ECBOT 10 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 02-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2017 |
02-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
126-070 |
126-075 |
0-005 |
0.0% |
125-280 |
| High |
126-080 |
126-255 |
0-175 |
0.4% |
126-255 |
| Low |
125-305 |
126-040 |
0-055 |
0.1% |
125-240 |
| Close |
126-060 |
126-205 |
0-145 |
0.4% |
126-205 |
| Range |
0-095 |
0-215 |
0-120 |
126.3% |
1-015 |
| ATR |
0-134 |
0-139 |
0-006 |
4.4% |
0-000 |
| Volume |
1,184,828 |
1,572,705 |
387,877 |
32.7% |
5,802,645 |
|
| Daily Pivots for day following 02-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-172 |
128-083 |
127-003 |
|
| R3 |
127-277 |
127-188 |
126-264 |
|
| R2 |
127-062 |
127-062 |
126-244 |
|
| R1 |
126-293 |
126-293 |
126-225 |
127-018 |
| PP |
126-167 |
126-167 |
126-167 |
126-189 |
| S1 |
126-078 |
126-078 |
126-185 |
126-122 |
| S2 |
125-272 |
125-272 |
126-166 |
|
| S3 |
125-057 |
125-183 |
126-146 |
|
| S4 |
124-162 |
124-288 |
126-087 |
|
|
| Weekly Pivots for week ending 02-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-172 |
129-043 |
127-069 |
|
| R3 |
128-157 |
128-028 |
126-297 |
|
| R2 |
127-142 |
127-142 |
126-266 |
|
| R1 |
127-013 |
127-013 |
126-236 |
127-078 |
| PP |
126-127 |
126-127 |
126-127 |
126-159 |
| S1 |
125-318 |
125-318 |
126-174 |
126-062 |
| S2 |
125-112 |
125-112 |
126-144 |
|
| S3 |
124-097 |
124-303 |
126-113 |
|
| S4 |
123-082 |
123-288 |
126-021 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-255 |
125-240 |
1-015 |
0.8% |
0-129 |
0.3% |
85% |
True |
False |
1,435,007 |
| 10 |
126-255 |
125-145 |
1-110 |
1.1% |
0-118 |
0.3% |
88% |
True |
False |
1,078,930 |
| 20 |
126-255 |
124-120 |
2-135 |
1.9% |
0-133 |
0.3% |
94% |
True |
False |
556,413 |
| 40 |
126-255 |
124-090 |
2-165 |
2.0% |
0-146 |
0.4% |
94% |
True |
False |
279,542 |
| 60 |
126-255 |
122-020 |
4-235 |
3.7% |
0-135 |
0.3% |
97% |
True |
False |
186,402 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-209 |
|
2.618 |
128-178 |
|
1.618 |
127-283 |
|
1.000 |
127-150 |
|
0.618 |
127-068 |
|
HIGH |
126-255 |
|
0.618 |
126-173 |
|
0.500 |
126-148 |
|
0.382 |
126-122 |
|
LOW |
126-040 |
|
0.618 |
125-227 |
|
1.000 |
125-145 |
|
1.618 |
125-012 |
|
2.618 |
124-117 |
|
4.250 |
123-086 |
|
|
| Fisher Pivots for day following 02-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
126-186 |
126-177 |
| PP |
126-167 |
126-148 |
| S1 |
126-148 |
126-120 |
|