ECBOT 10 Year T-Note Future June 2017
Trading Metrics calculated at close of trading on 24-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2017 |
24-May-2017 |
Change |
Change % |
Previous Week |
Open |
126-030 |
125-280 |
-0-070 |
-0.2% |
125-170 |
High |
126-110 |
126-070 |
-0-040 |
-0.1% |
126-230 |
Low |
125-260 |
125-245 |
-0-015 |
0.0% |
125-090 |
Close |
125-275 |
126-020 |
0-065 |
0.2% |
126-060 |
Range |
0-170 |
0-145 |
-0-025 |
-14.7% |
1-140 |
ATR |
0-155 |
0-154 |
-0-001 |
-0.5% |
0-000 |
Volume |
1,674,877 |
2,304,901 |
630,024 |
37.6% |
8,202,018 |
|
Daily Pivots for day following 24-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-120 |
127-055 |
126-100 |
|
R3 |
126-295 |
126-230 |
126-060 |
|
R2 |
126-150 |
126-150 |
126-047 |
|
R1 |
126-085 |
126-085 |
126-033 |
126-118 |
PP |
126-005 |
126-005 |
126-005 |
126-021 |
S1 |
125-260 |
125-260 |
126-007 |
125-292 |
S2 |
125-180 |
125-180 |
125-313 |
|
S3 |
125-035 |
125-115 |
125-300 |
|
S4 |
124-210 |
124-290 |
125-260 |
|
|
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 |
125-245 |
0-305 |
0.8% |
0-133 |
0.3% |
31% |
False |
True |
1,704,565 |
10 |
126-230 |
124-230 |
2-000 |
1.6% |
0-149 |
0.4% |
67% |
False |
False |
1,583,682 |
20 |
126-230 |
124-230 |
2-000 |
1.6% |
0-143 |
0.4% |
67% |
False |
False |
1,402,748 |
40 |
126-230 |
124-065 |
2-165 |
2.0% |
0-161 |
0.4% |
74% |
False |
False |
1,357,375 |
60 |
126-230 |
122-205 |
4-025 |
3.2% |
0-160 |
0.4% |
84% |
False |
False |
1,328,868 |
80 |
126-230 |
122-205 |
4-025 |
3.2% |
0-162 |
0.4% |
84% |
False |
False |
1,110,771 |
100 |
126-230 |
122-205 |
4-025 |
3.2% |
0-167 |
0.4% |
84% |
False |
False |
889,091 |
120 |
126-230 |
122-000 |
4-230 |
3.7% |
0-143 |
0.4% |
86% |
False |
False |
740,909 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-046 |
2.618 |
127-130 |
1.618 |
126-305 |
1.000 |
126-215 |
0.618 |
126-160 |
HIGH |
126-070 |
0.618 |
126-015 |
0.500 |
125-318 |
0.382 |
125-300 |
LOW |
125-245 |
0.618 |
125-155 |
1.000 |
125-100 |
1.618 |
125-010 |
2.618 |
124-185 |
4.250 |
123-269 |
|
|
Fisher Pivots for day following 24-May-2017 |
Pivot |
1 day |
3 day |
R1 |
126-013 |
126-019 |
PP |
126-005 |
126-018 |
S1 |
125-318 |
126-018 |
|