ECBOT 10 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 03-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2017 |
03-May-2017 |
Change |
Change % |
Previous Week |
| Open |
125-170 |
125-250 |
0-080 |
0.2% |
125-150 |
| High |
125-260 |
125-265 |
0-005 |
0.0% |
125-275 |
| Low |
125-110 |
125-130 |
0-020 |
0.0% |
125-065 |
| Close |
125-225 |
125-175 |
-0-050 |
-0.1% |
125-230 |
| Range |
0-150 |
0-135 |
-0-015 |
-10.0% |
0-210 |
| ATR |
0-172 |
0-170 |
-0-003 |
-1.5% |
0-000 |
| Volume |
997,048 |
1,169,980 |
172,932 |
17.3% |
7,255,255 |
|
| Daily Pivots for day following 03-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-275 |
126-200 |
125-249 |
|
| R3 |
126-140 |
126-065 |
125-212 |
|
| R2 |
126-005 |
126-005 |
125-200 |
|
| R1 |
125-250 |
125-250 |
125-187 |
125-220 |
| PP |
125-190 |
125-190 |
125-190 |
125-175 |
| S1 |
125-115 |
125-115 |
125-163 |
125-085 |
| S2 |
125-055 |
125-055 |
125-150 |
|
| S3 |
124-240 |
124-300 |
125-138 |
|
| S4 |
124-105 |
124-165 |
125-101 |
|
|
| 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 |
125-265 |
125-090 |
0-175 |
0.4% |
0-139 |
0.3% |
49% |
True |
False |
1,240,071 |
| 10 |
126-110 |
125-065 |
1-045 |
0.9% |
0-151 |
0.4% |
30% |
False |
False |
1,262,354 |
| 20 |
126-200 |
124-200 |
2-000 |
1.6% |
0-174 |
0.4% |
46% |
False |
False |
1,291,152 |
| 40 |
126-200 |
122-205 |
3-315 |
3.2% |
0-169 |
0.4% |
73% |
False |
False |
1,293,577 |
| 60 |
126-200 |
122-205 |
3-315 |
3.2% |
0-166 |
0.4% |
73% |
False |
False |
1,116,127 |
| 80 |
126-200 |
122-205 |
3-315 |
3.2% |
0-170 |
0.4% |
73% |
False |
False |
838,159 |
| 100 |
126-200 |
122-000 |
4-200 |
3.7% |
0-149 |
0.4% |
77% |
False |
False |
670,545 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-199 |
|
2.618 |
126-298 |
|
1.618 |
126-163 |
|
1.000 |
126-080 |
|
0.618 |
126-028 |
|
HIGH |
125-265 |
|
0.618 |
125-213 |
|
0.500 |
125-198 |
|
0.382 |
125-182 |
|
LOW |
125-130 |
|
0.618 |
125-047 |
|
1.000 |
124-315 |
|
1.618 |
124-232 |
|
2.618 |
124-097 |
|
4.250 |
123-196 |
|
|
| Fisher Pivots for day following 03-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
125-198 |
125-185 |
| PP |
125-190 |
125-182 |
| S1 |
125-183 |
125-178 |
|