ECBOT 10 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 09-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2017 |
09-May-2017 |
Change |
Change % |
Previous Week |
| Open |
125-030 |
124-305 |
-0-045 |
-0.1% |
125-230 |
| High |
125-135 |
125-020 |
-0-115 |
-0.3% |
125-265 |
| Low |
124-300 |
124-240 |
-0-060 |
-0.2% |
124-275 |
| Close |
125-020 |
124-265 |
-0-075 |
-0.2% |
125-070 |
| Range |
0-155 |
0-100 |
-0-055 |
-35.5% |
0-310 |
| ATR |
0-167 |
0-162 |
-0-005 |
-2.9% |
0-000 |
| Volume |
1,174,165 |
1,094,660 |
-79,505 |
-6.8% |
5,682,558 |
|
| Daily Pivots for day following 09-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-262 |
125-203 |
125-000 |
|
| R3 |
125-162 |
125-103 |
124-292 |
|
| R2 |
125-062 |
125-062 |
124-283 |
|
| R1 |
125-003 |
125-003 |
124-274 |
124-302 |
| PP |
124-282 |
124-282 |
124-282 |
124-271 |
| S1 |
124-223 |
124-223 |
124-256 |
124-202 |
| S2 |
124-182 |
124-182 |
124-247 |
|
| S3 |
124-082 |
124-123 |
124-237 |
|
| S4 |
123-302 |
124-023 |
124-210 |
|
|
| 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 |
124-240 |
1-025 |
0.9% |
0-136 |
0.3% |
7% |
False |
True |
1,201,080 |
| 10 |
125-265 |
124-240 |
1-025 |
0.9% |
0-137 |
0.3% |
7% |
False |
True |
1,254,162 |
| 20 |
126-200 |
124-240 |
1-280 |
1.5% |
0-163 |
0.4% |
4% |
False |
True |
1,254,162 |
| 40 |
126-200 |
122-205 |
3-315 |
3.2% |
0-166 |
0.4% |
55% |
False |
False |
1,278,239 |
| 60 |
126-200 |
122-205 |
3-315 |
3.2% |
0-164 |
0.4% |
55% |
False |
False |
1,194,773 |
| 80 |
126-200 |
122-205 |
3-315 |
3.2% |
0-170 |
0.4% |
55% |
False |
False |
898,500 |
| 100 |
126-200 |
122-000 |
4-200 |
3.7% |
0-155 |
0.4% |
61% |
False |
False |
718,899 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-125 |
|
2.618 |
125-282 |
|
1.618 |
125-182 |
|
1.000 |
125-120 |
|
0.618 |
125-082 |
|
HIGH |
125-020 |
|
0.618 |
124-302 |
|
0.500 |
124-290 |
|
0.382 |
124-278 |
|
LOW |
124-240 |
|
0.618 |
124-178 |
|
1.000 |
124-140 |
|
1.618 |
124-078 |
|
2.618 |
123-298 |
|
4.250 |
123-135 |
|
|
| Fisher Pivots for day following 09-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
124-290 |
125-028 |
| PP |
124-282 |
125-000 |
| S1 |
124-273 |
124-292 |
|