ECBOT 10 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 12-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2017 |
12-May-2017 |
Change |
Change % |
Previous Week |
| Open |
124-255 |
125-005 |
0-070 |
0.2% |
125-030 |
| High |
125-015 |
125-190 |
0-175 |
0.4% |
125-190 |
| Low |
124-230 |
124-315 |
0-085 |
0.2% |
124-230 |
| Close |
124-295 |
125-150 |
0-175 |
0.4% |
125-150 |
| Range |
0-105 |
0-195 |
0-090 |
85.7% |
0-280 |
| ATR |
0-155 |
0-160 |
0-004 |
2.7% |
0-000 |
| Volume |
1,273,761 |
1,395,241 |
121,480 |
9.5% |
6,120,202 |
|
| Daily Pivots for day following 12-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-057 |
126-298 |
125-257 |
|
| R3 |
126-182 |
126-103 |
125-204 |
|
| R2 |
125-307 |
125-307 |
125-186 |
|
| R1 |
125-228 |
125-228 |
125-168 |
125-268 |
| PP |
125-112 |
125-112 |
125-112 |
125-131 |
| S1 |
125-033 |
125-033 |
125-132 |
125-073 |
| S2 |
124-237 |
124-237 |
125-114 |
|
| S3 |
124-042 |
124-158 |
125-096 |
|
| S4 |
123-167 |
123-283 |
125-043 |
|
|
| Weekly Pivots for week ending 12-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-283 |
127-177 |
125-304 |
|
| R3 |
127-003 |
126-217 |
125-227 |
|
| R2 |
126-043 |
126-043 |
125-201 |
|
| R1 |
125-257 |
125-257 |
125-176 |
125-310 |
| PP |
125-083 |
125-083 |
125-083 |
125-110 |
| S1 |
124-297 |
124-297 |
125-124 |
125-030 |
| S2 |
124-123 |
124-123 |
125-099 |
|
| S3 |
123-163 |
124-017 |
125-073 |
|
| S4 |
122-203 |
123-057 |
124-316 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-190 |
124-230 |
0-280 |
0.7% |
0-136 |
0.3% |
86% |
True |
False |
1,224,040 |
| 10 |
125-265 |
124-230 |
1-035 |
0.9% |
0-140 |
0.3% |
68% |
False |
False |
1,180,276 |
| 20 |
126-200 |
124-230 |
1-290 |
1.5% |
0-155 |
0.4% |
39% |
False |
False |
1,237,483 |
| 40 |
126-200 |
123-115 |
3-085 |
2.6% |
0-162 |
0.4% |
65% |
False |
False |
1,281,190 |
| 60 |
126-200 |
122-205 |
3-315 |
3.2% |
0-164 |
0.4% |
71% |
False |
False |
1,255,267 |
| 80 |
126-200 |
122-205 |
3-315 |
3.2% |
0-165 |
0.4% |
71% |
False |
False |
946,589 |
| 100 |
126-200 |
122-080 |
4-120 |
3.5% |
0-158 |
0.4% |
74% |
False |
False |
757,413 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-059 |
|
2.618 |
127-061 |
|
1.618 |
126-186 |
|
1.000 |
126-065 |
|
0.618 |
125-311 |
|
HIGH |
125-190 |
|
0.618 |
125-116 |
|
0.500 |
125-093 |
|
0.382 |
125-070 |
|
LOW |
124-315 |
|
0.618 |
124-194 |
|
1.000 |
124-120 |
|
1.618 |
123-319 |
|
2.618 |
123-124 |
|
4.250 |
122-126 |
|
|
| Fisher Pivots for day following 12-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
125-131 |
125-117 |
| PP |
125-112 |
125-083 |
| S1 |
125-093 |
125-050 |
|