ECBOT 10 Year T-Note Future June 2017
Trading Metrics calculated at close of trading on 31-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2017 |
31-May-2017 |
Change |
Change % |
Previous Week |
Open |
126-055 |
126-140 |
0-085 |
0.2% |
126-075 |
High |
126-160 |
126-180 |
0-020 |
0.0% |
126-120 |
Low |
126-015 |
126-085 |
0-070 |
0.2% |
125-245 |
Close |
126-140 |
126-180 |
0-040 |
0.1% |
126-060 |
Range |
0-145 |
0-095 |
-0-050 |
-34.5% |
0-195 |
ATR |
0-143 |
0-140 |
-0-003 |
-2.4% |
0-000 |
Volume |
1,822,122 |
260,254 |
-1,561,868 |
-85.7% |
9,321,770 |
|
Daily Pivots for day following 31-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-113 |
127-082 |
126-232 |
|
R3 |
127-018 |
126-307 |
126-206 |
|
R2 |
126-243 |
126-243 |
126-197 |
|
R1 |
126-212 |
126-212 |
126-189 |
126-228 |
PP |
126-148 |
126-148 |
126-148 |
126-156 |
S1 |
126-117 |
126-117 |
126-171 |
126-132 |
S2 |
126-053 |
126-053 |
126-163 |
|
S3 |
125-278 |
126-022 |
126-154 |
|
S4 |
125-183 |
125-247 |
126-128 |
|
|
Weekly Pivots for week ending 26-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-300 |
127-215 |
126-167 |
|
R3 |
127-105 |
127-020 |
126-114 |
|
R2 |
126-230 |
126-230 |
126-096 |
|
R1 |
126-145 |
126-145 |
126-078 |
126-090 |
PP |
126-035 |
126-035 |
126-035 |
126-007 |
S1 |
125-270 |
125-270 |
126-042 |
125-215 |
S2 |
125-160 |
125-160 |
126-024 |
|
S3 |
124-285 |
125-075 |
126-006 |
|
S4 |
124-090 |
124-200 |
125-273 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
126-180 |
125-245 |
0-255 |
0.6% |
0-106 |
0.3% |
100% |
True |
False |
1,748,649 |
10 |
126-230 |
125-175 |
1-055 |
0.9% |
0-134 |
0.3% |
87% |
False |
False |
1,738,971 |
20 |
126-230 |
124-230 |
2-000 |
1.6% |
0-134 |
0.3% |
92% |
False |
False |
1,473,147 |
40 |
126-230 |
124-200 |
2-030 |
1.7% |
0-154 |
0.4% |
93% |
False |
False |
1,384,552 |
60 |
126-230 |
122-205 |
4-025 |
3.2% |
0-157 |
0.4% |
96% |
False |
False |
1,348,267 |
80 |
126-230 |
122-205 |
4-025 |
3.2% |
0-158 |
0.4% |
96% |
False |
False |
1,190,810 |
100 |
126-230 |
122-205 |
4-025 |
3.2% |
0-164 |
0.4% |
96% |
False |
False |
953,458 |
120 |
126-230 |
122-000 |
4-230 |
3.7% |
0-146 |
0.4% |
97% |
False |
False |
794,562 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-264 |
2.618 |
127-109 |
1.618 |
127-014 |
1.000 |
126-275 |
0.618 |
126-239 |
HIGH |
126-180 |
0.618 |
126-144 |
0.500 |
126-132 |
0.382 |
126-121 |
LOW |
126-085 |
0.618 |
126-026 |
1.000 |
125-310 |
1.618 |
125-251 |
2.618 |
125-156 |
4.250 |
125-001 |
|
|
Fisher Pivots for day following 31-May-2017 |
Pivot |
1 day |
3 day |
R1 |
126-164 |
126-153 |
PP |
126-148 |
126-125 |
S1 |
126-132 |
126-098 |
|