ECBOT 10 Year T-Note Future June 2017
Trading Metrics calculated at close of trading on 23-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2017 |
23-May-2017 |
Change |
Change % |
Previous Week |
Open |
126-075 |
126-030 |
-0-045 |
-0.1% |
125-170 |
High |
126-085 |
126-110 |
0-025 |
0.1% |
126-230 |
Low |
126-015 |
125-260 |
-0-075 |
-0.2% |
125-090 |
Close |
126-040 |
125-275 |
-0-085 |
-0.2% |
126-060 |
Range |
0-070 |
0-170 |
0-100 |
142.9% |
1-140 |
ATR |
0-154 |
0-155 |
0-001 |
0.8% |
0-000 |
Volume |
986,022 |
1,674,877 |
688,855 |
69.9% |
8,202,018 |
|
Daily Pivots for day following 23-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-192 |
127-083 |
126-049 |
|
R3 |
127-022 |
126-233 |
126-002 |
|
R2 |
126-172 |
126-172 |
125-306 |
|
R1 |
126-063 |
126-063 |
125-291 |
126-033 |
PP |
126-002 |
126-002 |
126-002 |
125-306 |
S1 |
125-213 |
125-213 |
125-259 |
125-182 |
S2 |
125-152 |
125-152 |
125-244 |
|
S3 |
124-302 |
125-043 |
125-228 |
|
S4 |
124-132 |
124-193 |
125-181 |
|
|
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 |
125-175 |
1-055 |
0.9% |
0-162 |
0.4% |
27% |
False |
False |
1,729,294 |
10 |
126-230 |
124-230 |
2-000 |
1.6% |
0-147 |
0.4% |
57% |
False |
False |
1,471,429 |
20 |
126-230 |
124-230 |
2-000 |
1.6% |
0-142 |
0.4% |
57% |
False |
False |
1,362,795 |
40 |
126-230 |
124-065 |
2-165 |
2.0% |
0-161 |
0.4% |
66% |
False |
False |
1,333,387 |
60 |
126-230 |
122-205 |
4-025 |
3.2% |
0-161 |
0.4% |
79% |
False |
False |
1,321,125 |
80 |
126-230 |
122-205 |
4-025 |
3.2% |
0-162 |
0.4% |
79% |
False |
False |
1,082,033 |
100 |
126-230 |
122-205 |
4-025 |
3.2% |
0-166 |
0.4% |
79% |
False |
False |
866,042 |
120 |
126-230 |
122-000 |
4-230 |
3.7% |
0-141 |
0.4% |
82% |
False |
False |
721,702 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-193 |
2.618 |
127-235 |
1.618 |
127-065 |
1.000 |
126-280 |
0.618 |
126-215 |
HIGH |
126-110 |
0.618 |
126-045 |
0.500 |
126-025 |
0.382 |
126-005 |
LOW |
125-260 |
0.618 |
125-155 |
1.000 |
125-090 |
1.618 |
124-305 |
2.618 |
124-135 |
4.250 |
123-177 |
|
|
Fisher Pivots for day following 23-May-2017 |
Pivot |
1 day |
3 day |
R1 |
126-025 |
126-028 |
PP |
126-002 |
126-003 |
S1 |
125-298 |
125-299 |
|