ECBOT 10 Year T-Note Future June 2017
Trading Metrics calculated at close of trading on 19-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2017 |
19-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
126-265 |
127-000 |
0-055 |
0.1% |
126-180 |
High |
127-020 |
127-030 |
0-010 |
0.0% |
127-175 |
Low |
126-230 |
126-190 |
-0-040 |
-0.1% |
126-145 |
Close |
126-295 |
126-210 |
-0-085 |
-0.2% |
126-295 |
Range |
0-110 |
0-160 |
0-050 |
45.5% |
1-030 |
ATR |
0-137 |
0-138 |
0-002 |
1.2% |
0-000 |
Volume |
7,023 |
8,631 |
1,608 |
22.9% |
43,090 |
|
Daily Pivots for day following 19-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-090 |
127-310 |
126-298 |
|
R3 |
127-250 |
127-150 |
126-254 |
|
R2 |
127-090 |
127-090 |
126-239 |
|
R1 |
126-310 |
126-310 |
126-225 |
126-280 |
PP |
126-250 |
126-250 |
126-250 |
126-235 |
S1 |
126-150 |
126-150 |
126-195 |
126-120 |
S2 |
126-090 |
126-090 |
126-181 |
|
S3 |
125-250 |
125-310 |
126-166 |
|
S4 |
125-090 |
125-150 |
126-122 |
|
|
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% |
0-156 |
0.4% |
19% |
False |
False |
8,750 |
10 |
127-175 |
126-135 |
1-040 |
0.9% |
0-134 |
0.3% |
21% |
False |
False |
13,596 |
20 |
127-175 |
125-245 |
1-250 |
1.4% |
0-125 |
0.3% |
50% |
False |
False |
586,351 |
40 |
127-175 |
124-230 |
2-265 |
2.2% |
0-137 |
0.3% |
69% |
False |
False |
974,676 |
60 |
127-175 |
124-065 |
3-110 |
2.6% |
0-150 |
0.4% |
73% |
False |
False |
1,075,834 |
80 |
127-175 |
122-205 |
4-290 |
3.9% |
0-154 |
0.4% |
82% |
False |
False |
1,139,667 |
100 |
127-175 |
122-205 |
4-290 |
3.9% |
0-155 |
0.4% |
82% |
False |
False |
956,406 |
120 |
127-175 |
122-180 |
4-315 |
3.9% |
0-158 |
0.4% |
82% |
False |
False |
797,253 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
129-070 |
2.618 |
128-129 |
1.618 |
127-289 |
1.000 |
127-190 |
0.618 |
127-129 |
HIGH |
127-030 |
0.618 |
126-289 |
0.500 |
126-270 |
0.382 |
126-251 |
LOW |
126-190 |
0.618 |
126-091 |
1.000 |
126-030 |
1.618 |
125-251 |
2.618 |
125-091 |
4.250 |
124-150 |
|
|
Fisher Pivots for day following 19-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
126-270 |
126-293 |
PP |
126-250 |
126-265 |
S1 |
126-230 |
126-238 |
|