ECBOT 10 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 15-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2017 |
15-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
126-180 |
127-075 |
0-215 |
0.5% |
126-275 |
| High |
127-175 |
127-075 |
-0-100 |
-0.2% |
127-045 |
| Low |
126-180 |
126-260 |
0-080 |
0.2% |
126-135 |
| Close |
127-035 |
126-270 |
-0-085 |
-0.2% |
126-210 |
| Range |
0-315 |
0-135 |
-0-180 |
-57.1% |
0-230 |
| ATR |
0-139 |
0-139 |
0-000 |
-0.2% |
0-000 |
| Volume |
10,110 |
9,569 |
-541 |
-5.4% |
110,520 |
|
| Daily Pivots for day following 15-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-073 |
127-307 |
127-024 |
|
| R3 |
127-258 |
127-172 |
126-307 |
|
| R2 |
127-123 |
127-123 |
126-295 |
|
| R1 |
127-037 |
127-037 |
126-282 |
127-013 |
| PP |
126-308 |
126-308 |
126-308 |
126-296 |
| S1 |
126-222 |
126-222 |
126-258 |
126-198 |
| S2 |
126-173 |
126-173 |
126-245 |
|
| S3 |
126-038 |
126-087 |
126-233 |
|
| S4 |
125-223 |
125-272 |
126-196 |
|
|
| 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 |
127-175 |
126-135 |
1-040 |
0.9% |
0-150 |
0.4% |
38% |
False |
False |
10,404 |
| 10 |
127-175 |
126-125 |
1-050 |
0.9% |
0-137 |
0.3% |
39% |
False |
False |
21,005 |
| 20 |
127-175 |
125-245 |
1-250 |
1.4% |
0-125 |
0.3% |
61% |
False |
False |
763,419 |
| 40 |
127-175 |
124-230 |
2-265 |
2.2% |
0-138 |
0.3% |
75% |
False |
False |
1,030,593 |
| 60 |
127-175 |
124-060 |
3-115 |
2.6% |
0-150 |
0.4% |
79% |
False |
False |
1,129,110 |
| 80 |
127-175 |
122-205 |
4-290 |
3.9% |
0-155 |
0.4% |
86% |
False |
False |
1,182,707 |
| 100 |
127-175 |
122-205 |
4-290 |
3.9% |
0-156 |
0.4% |
86% |
False |
False |
956,330 |
| 120 |
127-175 |
122-180 |
4-315 |
3.9% |
0-156 |
0.4% |
86% |
False |
False |
797,122 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-009 |
|
2.618 |
128-108 |
|
1.618 |
127-293 |
|
1.000 |
127-210 |
|
0.618 |
127-158 |
|
HIGH |
127-075 |
|
0.618 |
127-023 |
|
0.500 |
127-008 |
|
0.382 |
126-312 |
|
LOW |
126-260 |
|
0.618 |
126-177 |
|
1.000 |
126-125 |
|
1.618 |
126-042 |
|
2.618 |
125-227 |
|
4.250 |
125-006 |
|
|
| Fisher Pivots for day following 15-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
127-008 |
127-000 |
| PP |
126-308 |
126-303 |
| S1 |
126-289 |
126-287 |
|