ECBOT 10 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 06-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2017 |
06-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
126-275 |
126-240 |
-0-035 |
-0.1% |
126-055 |
| High |
126-300 |
127-045 |
0-065 |
0.2% |
127-010 |
| Low |
126-210 |
126-230 |
0-020 |
0.0% |
126-015 |
| Close |
126-235 |
127-005 |
0-090 |
0.2% |
126-285 |
| Range |
0-090 |
0-135 |
0-045 |
50.0% |
0-315 |
| ATR |
0-138 |
0-138 |
0-000 |
-0.2% |
0-000 |
| Volume |
26,275 |
34,371 |
8,096 |
30.8% |
2,243,010 |
|
| Daily Pivots for day following 06-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-072 |
128-013 |
127-079 |
|
| R3 |
127-257 |
127-198 |
127-042 |
|
| R2 |
127-122 |
127-122 |
127-030 |
|
| R1 |
127-063 |
127-063 |
127-017 |
127-092 |
| PP |
126-307 |
126-307 |
126-307 |
127-001 |
| S1 |
126-248 |
126-248 |
126-313 |
126-278 |
| S2 |
126-172 |
126-172 |
126-300 |
|
| S3 |
126-037 |
126-113 |
126-288 |
|
| S4 |
125-222 |
125-298 |
126-251 |
|
|
| 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 |
127-045 |
126-075 |
0-290 |
0.7% |
0-122 |
0.3% |
86% |
True |
False |
96,306 |
| 10 |
127-045 |
125-245 |
1-120 |
1.1% |
0-122 |
0.3% |
91% |
True |
False |
1,063,940 |
| 20 |
127-045 |
124-230 |
2-135 |
1.9% |
0-131 |
0.3% |
95% |
True |
False |
1,238,674 |
| 40 |
127-045 |
124-200 |
2-165 |
2.0% |
0-148 |
0.4% |
95% |
True |
False |
1,242,744 |
| 60 |
127-045 |
122-205 |
4-160 |
3.5% |
0-155 |
0.4% |
97% |
True |
False |
1,261,146 |
| 80 |
127-045 |
122-205 |
4-160 |
3.5% |
0-156 |
0.4% |
97% |
True |
False |
1,192,182 |
| 100 |
127-045 |
122-205 |
4-160 |
3.5% |
0-163 |
0.4% |
97% |
True |
False |
955,625 |
| 120 |
127-045 |
122-000 |
5-045 |
4.0% |
0-150 |
0.4% |
98% |
True |
False |
796,406 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-299 |
|
2.618 |
128-078 |
|
1.618 |
127-263 |
|
1.000 |
127-180 |
|
0.618 |
127-128 |
|
HIGH |
127-045 |
|
0.618 |
126-313 |
|
0.500 |
126-298 |
|
0.382 |
126-282 |
|
LOW |
126-230 |
|
0.618 |
126-147 |
|
1.000 |
126-095 |
|
1.618 |
126-012 |
|
2.618 |
125-197 |
|
4.250 |
124-296 |
|
|
| Fisher Pivots for day following 06-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
126-316 |
126-298 |
| PP |
126-307 |
126-272 |
| S1 |
126-298 |
126-245 |
|