ECBOT 10 Year T-Note Future June 2017
Trading Metrics calculated at close of trading on 16-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2017 |
16-May-2017 |
Change |
Change % |
Previous Week |
Open |
125-170 |
125-140 |
-0-030 |
-0.1% |
125-030 |
High |
125-205 |
125-230 |
0-025 |
0.1% |
125-190 |
Low |
125-110 |
125-090 |
-0-020 |
0.0% |
124-230 |
Close |
125-145 |
125-175 |
0-030 |
0.1% |
125-150 |
Range |
0-095 |
0-140 |
0-045 |
47.4% |
0-280 |
ATR |
0-155 |
0-154 |
-0-001 |
-0.7% |
0-000 |
Volume |
928,493 |
1,287,954 |
359,461 |
38.7% |
6,120,202 |
|
Daily Pivots for day following 16-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-265 |
126-200 |
125-252 |
|
R3 |
126-125 |
126-060 |
125-214 |
|
R2 |
125-305 |
125-305 |
125-201 |
|
R1 |
125-240 |
125-240 |
125-188 |
125-273 |
PP |
125-165 |
125-165 |
125-165 |
125-181 |
S1 |
125-100 |
125-100 |
125-162 |
125-133 |
S2 |
125-025 |
125-025 |
125-149 |
|
S3 |
124-205 |
124-280 |
125-137 |
|
S4 |
124-065 |
124-140 |
125-098 |
|
|
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 |
125-230 |
124-230 |
1-000 |
0.8% |
0-132 |
0.3% |
83% |
True |
False |
1,213,564 |
10 |
125-265 |
124-230 |
1-035 |
0.9% |
0-134 |
0.3% |
75% |
False |
False |
1,207,322 |
20 |
126-190 |
124-230 |
1-280 |
1.5% |
0-144 |
0.4% |
44% |
False |
False |
1,236,270 |
40 |
126-200 |
123-245 |
2-275 |
2.3% |
0-160 |
0.4% |
62% |
False |
False |
1,295,978 |
60 |
126-200 |
122-205 |
3-315 |
3.2% |
0-162 |
0.4% |
73% |
False |
False |
1,288,326 |
80 |
126-200 |
122-205 |
3-315 |
3.2% |
0-164 |
0.4% |
73% |
False |
False |
974,226 |
100 |
126-200 |
122-180 |
4-020 |
3.2% |
0-159 |
0.4% |
73% |
False |
False |
779,577 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-185 |
2.618 |
126-277 |
1.618 |
126-137 |
1.000 |
126-050 |
0.618 |
125-317 |
HIGH |
125-230 |
0.618 |
125-177 |
0.500 |
125-160 |
0.382 |
125-143 |
LOW |
125-090 |
0.618 |
125-003 |
1.000 |
124-270 |
1.618 |
124-183 |
2.618 |
124-043 |
4.250 |
123-135 |
|
|
Fisher Pivots for day following 16-May-2017 |
Pivot |
1 day |
3 day |
R1 |
125-170 |
125-154 |
PP |
125-165 |
125-133 |
S1 |
125-160 |
125-113 |
|