ECBOT 10 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 08-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2017 |
08-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
127-005 |
126-245 |
-0-080 |
-0.2% |
126-055 |
| High |
127-010 |
126-255 |
-0-075 |
-0.2% |
127-010 |
| Low |
126-240 |
126-155 |
-0-085 |
-0.2% |
126-015 |
| Close |
126-250 |
126-225 |
-0-025 |
-0.1% |
126-285 |
| Range |
0-090 |
0-100 |
0-010 |
11.1% |
0-315 |
| ATR |
0-135 |
0-132 |
-0-002 |
-1.8% |
0-000 |
| Volume |
21,734 |
12,186 |
-9,548 |
-43.9% |
2,243,010 |
|
| Daily Pivots for day following 08-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-192 |
127-148 |
126-280 |
|
| R3 |
127-092 |
127-048 |
126-252 |
|
| R2 |
126-312 |
126-312 |
126-243 |
|
| R1 |
126-268 |
126-268 |
126-234 |
126-240 |
| PP |
126-212 |
126-212 |
126-212 |
126-198 |
| S1 |
126-168 |
126-168 |
126-216 |
126-140 |
| S2 |
126-112 |
126-112 |
126-207 |
|
| S3 |
126-012 |
126-068 |
126-197 |
|
| S4 |
125-232 |
125-288 |
126-170 |
|
|
| 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 |
126-125 |
0-240 |
0.6% |
0-124 |
0.3% |
42% |
False |
False |
31,606 |
| 10 |
127-045 |
126-015 |
1-030 |
0.9% |
0-109 |
0.3% |
60% |
False |
False |
669,354 |
| 20 |
127-045 |
124-230 |
2-135 |
1.9% |
0-129 |
0.3% |
82% |
False |
False |
1,126,518 |
| 40 |
127-045 |
124-230 |
2-135 |
1.9% |
0-143 |
0.4% |
82% |
False |
False |
1,182,761 |
| 60 |
127-045 |
122-260 |
4-105 |
3.4% |
0-154 |
0.4% |
90% |
False |
False |
1,231,730 |
| 80 |
127-045 |
122-205 |
4-160 |
3.6% |
0-156 |
0.4% |
90% |
False |
False |
1,192,030 |
| 100 |
127-045 |
122-205 |
4-160 |
3.6% |
0-160 |
0.4% |
90% |
False |
False |
955,921 |
| 120 |
127-045 |
122-000 |
5-045 |
4.1% |
0-151 |
0.4% |
91% |
False |
False |
796,689 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-040 |
|
2.618 |
127-197 |
|
1.618 |
127-097 |
|
1.000 |
127-035 |
|
0.618 |
126-317 |
|
HIGH |
126-255 |
|
0.618 |
126-217 |
|
0.500 |
126-205 |
|
0.382 |
126-193 |
|
LOW |
126-155 |
|
0.618 |
126-093 |
|
1.000 |
126-055 |
|
1.618 |
125-313 |
|
2.618 |
125-213 |
|
4.250 |
125-050 |
|
|
| Fisher Pivots for day following 08-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
126-218 |
126-260 |
| PP |
126-212 |
126-248 |
| S1 |
126-205 |
126-237 |
|