ECBOT 10 Year T-Note Future June 2017
Trading Metrics calculated at close of trading on 07-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2017 |
07-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
126-240 |
127-005 |
0-085 |
0.2% |
126-055 |
High |
127-045 |
127-010 |
-0-035 |
-0.1% |
127-010 |
Low |
126-230 |
126-240 |
0-010 |
0.0% |
126-015 |
Close |
127-005 |
126-250 |
-0-075 |
-0.2% |
126-285 |
Range |
0-135 |
0-090 |
-0-045 |
-33.3% |
0-315 |
ATR |
0-138 |
0-135 |
-0-003 |
-2.5% |
0-000 |
Volume |
34,371 |
21,734 |
-12,637 |
-36.8% |
2,243,010 |
|
Daily Pivots for day following 07-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-223 |
127-167 |
126-300 |
|
R3 |
127-133 |
127-077 |
126-275 |
|
R2 |
127-043 |
127-043 |
126-267 |
|
R1 |
126-307 |
126-307 |
126-258 |
126-290 |
PP |
126-273 |
126-273 |
126-273 |
126-265 |
S1 |
126-217 |
126-217 |
126-242 |
126-200 |
S2 |
126-183 |
126-183 |
126-234 |
|
S3 |
126-093 |
126-127 |
126-225 |
|
S4 |
126-003 |
126-037 |
126-201 |
|
|
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% |
0-121 |
0.3% |
60% |
False |
False |
48,602 |
10 |
127-045 |
125-245 |
1-120 |
1.1% |
0-114 |
0.3% |
74% |
False |
False |
898,626 |
20 |
127-045 |
124-230 |
2-135 |
1.9% |
0-130 |
0.3% |
85% |
False |
False |
1,185,027 |
40 |
127-045 |
124-230 |
2-135 |
1.9% |
0-146 |
0.4% |
85% |
False |
False |
1,219,595 |
60 |
127-045 |
122-205 |
4-160 |
3.5% |
0-154 |
0.4% |
92% |
False |
False |
1,247,168 |
80 |
127-045 |
122-205 |
4-160 |
3.5% |
0-156 |
0.4% |
92% |
False |
False |
1,192,336 |
100 |
127-045 |
122-205 |
4-160 |
3.5% |
0-162 |
0.4% |
92% |
False |
False |
955,806 |
120 |
127-045 |
122-000 |
5-045 |
4.1% |
0-151 |
0.4% |
93% |
False |
False |
796,587 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-073 |
2.618 |
127-246 |
1.618 |
127-156 |
1.000 |
127-100 |
0.618 |
127-066 |
HIGH |
127-010 |
0.618 |
126-296 |
0.500 |
126-285 |
0.382 |
126-274 |
LOW |
126-240 |
0.618 |
126-184 |
1.000 |
126-150 |
1.618 |
126-094 |
2.618 |
126-004 |
4.250 |
125-177 |
|
|
Fisher Pivots for day following 07-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
126-285 |
126-288 |
PP |
126-273 |
126-275 |
S1 |
126-262 |
126-263 |
|