ECBOT 10 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 08-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2017 |
08-May-2017 |
Change |
Change % |
Previous Week |
| Open |
125-050 |
125-030 |
-0-020 |
0.0% |
125-230 |
| High |
125-110 |
125-135 |
0-025 |
0.1% |
125-265 |
| Low |
124-275 |
124-300 |
0-025 |
0.1% |
124-275 |
| Close |
125-070 |
125-020 |
-0-050 |
-0.1% |
125-070 |
| Range |
0-155 |
0-155 |
0-000 |
0.0% |
0-310 |
| ATR |
0-168 |
0-167 |
-0-001 |
-0.5% |
0-000 |
| Volume |
1,320,832 |
1,174,165 |
-146,667 |
-11.1% |
5,682,558 |
|
| Daily Pivots for day following 08-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-190 |
126-100 |
125-105 |
|
| R3 |
126-035 |
125-265 |
125-063 |
|
| R2 |
125-200 |
125-200 |
125-048 |
|
| R1 |
125-110 |
125-110 |
125-034 |
125-078 |
| PP |
125-045 |
125-045 |
125-045 |
125-029 |
| S1 |
124-275 |
124-275 |
125-006 |
124-242 |
| S2 |
124-210 |
124-210 |
124-312 |
|
| S3 |
124-055 |
124-120 |
124-297 |
|
| S4 |
123-220 |
123-285 |
124-255 |
|
|
| 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% |
0-146 |
0.4% |
21% |
False |
False |
1,181,557 |
| 10 |
125-275 |
124-275 |
1-000 |
0.8% |
0-146 |
0.4% |
20% |
False |
False |
1,256,393 |
| 20 |
126-200 |
124-200 |
2-000 |
1.6% |
0-164 |
0.4% |
22% |
False |
False |
1,246,815 |
| 40 |
126-200 |
122-205 |
3-315 |
3.2% |
0-168 |
0.4% |
61% |
False |
False |
1,272,382 |
| 60 |
126-200 |
122-205 |
3-315 |
3.2% |
0-164 |
0.4% |
61% |
False |
False |
1,176,685 |
| 80 |
126-200 |
122-205 |
3-315 |
3.2% |
0-171 |
0.4% |
61% |
False |
False |
884,863 |
| 100 |
126-200 |
122-000 |
4-200 |
3.7% |
0-154 |
0.4% |
66% |
False |
False |
707,953 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-154 |
|
2.618 |
126-221 |
|
1.618 |
126-066 |
|
1.000 |
125-290 |
|
0.618 |
125-231 |
|
HIGH |
125-135 |
|
0.618 |
125-076 |
|
0.500 |
125-058 |
|
0.382 |
125-039 |
|
LOW |
124-300 |
|
0.618 |
124-204 |
|
1.000 |
124-145 |
|
1.618 |
124-049 |
|
2.618 |
123-214 |
|
4.250 |
122-281 |
|
|
| Fisher Pivots for day following 08-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
125-058 |
125-055 |
| PP |
125-045 |
125-043 |
| S1 |
125-033 |
125-032 |
|