ECBOT 10 Year T-Note Future June 2017
Trading Metrics calculated at close of trading on 16-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2017 |
16-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
127-075 |
126-265 |
-0-130 |
-0.3% |
126-180 |
High |
127-075 |
127-020 |
-0-055 |
-0.1% |
127-175 |
Low |
126-260 |
126-230 |
-0-030 |
-0.1% |
126-145 |
Close |
126-270 |
126-295 |
0-025 |
0.1% |
126-295 |
Range |
0-135 |
0-110 |
-0-025 |
-18.5% |
1-030 |
ATR |
0-139 |
0-137 |
-0-002 |
-1.5% |
0-000 |
Volume |
9,569 |
7,023 |
-2,546 |
-26.6% |
43,090 |
|
Daily Pivots for day following 16-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-298 |
127-247 |
127-035 |
|
R3 |
127-188 |
127-137 |
127-005 |
|
R2 |
127-078 |
127-078 |
126-315 |
|
R1 |
127-027 |
127-027 |
126-305 |
127-052 |
PP |
126-288 |
126-288 |
126-288 |
126-301 |
S1 |
126-237 |
126-237 |
126-285 |
126-263 |
S2 |
126-178 |
126-178 |
126-275 |
|
S3 |
126-068 |
126-127 |
126-265 |
|
S4 |
125-278 |
126-017 |
126-235 |
|
|
Weekly Pivots for week ending 16-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
130-082 |
129-218 |
127-168 |
|
R3 |
129-052 |
128-188 |
127-071 |
|
R2 |
128-022 |
128-022 |
127-039 |
|
R1 |
127-158 |
127-158 |
127-007 |
127-250 |
PP |
126-312 |
126-312 |
126-312 |
127-038 |
S1 |
126-128 |
126-128 |
126-263 |
126-220 |
S2 |
125-282 |
125-282 |
126-231 |
|
S3 |
124-252 |
125-098 |
126-199 |
|
S4 |
123-222 |
124-068 |
126-102 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
127-175 |
126-145 |
1-030 |
0.9% |
0-141 |
0.3% |
43% |
False |
False |
8,618 |
10 |
127-175 |
126-135 |
1-040 |
0.9% |
0-127 |
0.3% |
44% |
False |
False |
15,361 |
20 |
127-175 |
125-245 |
1-250 |
1.4% |
0-122 |
0.3% |
65% |
False |
False |
647,233 |
40 |
127-175 |
124-230 |
2-265 |
2.2% |
0-136 |
0.3% |
78% |
False |
False |
1,000,623 |
60 |
127-175 |
124-060 |
3-115 |
2.6% |
0-150 |
0.4% |
81% |
False |
False |
1,101,246 |
80 |
127-175 |
122-205 |
4-290 |
3.9% |
0-154 |
0.4% |
87% |
False |
False |
1,169,038 |
100 |
127-175 |
122-205 |
4-290 |
3.9% |
0-155 |
0.4% |
87% |
False |
False |
956,383 |
120 |
127-175 |
122-180 |
4-315 |
3.9% |
0-157 |
0.4% |
87% |
False |
False |
797,181 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-167 |
2.618 |
127-308 |
1.618 |
127-198 |
1.000 |
127-130 |
0.618 |
127-088 |
HIGH |
127-020 |
0.618 |
126-298 |
0.500 |
126-285 |
0.382 |
126-272 |
LOW |
126-230 |
0.618 |
126-162 |
1.000 |
126-120 |
1.618 |
126-052 |
2.618 |
125-262 |
4.250 |
125-083 |
|
|
Fisher Pivots for day following 16-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
126-292 |
127-018 |
PP |
126-288 |
127-003 |
S1 |
126-285 |
126-309 |
|