ECBOT 10 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 08-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2017 |
08-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
126-240 |
126-180 |
-0-060 |
-0.1% |
125-280 |
| High |
126-250 |
126-180 |
-0-070 |
-0.2% |
126-255 |
| Low |
126-155 |
126-070 |
-0-085 |
-0.2% |
125-240 |
| Close |
126-170 |
126-145 |
-0-025 |
-0.1% |
126-205 |
| Range |
0-095 |
0-110 |
0-015 |
15.8% |
1-015 |
| ATR |
0-134 |
0-133 |
-0-002 |
-1.3% |
0-000 |
| Volume |
1,100,916 |
1,304,371 |
203,455 |
18.5% |
5,802,645 |
|
| Daily Pivots for day following 08-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-142 |
127-093 |
126-205 |
|
| R3 |
127-032 |
126-303 |
126-175 |
|
| R2 |
126-242 |
126-242 |
126-165 |
|
| R1 |
126-193 |
126-193 |
126-155 |
126-162 |
| PP |
126-132 |
126-132 |
126-132 |
126-116 |
| S1 |
126-083 |
126-083 |
126-135 |
126-053 |
| S2 |
126-022 |
126-022 |
126-125 |
|
| S3 |
125-232 |
125-293 |
126-115 |
|
| S4 |
125-122 |
125-183 |
126-085 |
|
|
| 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 |
126-040 |
0-250 |
0.6% |
0-134 |
0.3% |
42% |
False |
False |
1,193,694 |
| 10 |
126-290 |
125-240 |
1-050 |
0.9% |
0-116 |
0.3% |
61% |
False |
False |
1,305,075 |
| 20 |
126-290 |
124-120 |
2-170 |
2.0% |
0-131 |
0.3% |
82% |
False |
False |
774,008 |
| 40 |
126-290 |
124-120 |
2-170 |
2.0% |
0-140 |
0.3% |
82% |
False |
False |
389,400 |
| 60 |
126-290 |
122-220 |
4-070 |
3.3% |
0-141 |
0.3% |
89% |
False |
False |
259,661 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-007 |
|
2.618 |
127-148 |
|
1.618 |
127-038 |
|
1.000 |
126-290 |
|
0.618 |
126-248 |
|
HIGH |
126-180 |
|
0.618 |
126-138 |
|
0.500 |
126-125 |
|
0.382 |
126-112 |
|
LOW |
126-070 |
|
0.618 |
126-002 |
|
1.000 |
125-280 |
|
1.618 |
125-212 |
|
2.618 |
125-102 |
|
4.250 |
124-243 |
|
|
| Fisher Pivots for day following 08-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
126-138 |
126-180 |
| PP |
126-132 |
126-168 |
| S1 |
126-125 |
126-157 |
|