ECBOT 10 Year T-Note Future June 2017
Trading Metrics calculated at close of trading on 28-Apr-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2017 |
28-Apr-2017 |
Change |
Change % |
Previous Week |
Open |
125-190 |
125-210 |
0-020 |
0.0% |
125-150 |
High |
125-250 |
125-240 |
-0-010 |
0.0% |
125-275 |
Low |
125-140 |
125-090 |
-0-050 |
-0.1% |
125-065 |
Close |
125-205 |
125-230 |
0-025 |
0.1% |
125-230 |
Range |
0-110 |
0-150 |
0-040 |
36.3% |
0-210 |
ATR |
0-178 |
0-176 |
-0-002 |
-1.1% |
0-000 |
Volume |
1,417,606 |
1,666,787 |
249,181 |
17.6% |
7,255,255 |
|
Daily Pivots for day following 28-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-317 |
126-263 |
125-313 |
|
R3 |
126-167 |
126-113 |
125-271 |
|
R2 |
126-017 |
126-017 |
125-258 |
|
R1 |
125-283 |
125-283 |
125-244 |
125-310 |
PP |
125-187 |
125-187 |
125-187 |
125-200 |
S1 |
125-133 |
125-133 |
125-216 |
125-160 |
S2 |
125-037 |
125-037 |
125-203 |
|
S3 |
124-207 |
124-303 |
125-189 |
|
S4 |
124-057 |
124-153 |
125-148 |
|
|
Weekly Pivots for week ending 28-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-180 |
127-095 |
126-026 |
|
R3 |
126-290 |
126-205 |
125-288 |
|
R2 |
126-080 |
126-080 |
125-269 |
|
R1 |
125-315 |
125-315 |
125-249 |
126-038 |
PP |
125-190 |
125-190 |
125-190 |
125-211 |
S1 |
125-105 |
125-105 |
125-211 |
125-148 |
S2 |
124-300 |
124-300 |
125-192 |
|
S3 |
124-090 |
124-215 |
125-172 |
|
S4 |
123-200 |
124-005 |
125-115 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
125-275 |
125-065 |
0-210 |
0.5% |
0-158 |
0.4% |
79% |
False |
False |
1,451,051 |
10 |
126-200 |
125-065 |
1-135 |
1.1% |
0-169 |
0.4% |
36% |
False |
False |
1,294,690 |
20 |
126-200 |
124-075 |
2-125 |
1.9% |
0-177 |
0.4% |
62% |
False |
False |
1,352,917 |
40 |
126-200 |
122-205 |
3-315 |
3.2% |
0-166 |
0.4% |
77% |
False |
False |
1,294,282 |
60 |
126-200 |
122-205 |
3-315 |
3.2% |
0-167 |
0.4% |
77% |
False |
False |
1,064,491 |
80 |
126-200 |
122-205 |
3-315 |
3.2% |
0-173 |
0.4% |
77% |
False |
False |
799,231 |
100 |
126-200 |
122-000 |
4-200 |
3.7% |
0-145 |
0.4% |
80% |
False |
False |
639,385 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-237 |
2.618 |
126-313 |
1.618 |
126-163 |
1.000 |
126-070 |
0.618 |
126-013 |
HIGH |
125-240 |
0.618 |
125-183 |
0.500 |
125-165 |
0.382 |
125-147 |
LOW |
125-090 |
0.618 |
124-317 |
1.000 |
124-260 |
1.618 |
124-167 |
2.618 |
124-017 |
4.250 |
123-093 |
|
|
Fisher Pivots for day following 28-Apr-2017 |
Pivot |
1 day |
3 day |
R1 |
125-208 |
125-207 |
PP |
125-187 |
125-183 |
S1 |
125-165 |
125-160 |
|