ECBOT 10 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 23-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2017 |
23-May-2017 |
Change |
Change % |
Previous Week |
| Open |
125-305 |
125-250 |
-0-055 |
-0.1% |
125-085 |
| High |
125-305 |
126-010 |
0-025 |
0.1% |
126-130 |
| Low |
125-245 |
125-165 |
-0-080 |
-0.2% |
124-310 |
| Close |
125-265 |
125-180 |
-0-085 |
-0.2% |
125-285 |
| Range |
0-060 |
0-165 |
0-105 |
175.0% |
1-140 |
| ATR |
0-146 |
0-147 |
0-001 |
0.9% |
0-000 |
| Volume |
284,439 |
577,891 |
293,452 |
103.2% |
391,356 |
|
| Daily Pivots for day following 23-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-080 |
126-295 |
125-271 |
|
| R3 |
126-235 |
126-130 |
125-225 |
|
| R2 |
126-070 |
126-070 |
125-210 |
|
| R1 |
125-285 |
125-285 |
125-195 |
125-255 |
| PP |
125-225 |
125-225 |
125-225 |
125-210 |
| S1 |
125-120 |
125-120 |
125-165 |
125-090 |
| S2 |
125-060 |
125-060 |
125-150 |
|
| S3 |
124-215 |
124-275 |
125-135 |
|
| S4 |
124-050 |
124-110 |
125-089 |
|
|
| Weekly Pivots for week ending 19-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-022 |
129-133 |
126-218 |
|
| R3 |
128-202 |
127-313 |
126-091 |
|
| R2 |
127-062 |
127-062 |
126-049 |
|
| R1 |
126-173 |
126-173 |
126-007 |
126-278 |
| PP |
125-242 |
125-242 |
125-242 |
125-294 |
| S1 |
125-033 |
125-033 |
125-243 |
125-138 |
| S2 |
124-102 |
124-102 |
125-201 |
|
| S3 |
122-282 |
123-213 |
125-158 |
|
| S4 |
121-142 |
122-073 |
125-032 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-130 |
125-075 |
1-055 |
0.9% |
0-159 |
0.4% |
28% |
False |
False |
238,259 |
| 10 |
126-130 |
124-120 |
2-010 |
1.6% |
0-144 |
0.4% |
58% |
False |
False |
129,272 |
| 20 |
126-130 |
124-120 |
2-010 |
1.6% |
0-135 |
0.3% |
58% |
False |
False |
67,859 |
| 40 |
126-130 |
123-235 |
2-215 |
2.1% |
0-152 |
0.4% |
68% |
False |
False |
34,582 |
| 60 |
126-130 |
122-020 |
4-110 |
3.5% |
0-122 |
0.3% |
81% |
False |
False |
23,065 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-071 |
|
2.618 |
127-122 |
|
1.618 |
126-277 |
|
1.000 |
126-175 |
|
0.618 |
126-112 |
|
HIGH |
126-010 |
|
0.618 |
125-267 |
|
0.500 |
125-248 |
|
0.382 |
125-228 |
|
LOW |
125-165 |
|
0.618 |
125-063 |
|
1.000 |
125-000 |
|
1.618 |
124-218 |
|
2.618 |
124-053 |
|
4.250 |
123-104 |
|
|
| Fisher Pivots for day following 23-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
125-248 |
125-252 |
| PP |
125-225 |
125-228 |
| S1 |
125-203 |
125-204 |
|