ECBOT 10 Year T-Note Future June 2017
Trading Metrics calculated at close of trading on 25-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2017 |
25-May-2017 |
Change |
Change % |
Previous Week |
Open |
125-280 |
126-060 |
0-100 |
0.2% |
125-170 |
High |
126-070 |
126-080 |
0-010 |
0.0% |
126-230 |
Low |
125-245 |
126-015 |
0-090 |
0.2% |
125-090 |
Close |
126-020 |
126-055 |
0-035 |
0.1% |
126-060 |
Range |
0-145 |
0-065 |
-0-080 |
-55.2% |
1-140 |
ATR |
0-154 |
0-148 |
-0-006 |
-4.1% |
0-000 |
Volume |
2,304,901 |
2,433,716 |
128,815 |
5.6% |
8,202,018 |
|
Daily Pivots for day following 25-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-245 |
126-215 |
126-091 |
|
R3 |
126-180 |
126-150 |
126-073 |
|
R2 |
126-115 |
126-115 |
126-067 |
|
R1 |
126-085 |
126-085 |
126-061 |
126-068 |
PP |
126-050 |
126-050 |
126-050 |
126-041 |
S1 |
126-020 |
126-020 |
126-049 |
126-003 |
S2 |
125-305 |
125-305 |
126-043 |
|
S3 |
125-240 |
125-275 |
126-037 |
|
S4 |
125-175 |
125-210 |
126-019 |
|
|
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 |
126-115 |
125-245 |
0-190 |
0.5% |
0-110 |
0.3% |
68% |
False |
False |
1,725,158 |
10 |
126-230 |
124-315 |
1-235 |
1.4% |
0-145 |
0.4% |
68% |
False |
False |
1,699,677 |
20 |
126-230 |
124-230 |
2-000 |
1.6% |
0-140 |
0.3% |
73% |
False |
False |
1,453,554 |
40 |
126-230 |
124-075 |
2-155 |
2.0% |
0-159 |
0.4% |
78% |
False |
False |
1,388,021 |
60 |
126-230 |
122-205 |
4-025 |
3.2% |
0-158 |
0.4% |
87% |
False |
False |
1,342,291 |
80 |
126-230 |
122-205 |
4-025 |
3.2% |
0-161 |
0.4% |
87% |
False |
False |
1,141,015 |
100 |
126-230 |
122-205 |
4-025 |
3.2% |
0-166 |
0.4% |
87% |
False |
False |
913,428 |
120 |
126-230 |
122-000 |
4-230 |
3.7% |
0-143 |
0.4% |
88% |
False |
False |
761,190 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-036 |
2.618 |
126-250 |
1.618 |
126-185 |
1.000 |
126-145 |
0.618 |
126-120 |
HIGH |
126-080 |
0.618 |
126-055 |
0.500 |
126-048 |
0.382 |
126-040 |
LOW |
126-015 |
0.618 |
125-295 |
1.000 |
125-270 |
1.618 |
125-230 |
2.618 |
125-165 |
4.250 |
125-059 |
|
|
Fisher Pivots for day following 25-May-2017 |
Pivot |
1 day |
3 day |
R1 |
126-053 |
126-043 |
PP |
126-050 |
126-030 |
S1 |
126-048 |
126-018 |
|