ECBOT 10 Year T-Note Future June 2017
Trading Metrics calculated at close of trading on 20-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2017 |
20-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
127-000 |
126-210 |
-0-110 |
-0.3% |
126-180 |
High |
127-030 |
126-295 |
-0-055 |
-0.1% |
127-175 |
Low |
126-190 |
126-180 |
-0-010 |
0.0% |
126-145 |
Close |
126-210 |
126-295 |
0-085 |
0.2% |
126-295 |
Range |
0-160 |
0-115 |
-0-045 |
-28.1% |
1-030 |
ATR |
0-138 |
0-137 |
-0-002 |
-1.2% |
0-000 |
Volume |
8,631 |
7,918 |
-713 |
-8.3% |
43,090 |
|
Daily Pivots for day following 20-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-282 |
127-243 |
127-038 |
|
R3 |
127-167 |
127-128 |
127-007 |
|
R2 |
127-052 |
127-052 |
126-316 |
|
R1 |
127-013 |
127-013 |
126-306 |
127-033 |
PP |
126-257 |
126-257 |
126-257 |
126-266 |
S1 |
126-218 |
126-218 |
126-284 |
126-238 |
S2 |
126-142 |
126-142 |
126-274 |
|
S3 |
126-027 |
126-103 |
126-263 |
|
S4 |
125-232 |
125-308 |
126-232 |
|
|
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 |
126-180 |
0-315 |
0.8% |
0-167 |
0.4% |
37% |
False |
True |
8,650 |
10 |
127-175 |
126-135 |
1-040 |
0.9% |
0-133 |
0.3% |
44% |
False |
False |
10,951 |
20 |
127-175 |
125-245 |
1-250 |
1.4% |
0-127 |
0.3% |
65% |
False |
False |
537,445 |
40 |
127-175 |
124-230 |
2-265 |
2.2% |
0-135 |
0.3% |
78% |
False |
False |
936,173 |
60 |
127-175 |
124-065 |
3-110 |
2.6% |
0-150 |
0.4% |
81% |
False |
False |
1,059,226 |
80 |
127-175 |
122-205 |
4-290 |
3.9% |
0-153 |
0.4% |
87% |
False |
False |
1,118,467 |
100 |
127-175 |
122-205 |
4-290 |
3.9% |
0-154 |
0.4% |
87% |
False |
False |
956,384 |
120 |
127-175 |
122-205 |
4-290 |
3.9% |
0-159 |
0.4% |
87% |
False |
False |
797,319 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-144 |
2.618 |
127-276 |
1.618 |
127-161 |
1.000 |
127-090 |
0.618 |
127-046 |
HIGH |
126-295 |
0.618 |
126-251 |
0.500 |
126-238 |
0.382 |
126-224 |
LOW |
126-180 |
0.618 |
126-109 |
1.000 |
126-065 |
1.618 |
125-314 |
2.618 |
125-199 |
4.250 |
125-011 |
|
|
Fisher Pivots for day following 20-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
126-276 |
126-285 |
PP |
126-257 |
126-275 |
S1 |
126-238 |
126-265 |
|