ECBOT 10 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 02-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2017 |
02-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
126-150 |
126-155 |
0-005 |
0.0% |
126-055 |
| High |
126-160 |
127-010 |
0-170 |
0.4% |
127-010 |
| Low |
126-075 |
126-125 |
0-050 |
0.1% |
126-015 |
| Close |
126-145 |
126-285 |
0-140 |
0.3% |
126-285 |
| Range |
0-085 |
0-205 |
0-120 |
141.2% |
0-315 |
| ATR |
0-137 |
0-142 |
0-005 |
3.5% |
0-000 |
| Volume |
97,166 |
63,468 |
-33,698 |
-34.7% |
2,243,010 |
|
| Daily Pivots for day following 02-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-222 |
128-138 |
127-078 |
|
| R3 |
128-017 |
127-253 |
127-021 |
|
| R2 |
127-132 |
127-132 |
127-003 |
|
| R1 |
127-048 |
127-048 |
126-304 |
127-090 |
| PP |
126-247 |
126-247 |
126-247 |
126-268 |
| S1 |
126-163 |
126-163 |
126-266 |
126-205 |
| S2 |
126-042 |
126-042 |
126-247 |
|
| S3 |
125-157 |
125-278 |
126-229 |
|
| S4 |
124-272 |
125-073 |
126-172 |
|
|
| Weekly Pivots for week ending 02-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-195 |
129-075 |
127-138 |
|
| R3 |
128-200 |
128-080 |
127-052 |
|
| R2 |
127-205 |
127-205 |
127-023 |
|
| R1 |
127-085 |
127-085 |
126-314 |
127-145 |
| PP |
126-210 |
126-210 |
126-210 |
126-240 |
| S1 |
126-090 |
126-090 |
126-256 |
126-150 |
| S2 |
125-215 |
125-215 |
126-227 |
|
| S3 |
124-220 |
125-095 |
126-198 |
|
| S4 |
123-225 |
124-100 |
126-112 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127-010 |
126-015 |
0-315 |
0.8% |
0-122 |
0.3% |
86% |
True |
False |
833,052 |
| 10 |
127-010 |
125-245 |
1-085 |
1.0% |
0-116 |
0.3% |
89% |
True |
False |
1,279,105 |
| 20 |
127-010 |
124-230 |
2-100 |
1.8% |
0-135 |
0.3% |
94% |
True |
False |
1,360,391 |
| 40 |
127-010 |
124-200 |
2-130 |
1.9% |
0-153 |
0.4% |
94% |
True |
False |
1,319,916 |
| 60 |
127-010 |
122-205 |
4-125 |
3.5% |
0-156 |
0.4% |
97% |
True |
False |
1,307,945 |
| 80 |
127-010 |
122-205 |
4-125 |
3.5% |
0-158 |
0.4% |
97% |
True |
False |
1,192,382 |
| 100 |
127-010 |
122-205 |
4-125 |
3.5% |
0-163 |
0.4% |
97% |
True |
False |
955,052 |
| 120 |
127-010 |
122-000 |
5-010 |
4.0% |
0-148 |
0.4% |
97% |
True |
False |
795,901 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-241 |
|
2.618 |
128-227 |
|
1.618 |
128-022 |
|
1.000 |
127-215 |
|
0.618 |
127-137 |
|
HIGH |
127-010 |
|
0.618 |
126-252 |
|
0.500 |
126-228 |
|
0.382 |
126-203 |
|
LOW |
126-125 |
|
0.618 |
125-318 |
|
1.000 |
125-240 |
|
1.618 |
125-113 |
|
2.618 |
124-228 |
|
4.250 |
123-214 |
|
|
| Fisher Pivots for day following 02-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
126-266 |
126-257 |
| PP |
126-247 |
126-230 |
| S1 |
126-228 |
126-203 |
|