ECBOT 10 Year T-Note Future June 2017
Trading Metrics calculated at close of trading on 19-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2017 |
19-May-2017 |
Change |
Change % |
Previous Week |
Open |
126-140 |
126-090 |
-0-050 |
-0.1% |
125-170 |
High |
126-230 |
126-115 |
-0-115 |
-0.3% |
126-230 |
Low |
126-050 |
126-015 |
-0-035 |
-0.1% |
125-090 |
Close |
126-090 |
126-060 |
-0-030 |
-0.1% |
126-060 |
Range |
0-180 |
0-100 |
-0-080 |
-44.4% |
1-140 |
ATR |
0-165 |
0-160 |
-0-005 |
-2.8% |
0-000 |
Volume |
2,330,748 |
1,226,277 |
-1,104,471 |
-47.4% |
8,202,018 |
|
Daily Pivots for day following 19-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-043 |
126-312 |
126-115 |
|
R3 |
126-263 |
126-212 |
126-088 |
|
R2 |
126-163 |
126-163 |
126-078 |
|
R1 |
126-112 |
126-112 |
126-069 |
126-088 |
PP |
126-063 |
126-063 |
126-063 |
126-051 |
S1 |
126-012 |
126-012 |
126-051 |
125-308 |
S2 |
125-283 |
125-283 |
126-042 |
|
S3 |
125-183 |
125-232 |
126-032 |
|
S4 |
125-083 |
125-132 |
126-005 |
|
|
Weekly Pivots for week ending 19-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
130-120 |
129-230 |
126-313 |
|
R3 |
128-300 |
128-090 |
126-186 |
|
R2 |
127-160 |
127-160 |
126-144 |
|
R1 |
126-270 |
126-270 |
126-102 |
127-055 |
PP |
126-020 |
126-020 |
126-020 |
126-073 |
S1 |
125-130 |
125-130 |
126-018 |
125-235 |
S2 |
124-200 |
124-200 |
125-296 |
|
S3 |
123-060 |
123-310 |
125-254 |
|
S4 |
121-240 |
122-170 |
125-127 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
126-230 |
125-090 |
1-140 |
1.1% |
0-161 |
0.4% |
63% |
False |
False |
1,640,403 |
10 |
126-230 |
124-230 |
2-000 |
1.6% |
0-148 |
0.4% |
73% |
False |
False |
1,432,222 |
20 |
126-230 |
124-230 |
2-000 |
1.6% |
0-150 |
0.4% |
73% |
False |
False |
1,363,001 |
40 |
126-230 |
124-065 |
2-165 |
2.0% |
0-162 |
0.4% |
79% |
False |
False |
1,320,576 |
60 |
126-230 |
122-205 |
4-025 |
3.2% |
0-164 |
0.4% |
87% |
False |
False |
1,324,106 |
80 |
126-230 |
122-205 |
4-025 |
3.2% |
0-162 |
0.4% |
87% |
False |
False |
1,048,920 |
100 |
126-230 |
122-180 |
4-050 |
3.3% |
0-165 |
0.4% |
87% |
False |
False |
839,433 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-220 |
2.618 |
127-057 |
1.618 |
126-277 |
1.000 |
126-215 |
0.618 |
126-177 |
HIGH |
126-115 |
0.618 |
126-077 |
0.500 |
126-065 |
0.382 |
126-053 |
LOW |
126-015 |
0.618 |
125-273 |
1.000 |
125-235 |
1.618 |
125-173 |
2.618 |
125-073 |
4.250 |
124-230 |
|
|
Fisher Pivots for day following 19-May-2017 |
Pivot |
1 day |
3 day |
R1 |
126-065 |
126-054 |
PP |
126-063 |
126-048 |
S1 |
126-062 |
126-043 |
|