ECBOT 10 Year T-Note Future June 2017
Trading Metrics calculated at close of trading on 05-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2017 |
05-May-2017 |
Change |
Change % |
Previous Week |
Open |
125-150 |
125-050 |
-0-100 |
-0.2% |
125-230 |
High |
125-155 |
125-110 |
-0-045 |
-0.1% |
125-265 |
Low |
125-020 |
124-275 |
-0-065 |
-0.2% |
124-275 |
Close |
125-055 |
125-070 |
0-015 |
0.0% |
125-070 |
Range |
0-135 |
0-155 |
0-020 |
14.8% |
0-310 |
ATR |
0-169 |
0-168 |
-0-001 |
-0.6% |
0-000 |
Volume |
1,245,763 |
1,320,832 |
75,069 |
6.0% |
5,682,558 |
|
Daily Pivots for day following 05-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-190 |
126-125 |
125-155 |
|
R3 |
126-035 |
125-290 |
125-113 |
|
R2 |
125-200 |
125-200 |
125-098 |
|
R1 |
125-135 |
125-135 |
125-084 |
125-168 |
PP |
125-045 |
125-045 |
125-045 |
125-061 |
S1 |
124-300 |
124-300 |
125-056 |
125-013 |
S2 |
124-210 |
124-210 |
125-042 |
|
S3 |
124-055 |
124-145 |
125-027 |
|
S4 |
123-220 |
123-310 |
124-305 |
|
|
Weekly Pivots for week ending 05-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-067 |
127-218 |
125-241 |
|
R3 |
127-077 |
126-228 |
125-155 |
|
R2 |
126-087 |
126-087 |
125-127 |
|
R1 |
125-238 |
125-238 |
125-098 |
125-168 |
PP |
125-097 |
125-097 |
125-097 |
125-061 |
S1 |
124-248 |
124-248 |
125-042 |
124-178 |
S2 |
124-107 |
124-107 |
125-013 |
|
S3 |
123-117 |
123-258 |
124-305 |
|
S4 |
122-127 |
122-268 |
124-220 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
125-265 |
124-275 |
0-310 |
0.8% |
0-145 |
0.4% |
37% |
False |
True |
1,136,511 |
10 |
125-275 |
124-275 |
1-000 |
0.8% |
0-152 |
0.4% |
36% |
False |
True |
1,293,781 |
20 |
126-200 |
124-200 |
2-000 |
1.6% |
0-174 |
0.4% |
30% |
False |
False |
1,291,506 |
40 |
126-200 |
122-205 |
3-315 |
3.2% |
0-168 |
0.4% |
65% |
False |
False |
1,284,232 |
60 |
126-200 |
122-205 |
3-315 |
3.2% |
0-165 |
0.4% |
65% |
False |
False |
1,157,627 |
80 |
126-200 |
122-205 |
3-315 |
3.2% |
0-171 |
0.4% |
65% |
False |
False |
870,223 |
100 |
126-200 |
122-000 |
4-200 |
3.7% |
0-152 |
0.4% |
70% |
False |
False |
696,211 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-129 |
2.618 |
126-196 |
1.618 |
126-041 |
1.000 |
125-265 |
0.618 |
125-206 |
HIGH |
125-110 |
0.618 |
125-051 |
0.500 |
125-033 |
0.382 |
125-014 |
LOW |
124-275 |
0.618 |
124-179 |
1.000 |
124-120 |
1.618 |
124-024 |
2.618 |
123-189 |
4.250 |
122-256 |
|
|
Fisher Pivots for day following 05-May-2017 |
Pivot |
1 day |
3 day |
R1 |
125-058 |
125-110 |
PP |
125-045 |
125-097 |
S1 |
125-033 |
125-083 |
|