ECBOT 10 Year T-Note Future June 2017
Trading Metrics calculated at close of trading on 01-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2017 |
01-May-2017 |
Change |
Change % |
Previous Week |
Open |
125-210 |
125-230 |
0-020 |
0.0% |
125-150 |
High |
125-240 |
125-255 |
0-015 |
0.0% |
125-275 |
Low |
125-090 |
125-105 |
0-015 |
0.0% |
125-065 |
Close |
125-230 |
125-150 |
-0-080 |
-0.2% |
125-230 |
Range |
0-150 |
0-150 |
0-000 |
0.0% |
0-210 |
ATR |
0-176 |
0-174 |
-0-002 |
-1.0% |
0-000 |
Volume |
1,666,787 |
948,935 |
-717,852 |
-43.1% |
7,255,255 |
|
Daily Pivots for day following 01-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-300 |
126-215 |
125-233 |
|
R3 |
126-150 |
126-065 |
125-191 |
|
R2 |
126-000 |
126-000 |
125-178 |
|
R1 |
125-235 |
125-235 |
125-164 |
125-203 |
PP |
125-170 |
125-170 |
125-170 |
125-154 |
S1 |
125-085 |
125-085 |
125-136 |
125-052 |
S2 |
125-020 |
125-020 |
125-123 |
|
S3 |
124-190 |
124-255 |
125-109 |
|
S4 |
124-040 |
124-105 |
125-068 |
|
|
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 |
125-070 |
0-205 |
0.5% |
0-146 |
0.4% |
39% |
False |
False |
1,331,229 |
10 |
126-200 |
125-065 |
1-135 |
1.1% |
0-165 |
0.4% |
19% |
False |
False |
1,309,134 |
20 |
126-200 |
124-160 |
2-040 |
1.7% |
0-179 |
0.4% |
46% |
False |
False |
1,324,097 |
40 |
126-200 |
122-205 |
3-315 |
3.2% |
0-167 |
0.4% |
71% |
False |
False |
1,284,094 |
60 |
126-200 |
122-205 |
3-315 |
3.2% |
0-167 |
0.4% |
71% |
False |
False |
1,080,174 |
80 |
126-200 |
122-205 |
3-315 |
3.2% |
0-173 |
0.4% |
71% |
False |
False |
811,092 |
100 |
126-200 |
122-000 |
4-200 |
3.7% |
0-147 |
0.4% |
75% |
False |
False |
648,875 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-253 |
2.618 |
127-008 |
1.618 |
126-178 |
1.000 |
126-085 |
0.618 |
126-028 |
HIGH |
125-255 |
0.618 |
125-198 |
0.500 |
125-180 |
0.382 |
125-162 |
LOW |
125-105 |
0.618 |
125-012 |
1.000 |
124-275 |
1.618 |
124-182 |
2.618 |
124-032 |
4.250 |
123-107 |
|
|
Fisher Pivots for day following 01-May-2017 |
Pivot |
1 day |
3 day |
R1 |
125-180 |
125-173 |
PP |
125-170 |
125-165 |
S1 |
125-160 |
125-158 |
|