ECBOT 10 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 06-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2017 |
06-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
126-205 |
126-150 |
-0-055 |
-0.1% |
125-280 |
| High |
126-225 |
126-290 |
0-065 |
0.2% |
126-255 |
| Low |
126-125 |
126-140 |
0-015 |
0.0% |
125-240 |
| Close |
126-150 |
126-245 |
0-095 |
0.2% |
126-205 |
| Range |
0-100 |
0-150 |
0-050 |
50.0% |
1-015 |
| ATR |
0-137 |
0-137 |
0-001 |
0.7% |
0-000 |
| Volume |
788,420 |
1,202,060 |
413,640 |
52.5% |
5,802,645 |
|
| Daily Pivots for day following 06-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-035 |
127-290 |
127-008 |
|
| R3 |
127-205 |
127-140 |
126-286 |
|
| R2 |
127-055 |
127-055 |
126-272 |
|
| R1 |
126-310 |
126-310 |
126-259 |
127-023 |
| PP |
126-225 |
126-225 |
126-225 |
126-241 |
| S1 |
126-160 |
126-160 |
126-231 |
126-192 |
| S2 |
126-075 |
126-075 |
126-217 |
|
| S3 |
125-245 |
126-010 |
126-204 |
|
| S4 |
125-095 |
125-180 |
126-162 |
|
|
| 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 |
126-290 |
125-305 |
0-305 |
0.8% |
0-133 |
0.3% |
85% |
True |
False |
1,249,754 |
| 10 |
126-290 |
125-145 |
1-145 |
1.1% |
0-127 |
0.3% |
90% |
True |
False |
1,236,855 |
| 20 |
126-290 |
124-120 |
2-170 |
2.0% |
0-132 |
0.3% |
94% |
True |
False |
655,346 |
| 40 |
126-290 |
124-090 |
2-200 |
2.1% |
0-142 |
0.3% |
95% |
True |
False |
329,287 |
| 60 |
126-290 |
122-020 |
4-270 |
3.8% |
0-139 |
0.3% |
97% |
True |
False |
219,576 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-288 |
|
2.618 |
128-043 |
|
1.618 |
127-213 |
|
1.000 |
127-120 |
|
0.618 |
127-063 |
|
HIGH |
126-290 |
|
0.618 |
126-233 |
|
0.500 |
126-215 |
|
0.382 |
126-197 |
|
LOW |
126-140 |
|
0.618 |
126-047 |
|
1.000 |
125-310 |
|
1.618 |
125-217 |
|
2.618 |
125-067 |
|
4.250 |
124-142 |
|
|
| Fisher Pivots for day following 06-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
126-235 |
126-218 |
| PP |
126-225 |
126-192 |
| S1 |
126-215 |
126-165 |
|