ECBOT 10 Year T-Note Future September 2017
Trading Metrics calculated at close of trading on 30-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2017 |
30-May-2017 |
Change |
Change % |
Previous Week |
Open |
125-265 |
125-280 |
0-015 |
0.0% |
125-305 |
High |
126-025 |
126-065 |
0-040 |
0.1% |
126-025 |
Low |
125-260 |
125-240 |
-0-020 |
0.0% |
125-145 |
Close |
125-285 |
126-050 |
0-085 |
0.2% |
125-285 |
Range |
0-085 |
0-145 |
0-060 |
70.6% |
0-200 |
ATR |
0-137 |
0-138 |
0-001 |
0.4% |
0-000 |
Volume |
1,372,392 |
1,544,351 |
171,959 |
12.5% |
4,859,871 |
|
Daily Pivots for day following 30-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-127 |
127-073 |
126-130 |
|
R3 |
126-302 |
126-248 |
126-090 |
|
R2 |
126-157 |
126-157 |
126-077 |
|
R1 |
126-103 |
126-103 |
126-063 |
126-130 |
PP |
126-012 |
126-012 |
126-012 |
126-025 |
S1 |
125-278 |
125-278 |
126-037 |
125-305 |
S2 |
125-187 |
125-187 |
126-023 |
|
S3 |
125-042 |
125-133 |
126-010 |
|
S4 |
124-217 |
124-308 |
125-290 |
|
|
Weekly Pivots for week ending 26-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-218 |
127-132 |
126-075 |
|
R3 |
127-018 |
126-252 |
126-020 |
|
R2 |
126-138 |
126-138 |
126-002 |
|
R1 |
126-052 |
126-052 |
125-303 |
125-315 |
PP |
125-258 |
125-258 |
125-258 |
125-230 |
S1 |
125-172 |
125-172 |
125-267 |
125-115 |
S2 |
125-058 |
125-058 |
125-248 |
|
S3 |
124-178 |
124-292 |
125-230 |
|
S4 |
123-298 |
124-092 |
125-175 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
126-065 |
125-145 |
0-240 |
0.6% |
0-121 |
0.3% |
94% |
True |
False |
1,223,956 |
10 |
126-130 |
124-310 |
1-140 |
1.1% |
0-138 |
0.3% |
83% |
False |
False |
677,317 |
20 |
126-130 |
124-120 |
2-010 |
1.6% |
0-132 |
0.3% |
88% |
False |
False |
344,335 |
40 |
126-130 |
124-010 |
2-120 |
1.9% |
0-150 |
0.4% |
89% |
False |
False |
173,128 |
60 |
126-130 |
122-020 |
4-110 |
3.4% |
0-128 |
0.3% |
94% |
False |
False |
115,430 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-041 |
2.618 |
127-125 |
1.618 |
126-300 |
1.000 |
126-210 |
0.618 |
126-155 |
HIGH |
126-065 |
0.618 |
126-010 |
0.500 |
125-312 |
0.382 |
125-295 |
LOW |
125-240 |
0.618 |
125-150 |
1.000 |
125-095 |
1.618 |
125-005 |
2.618 |
124-180 |
4.250 |
123-264 |
|
|
Fisher Pivots for day following 30-May-2017 |
Pivot |
1 day |
3 day |
R1 |
126-031 |
126-031 |
PP |
126-012 |
126-012 |
S1 |
125-312 |
125-312 |
|