ECBOT 10 Year T-Note Future June 2017
Trading Metrics calculated at close of trading on 04-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2017 |
04-May-2017 |
Change |
Change % |
Previous Week |
Open |
125-250 |
125-150 |
-0-100 |
-0.2% |
125-150 |
High |
125-265 |
125-155 |
-0-110 |
-0.3% |
125-275 |
Low |
125-130 |
125-020 |
-0-110 |
-0.3% |
125-065 |
Close |
125-175 |
125-055 |
-0-120 |
-0.3% |
125-230 |
Range |
0-135 |
0-135 |
0-000 |
0.0% |
0-210 |
ATR |
0-170 |
0-169 |
-0-001 |
-0.6% |
0-000 |
Volume |
1,169,980 |
1,245,763 |
75,783 |
6.5% |
7,255,255 |
|
Daily Pivots for day following 04-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-162 |
126-083 |
125-129 |
|
R3 |
126-027 |
125-268 |
125-092 |
|
R2 |
125-212 |
125-212 |
125-080 |
|
R1 |
125-133 |
125-133 |
125-067 |
125-105 |
PP |
125-077 |
125-077 |
125-077 |
125-063 |
S1 |
124-318 |
124-318 |
125-043 |
124-290 |
S2 |
124-262 |
124-262 |
125-030 |
|
S3 |
124-127 |
124-183 |
125-018 |
|
S4 |
123-312 |
124-048 |
124-301 |
|
|
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 |
125-020 |
0-245 |
0.6% |
0-144 |
0.4% |
14% |
False |
True |
1,205,702 |
10 |
126-090 |
125-020 |
1-070 |
1.0% |
0-148 |
0.4% |
9% |
False |
True |
1,266,351 |
20 |
126-200 |
124-200 |
2-000 |
1.6% |
0-172 |
0.4% |
27% |
False |
False |
1,279,441 |
40 |
126-200 |
122-205 |
3-315 |
3.2% |
0-167 |
0.4% |
64% |
False |
False |
1,281,722 |
60 |
126-200 |
122-205 |
3-315 |
3.2% |
0-165 |
0.4% |
64% |
False |
False |
1,136,379 |
80 |
126-200 |
122-205 |
3-315 |
3.2% |
0-170 |
0.4% |
64% |
False |
False |
853,718 |
100 |
126-200 |
122-000 |
4-200 |
3.7% |
0-151 |
0.4% |
69% |
False |
False |
683,003 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-089 |
2.618 |
126-188 |
1.618 |
126-053 |
1.000 |
125-290 |
0.618 |
125-238 |
HIGH |
125-155 |
0.618 |
125-103 |
0.500 |
125-088 |
0.382 |
125-072 |
LOW |
125-020 |
0.618 |
124-257 |
1.000 |
124-205 |
1.618 |
124-122 |
2.618 |
123-307 |
4.250 |
123-086 |
|
|
Fisher Pivots for day following 04-May-2017 |
Pivot |
1 day |
3 day |
R1 |
125-088 |
125-142 |
PP |
125-077 |
125-113 |
S1 |
125-066 |
125-084 |
|