ECBOT 10 Year T-Note Future June 2017
Trading Metrics calculated at close of trading on 09-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2017 |
09-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
126-245 |
126-270 |
0-025 |
0.1% |
126-275 |
High |
126-255 |
126-290 |
0-035 |
0.1% |
127-045 |
Low |
126-155 |
126-135 |
-0-020 |
0.0% |
126-135 |
Close |
126-225 |
126-210 |
-0-015 |
0.0% |
126-210 |
Range |
0-100 |
0-155 |
0-055 |
55.0% |
0-230 |
ATR |
0-132 |
0-134 |
0-002 |
1.2% |
0-000 |
Volume |
12,186 |
15,954 |
3,768 |
30.9% |
110,520 |
|
Daily Pivots for day following 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-037 |
127-278 |
126-295 |
|
R3 |
127-202 |
127-123 |
126-253 |
|
R2 |
127-047 |
127-047 |
126-238 |
|
R1 |
126-288 |
126-288 |
126-224 |
126-250 |
PP |
126-212 |
126-212 |
126-212 |
126-193 |
S1 |
126-133 |
126-133 |
126-196 |
126-095 |
S2 |
126-057 |
126-057 |
126-182 |
|
S3 |
125-222 |
125-298 |
126-167 |
|
S4 |
125-067 |
125-143 |
126-125 |
|
|
Weekly Pivots for week ending 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-287 |
128-158 |
127-017 |
|
R3 |
128-057 |
127-248 |
126-273 |
|
R2 |
127-147 |
127-147 |
126-252 |
|
R1 |
127-018 |
127-018 |
126-231 |
126-288 |
PP |
126-237 |
126-237 |
126-237 |
126-211 |
S1 |
126-108 |
126-108 |
126-189 |
126-058 |
S2 |
126-007 |
126-007 |
126-168 |
|
S3 |
125-097 |
125-198 |
126-147 |
|
S4 |
124-187 |
124-288 |
126-084 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
127-045 |
126-135 |
0-230 |
0.6% |
0-114 |
0.3% |
33% |
False |
True |
22,104 |
10 |
127-045 |
126-015 |
1-030 |
0.9% |
0-118 |
0.3% |
56% |
False |
False |
427,578 |
20 |
127-045 |
124-315 |
2-050 |
1.7% |
0-131 |
0.3% |
78% |
False |
False |
1,063,627 |
40 |
127-045 |
124-230 |
2-135 |
1.9% |
0-142 |
0.4% |
80% |
False |
False |
1,148,908 |
60 |
127-045 |
123-115 |
3-250 |
3.0% |
0-151 |
0.4% |
87% |
False |
False |
1,205,932 |
80 |
127-045 |
122-205 |
4-160 |
3.6% |
0-155 |
0.4% |
89% |
False |
False |
1,191,207 |
100 |
127-045 |
122-205 |
4-160 |
3.6% |
0-159 |
0.4% |
89% |
False |
False |
956,071 |
120 |
127-045 |
122-000 |
5-045 |
4.1% |
0-153 |
0.4% |
91% |
False |
False |
796,822 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-309 |
2.618 |
128-056 |
1.618 |
127-221 |
1.000 |
127-125 |
0.618 |
127-066 |
HIGH |
126-290 |
0.618 |
126-231 |
0.500 |
126-213 |
0.382 |
126-194 |
LOW |
126-135 |
0.618 |
126-039 |
1.000 |
125-300 |
1.618 |
125-204 |
2.618 |
125-049 |
4.250 |
124-116 |
|
|
Fisher Pivots for day following 09-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
126-213 |
126-233 |
PP |
126-212 |
126-225 |
S1 |
126-211 |
126-218 |
|