ECBOT 10 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 10-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2017 |
10-May-2017 |
Change |
Change % |
Previous Week |
| Open |
124-305 |
124-285 |
-0-020 |
-0.1% |
125-230 |
| High |
125-020 |
125-055 |
0-035 |
0.1% |
125-265 |
| Low |
124-240 |
124-250 |
0-010 |
0.0% |
124-275 |
| Close |
124-265 |
124-260 |
-0-005 |
0.0% |
125-070 |
| Range |
0-100 |
0-125 |
0-025 |
25.0% |
0-310 |
| ATR |
0-162 |
0-159 |
-0-003 |
-1.6% |
0-000 |
| Volume |
1,094,660 |
1,182,375 |
87,715 |
8.0% |
5,682,558 |
|
| Daily Pivots for day following 10-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-030 |
125-270 |
125-009 |
|
| R3 |
125-225 |
125-145 |
124-294 |
|
| R2 |
125-100 |
125-100 |
124-283 |
|
| R1 |
125-020 |
125-020 |
124-271 |
124-318 |
| PP |
124-295 |
124-295 |
124-295 |
124-284 |
| S1 |
124-215 |
124-215 |
124-249 |
124-193 |
| S2 |
124-170 |
124-170 |
124-237 |
|
| S3 |
124-045 |
124-090 |
124-226 |
|
| S4 |
123-240 |
123-285 |
124-191 |
|
|
| 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 |
125-155 |
124-240 |
0-235 |
0.6% |
0-134 |
0.3% |
9% |
False |
False |
1,203,559 |
| 10 |
125-265 |
124-240 |
1-025 |
0.9% |
0-136 |
0.3% |
6% |
False |
False |
1,221,815 |
| 20 |
126-200 |
124-240 |
1-280 |
1.5% |
0-158 |
0.4% |
3% |
False |
False |
1,239,004 |
| 40 |
126-200 |
122-260 |
3-260 |
3.1% |
0-166 |
0.4% |
52% |
False |
False |
1,284,336 |
| 60 |
126-200 |
122-205 |
3-315 |
3.2% |
0-165 |
0.4% |
55% |
False |
False |
1,213,867 |
| 80 |
126-200 |
122-205 |
3-315 |
3.2% |
0-168 |
0.4% |
55% |
False |
False |
913,271 |
| 100 |
126-200 |
122-000 |
4-200 |
3.7% |
0-156 |
0.4% |
61% |
False |
False |
730,723 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-266 |
|
2.618 |
126-062 |
|
1.618 |
125-257 |
|
1.000 |
125-180 |
|
0.618 |
125-132 |
|
HIGH |
125-055 |
|
0.618 |
125-007 |
|
0.500 |
124-313 |
|
0.382 |
124-298 |
|
LOW |
124-250 |
|
0.618 |
124-173 |
|
1.000 |
124-125 |
|
1.618 |
124-048 |
|
2.618 |
123-243 |
|
4.250 |
123-039 |
|
|
| Fisher Pivots for day following 10-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
124-313 |
125-028 |
| PP |
124-295 |
124-318 |
| S1 |
124-278 |
124-289 |
|