ECBOT 10 Year T-Note Future June 2017
Trading Metrics calculated at close of trading on 01-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2017 |
01-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
126-140 |
126-150 |
0-010 |
0.0% |
126-075 |
High |
126-180 |
126-160 |
-0-020 |
0.0% |
126-120 |
Low |
126-085 |
126-075 |
-0-010 |
0.0% |
125-245 |
Close |
126-180 |
126-145 |
-0-035 |
-0.1% |
126-060 |
Range |
0-095 |
0-085 |
-0-010 |
-10.5% |
0-195 |
ATR |
0-140 |
0-137 |
-0-002 |
-1.8% |
0-000 |
Volume |
260,254 |
97,166 |
-163,088 |
-62.7% |
9,321,770 |
|
Daily Pivots for day following 01-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-062 |
127-028 |
126-192 |
|
R3 |
126-297 |
126-263 |
126-168 |
|
R2 |
126-212 |
126-212 |
126-161 |
|
R1 |
126-178 |
126-178 |
126-153 |
126-152 |
PP |
126-127 |
126-127 |
126-127 |
126-114 |
S1 |
126-093 |
126-093 |
126-137 |
126-068 |
S2 |
126-042 |
126-042 |
126-129 |
|
S3 |
125-277 |
126-008 |
126-122 |
|
S4 |
125-192 |
125-243 |
126-098 |
|
|
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 |
126-015 |
0-165 |
0.4% |
0-094 |
0.2% |
79% |
False |
False |
1,307,102 |
10 |
126-230 |
125-245 |
0-305 |
0.8% |
0-114 |
0.3% |
72% |
False |
False |
1,505,833 |
20 |
126-230 |
124-230 |
2-000 |
1.6% |
0-131 |
0.3% |
87% |
False |
False |
1,419,506 |
40 |
126-230 |
124-200 |
2-030 |
1.7% |
0-153 |
0.4% |
87% |
False |
False |
1,355,329 |
60 |
126-230 |
122-205 |
4-025 |
3.2% |
0-157 |
0.4% |
93% |
False |
False |
1,335,554 |
80 |
126-230 |
122-205 |
4-025 |
3.2% |
0-157 |
0.4% |
93% |
False |
False |
1,191,972 |
100 |
126-230 |
122-205 |
4-025 |
3.2% |
0-163 |
0.4% |
93% |
False |
False |
954,429 |
120 |
126-230 |
122-000 |
4-230 |
3.7% |
0-146 |
0.4% |
94% |
False |
False |
795,372 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-201 |
2.618 |
127-063 |
1.618 |
126-298 |
1.000 |
126-245 |
0.618 |
126-213 |
HIGH |
126-160 |
0.618 |
126-128 |
0.500 |
126-118 |
0.382 |
126-107 |
LOW |
126-075 |
0.618 |
126-022 |
1.000 |
125-310 |
1.618 |
125-257 |
2.618 |
125-172 |
4.250 |
125-034 |
|
|
Fisher Pivots for day following 01-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
126-136 |
126-129 |
PP |
126-127 |
126-113 |
S1 |
126-118 |
126-098 |
|