
0.4% |
75% |
False |
False |
1,286,660 |
| 60 |
126-200 |
122-205 |
3-315 |
3.2% |
0-168 |
0.4% |
75% |
False |
False |
1,036,835 |
| 80 |
126-200 |
122-205 |
3-315 |
3.2% |
0-173 |
0.4% |
75% |
False |
False |
778,397 |
| 100 |
126-200 |
122-000 |
4-200 |
3.7% |
0-144 |
0.4% |
79% |
False |
False |
622,718 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-078 |
|
2.618 |
126-218 |
|
1.618 |
126-108 |
|
1.000 |
126-040 |
|
0.618 |
125-318 |
|
HIGH |
125-250 |
|
0.618 |
125-208 |
|
0.500 |
125-195 |
|
0.382 |
125-182 |
|
LOW |
125-140 |
|
0.618 |
125-072 |
|
1.000 |
125-030 |
|
1.618 |
124-282 |
|
2.618 |
124-172 |
|
4.250 |
123-312 |
|
|
| Fisher Pivots for day following 27-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
125-202 |
125-194 |
| PP |
125-198 |
125-183 |
| S1 |
125-195 |
125-173 |
|