ECBOT 10 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 22-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2017 |
22-May-2017 |
Change |
Change % |
Previous Week |
| Open |
126-090 |
126-075 |
-0-015 |
0.0% |
125-170 |
| High |
126-115 |
126-085 |
-0-030 |
-0.1% |
126-230 |
| Low |
126-015 |
126-015 |
0-000 |
0.0% |
125-090 |
| Close |
126-060 |
126-040 |
-0-020 |
0.0% |
126-060 |
| Range |
0-100 |
0-070 |
-0-030 |
-30.0% |
1-140 |
| ATR |
0-160 |
0-154 |
-0-006 |
-4.0% |
0-000 |
| Volume |
1,226,277 |
986,022 |
-240,255 |
-19.6% |
8,202,018 |
|
| Daily Pivots for day following 22-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-257 |
126-218 |
126-078 |
|
| R3 |
126-187 |
126-148 |
126-059 |
|
| R2 |
126-117 |
126-117 |
126-053 |
|
| R1 |
126-078 |
126-078 |
126-046 |
126-062 |
| PP |
126-047 |
126-047 |
126-047 |
126-039 |
| S1 |
126-008 |
126-008 |
126-034 |
125-313 |
| S2 |
125-297 |
125-297 |
126-027 |
|
| S3 |
125-227 |
125-258 |
126-021 |
|
| S4 |
125-157 |
125-188 |
126-002 |
|
|
| 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% |
0-156 |
0.4% |
59% |
False |
False |
1,651,909 |
| 10 |
126-230 |
124-230 |
2-000 |
1.6% |
0-140 |
0.3% |
70% |
False |
False |
1,413,407 |
| 20 |
126-230 |
124-230 |
2-000 |
1.6% |
0-143 |
0.4% |
70% |
False |
False |
1,334,900 |
| 40 |
126-230 |
124-065 |
2-165 |
2.0% |
0-161 |
0.4% |
76% |
False |
False |
1,320,116 |
| 60 |
126-230 |
122-205 |
4-025 |
3.2% |
0-162 |
0.4% |
85% |
False |
False |
1,312,141 |
| 80 |
126-230 |
122-205 |
4-025 |
3.2% |
0-161 |
0.4% |
85% |
False |
False |
1,061,119 |
| 100 |
126-230 |
122-205 |
4-025 |
3.2% |
0-165 |
0.4% |
85% |
False |
False |
849,293 |
| 120 |
126-230 |
122-000 |
4-230 |
3.7% |
0-140 |
0.3% |
87% |
False |
False |
707,744 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-062 |
|
2.618 |
126-268 |
|
1.618 |
126-198 |
|
1.000 |
126-155 |
|
0.618 |
126-128 |
|
HIGH |
126-085 |
|
0.618 |
126-058 |
|
0.500 |
126-050 |
|
0.382 |
126-042 |
|
LOW |
126-015 |
|
0.618 |
125-292 |
|
1.000 |
125-265 |
|
1.618 |
125-222 |
|
2.618 |
125-152 |
|
4.250 |
125-038 |
|
|
| Fisher Pivots for day following 22-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
126-050 |
126-123 |
| PP |
126-047 |
126-095 |
| S1 |
126-043 |
126-068 |
|