ECBOT 10 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 05-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2017 |
05-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
126-075 |
126-205 |
0-130 |
0.3% |
125-280 |
| High |
126-255 |
126-225 |
-0-030 |
-0.1% |
126-255 |
| Low |
126-040 |
126-125 |
0-085 |
0.2% |
125-240 |
| Close |
126-205 |
126-150 |
-0-055 |
-0.1% |
126-205 |
| Range |
0-215 |
0-100 |
-0-115 |
-53.5% |
1-015 |
| ATR |
0-139 |
0-137 |
-0-003 |
-2.0% |
0-000 |
| Volume |
1,572,705 |
788,420 |
-784,285 |
-49.9% |
5,802,645 |
|
| Daily Pivots for day following 05-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-147 |
127-088 |
126-205 |
|
| R3 |
127-047 |
126-308 |
126-178 |
|
| R2 |
126-267 |
126-267 |
126-168 |
|
| R1 |
126-208 |
126-208 |
126-159 |
126-188 |
| PP |
126-167 |
126-167 |
126-167 |
126-156 |
| S1 |
126-108 |
126-108 |
126-141 |
126-088 |
| S2 |
126-067 |
126-067 |
126-132 |
|
| S3 |
125-287 |
126-008 |
126-123 |
|
| S4 |
125-187 |
125-228 |
126-095 |
|
|
| 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% |
0-132 |
0.3% |
69% |
False |
False |
1,318,213 |
| 10 |
126-255 |
125-145 |
1-110 |
1.1% |
0-118 |
0.3% |
76% |
False |
False |
1,145,093 |
| 20 |
126-255 |
124-120 |
2-135 |
1.9% |
0-132 |
0.3% |
86% |
False |
False |
595,515 |
| 40 |
126-255 |
124-090 |
2-165 |
2.0% |
0-146 |
0.4% |
87% |
False |
False |
299,246 |
| 60 |
126-255 |
122-020 |
4-235 |
3.7% |
0-137 |
0.3% |
93% |
False |
False |
199,542 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-010 |
|
2.618 |
127-167 |
|
1.618 |
127-067 |
|
1.000 |
127-005 |
|
0.618 |
126-287 |
|
HIGH |
126-225 |
|
0.618 |
126-187 |
|
0.500 |
126-175 |
|
0.382 |
126-163 |
|
LOW |
126-125 |
|
0.618 |
126-063 |
|
1.000 |
126-025 |
|
1.618 |
125-283 |
|
2.618 |
125-183 |
|
4.250 |
125-020 |
|
|
| Fisher Pivots for day following 05-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
126-175 |
126-140 |
| PP |
126-167 |
126-130 |
| S1 |
126-158 |
126-120 |
|