ECBOT 10 Year T-Note Future June 2017
Trading Metrics calculated at close of trading on 02-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2017 |
02-May-2017 |
Change |
Change % |
Previous Week |
Open |
125-230 |
125-170 |
-0-060 |
-0.1% |
125-150 |
High |
125-255 |
125-260 |
0-005 |
0.0% |
125-275 |
Low |
125-105 |
125-110 |
0-005 |
0.0% |
125-065 |
Close |
125-150 |
125-225 |
0-075 |
0.2% |
125-230 |
Range |
0-150 |
0-150 |
0-000 |
0.0% |
0-210 |
ATR |
0-174 |
0-172 |
-0-002 |
-1.0% |
0-000 |
Volume |
948,935 |
997,048 |
48,113 |
5.1% |
7,255,255 |
|
Daily Pivots for day following 02-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-008 |
126-267 |
125-307 |
|
R3 |
126-178 |
126-117 |
125-266 |
|
R2 |
126-028 |
126-028 |
125-252 |
|
R1 |
125-287 |
125-287 |
125-239 |
125-317 |
PP |
125-198 |
125-198 |
125-198 |
125-214 |
S1 |
125-137 |
125-137 |
125-211 |
125-168 |
S2 |
125-048 |
125-048 |
125-197 |
|
S3 |
124-218 |
124-307 |
125-184 |
|
S4 |
124-068 |
124-157 |
125-143 |
|
|
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 |
125-260 |
125-070 |
0-190 |
0.5% |
0-138 |
0.3% |
82% |
True |
False |
1,307,244 |
10 |
126-190 |
125-065 |
1-125 |
1.1% |
0-154 |
0.4% |
36% |
False |
False |
1,265,218 |
20 |
126-200 |
124-200 |
2-000 |
1.6% |
0-174 |
0.4% |
54% |
False |
False |
1,295,958 |
40 |
126-200 |
122-205 |
3-315 |
3.2% |
0-168 |
0.4% |
77% |
False |
False |
1,285,827 |
60 |
126-200 |
122-205 |
3-315 |
3.2% |
0-166 |
0.4% |
77% |
False |
False |
1,096,698 |
80 |
126-200 |
122-205 |
3-315 |
3.2% |
0-172 |
0.4% |
77% |
False |
False |
823,536 |
100 |
126-200 |
122-000 |
4-200 |
3.7% |
0-148 |
0.4% |
80% |
False |
False |
658,845 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-257 |
2.618 |
127-013 |
1.618 |
126-183 |
1.000 |
126-090 |
0.618 |
126-033 |
HIGH |
125-260 |
0.618 |
125-203 |
0.500 |
125-185 |
0.382 |
125-167 |
LOW |
125-110 |
0.618 |
125-017 |
1.000 |
124-280 |
1.618 |
124-187 |
2.618 |
124-037 |
4.250 |
123-113 |
|
|
Fisher Pivots for day following 02-May-2017 |
Pivot |
1 day |
3 day |
R1 |
125-212 |
125-208 |
PP |
125-198 |
125-192 |
S1 |
125-185 |
125-175 |
|