ECBOT 10 Year T-Note Future June 2017
Trading Metrics calculated at close of trading on 12-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2017 |
12-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
126-270 |
126-180 |
-0-090 |
-0.2% |
126-275 |
High |
126-290 |
126-235 |
-0-055 |
-0.1% |
127-045 |
Low |
126-135 |
126-150 |
0-015 |
0.0% |
126-135 |
Close |
126-210 |
126-180 |
-0-030 |
-0.1% |
126-210 |
Range |
0-155 |
0-085 |
-0-070 |
-45.2% |
0-230 |
ATR |
0-134 |
0-130 |
-0-003 |
-2.6% |
0-000 |
Volume |
15,954 |
7,971 |
-7,983 |
-50.0% |
110,520 |
|
Daily Pivots for day following 12-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-123 |
127-077 |
126-227 |
|
R3 |
127-038 |
126-312 |
126-203 |
|
R2 |
126-273 |
126-273 |
126-196 |
|
R1 |
126-227 |
126-227 |
126-188 |
126-222 |
PP |
126-188 |
126-188 |
126-188 |
126-186 |
S1 |
126-142 |
126-142 |
126-172 |
126-138 |
S2 |
126-103 |
126-103 |
126-164 |
|
S3 |
126-018 |
126-057 |
126-157 |
|
S4 |
125-253 |
125-292 |
126-133 |
|
|
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% |
0-113 |
0.3% |
20% |
False |
False |
18,443 |
10 |
127-045 |
126-015 |
1-030 |
0.9% |
0-118 |
0.3% |
47% |
False |
False |
236,150 |
20 |
127-045 |
125-090 |
1-275 |
1.5% |
0-126 |
0.3% |
69% |
False |
False |
994,264 |
40 |
127-045 |
124-230 |
2-135 |
1.9% |
0-140 |
0.3% |
76% |
False |
False |
1,115,873 |
60 |
127-045 |
123-115 |
3-250 |
3.0% |
0-150 |
0.4% |
85% |
False |
False |
1,185,548 |
80 |
127-045 |
122-205 |
4-160 |
3.6% |
0-154 |
0.4% |
87% |
False |
False |
1,190,017 |
100 |
127-045 |
122-205 |
4-160 |
3.6% |
0-157 |
0.4% |
87% |
False |
False |
956,124 |
120 |
127-045 |
122-080 |
4-285 |
3.9% |
0-153 |
0.4% |
88% |
False |
False |
796,888 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-276 |
2.618 |
127-138 |
1.618 |
127-053 |
1.000 |
127-000 |
0.618 |
126-288 |
HIGH |
126-235 |
0.618 |
126-203 |
0.500 |
126-193 |
0.382 |
126-182 |
LOW |
126-150 |
0.618 |
126-097 |
1.000 |
126-065 |
1.618 |
126-012 |
2.618 |
125-248 |
4.250 |
125-109 |
|
|
Fisher Pivots for day following 12-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
126-193 |
126-213 |
PP |
126-188 |
126-202 |
S1 |
126-184 |
126-191 |
|