ECBOT 10 Year T-Note Future June 2017
Trading Metrics calculated at close of trading on 21-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2017 |
21-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
126-210 |
126-280 |
0-070 |
0.2% |
126-180 |
High |
126-295 |
126-315 |
0-020 |
0.0% |
127-175 |
Low |
126-180 |
126-215 |
0-035 |
0.1% |
126-145 |
Close |
126-295 |
126-270 |
-0-025 |
-0.1% |
126-295 |
Range |
0-115 |
0-100 |
-0-015 |
-13.0% |
1-030 |
ATR |
0-137 |
0-134 |
-0-003 |
-1.9% |
0-000 |
Volume |
7,918 |
4,378 |
-3,540 |
-44.7% |
43,090 |
|
Daily Pivots for day following 21-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-247 |
127-198 |
127-005 |
|
R3 |
127-147 |
127-098 |
126-298 |
|
R2 |
127-047 |
127-047 |
126-288 |
|
R1 |
126-318 |
126-318 |
126-279 |
126-293 |
PP |
126-267 |
126-267 |
126-267 |
126-254 |
S1 |
126-218 |
126-218 |
126-261 |
126-193 |
S2 |
126-167 |
126-167 |
126-252 |
|
S3 |
126-067 |
126-118 |
126-243 |
|
S4 |
125-287 |
126-018 |
126-215 |
|
|
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 |
127-075 |
126-180 |
0-215 |
0.5% |
0-124 |
0.3% |
42% |
False |
False |
7,503 |
10 |
127-175 |
126-135 |
1-040 |
0.9% |
0-134 |
0.3% |
38% |
False |
False |
9,215 |
20 |
127-175 |
125-245 |
1-250 |
1.4% |
0-124 |
0.3% |
61% |
False |
False |
453,920 |
40 |
127-175 |
124-230 |
2-265 |
2.2% |
0-133 |
0.3% |
75% |
False |
False |
908,358 |
60 |
127-175 |
124-065 |
3-110 |
2.6% |
0-149 |
0.4% |
79% |
False |
False |
1,040,232 |
80 |
127-175 |
122-205 |
4-290 |
3.9% |
0-152 |
0.4% |
86% |
False |
False |
1,104,324 |
100 |
127-175 |
122-205 |
4-290 |
3.9% |
0-154 |
0.4% |
86% |
False |
False |
956,410 |
120 |
127-175 |
122-205 |
4-290 |
3.9% |
0-159 |
0.4% |
86% |
False |
False |
797,355 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-100 |
2.618 |
127-257 |
1.618 |
127-157 |
1.000 |
127-095 |
0.618 |
127-057 |
HIGH |
126-315 |
0.618 |
126-277 |
0.500 |
126-265 |
0.382 |
126-253 |
LOW |
126-215 |
0.618 |
126-153 |
1.000 |
126-115 |
1.618 |
126-053 |
2.618 |
125-273 |
4.250 |
125-110 |
|
|
Fisher Pivots for day following 21-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
126-268 |
126-268 |
PP |
126-267 |
126-267 |
S1 |
126-265 |
126-265 |
|