ECBOT 10 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 09-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2017 |
09-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
126-180 |
126-185 |
0-005 |
0.0% |
126-205 |
| High |
126-180 |
126-220 |
0-040 |
0.1% |
126-290 |
| Low |
126-070 |
126-050 |
-0-020 |
0.0% |
126-050 |
| Close |
126-145 |
126-135 |
-0-010 |
0.0% |
126-135 |
| Range |
0-110 |
0-170 |
0-060 |
54.6% |
0-240 |
| ATR |
0-133 |
0-135 |
0-003 |
2.0% |
0-000 |
| Volume |
1,304,371 |
1,089,893 |
-214,478 |
-16.4% |
5,485,660 |
|
| Daily Pivots for day following 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-005 |
127-240 |
126-228 |
|
| R3 |
127-155 |
127-070 |
126-182 |
|
| R2 |
126-305 |
126-305 |
126-166 |
|
| R1 |
126-220 |
126-220 |
126-151 |
126-178 |
| PP |
126-135 |
126-135 |
126-135 |
126-114 |
| S1 |
126-050 |
126-050 |
126-119 |
126-008 |
| S2 |
125-285 |
125-285 |
126-104 |
|
| S3 |
125-115 |
125-200 |
126-088 |
|
| S4 |
124-265 |
125-030 |
126-042 |
|
|
| Weekly Pivots for week ending 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-238 |
128-107 |
126-267 |
|
| R3 |
127-318 |
127-187 |
126-201 |
|
| R2 |
127-078 |
127-078 |
126-179 |
|
| R1 |
126-267 |
126-267 |
126-157 |
126-213 |
| PP |
126-158 |
126-158 |
126-158 |
126-131 |
| S1 |
126-027 |
126-027 |
126-113 |
125-293 |
| S2 |
125-238 |
125-238 |
126-091 |
|
| S3 |
124-318 |
125-107 |
126-069 |
|
| S4 |
124-078 |
124-187 |
126-003 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-290 |
126-050 |
0-240 |
0.6% |
0-125 |
0.3% |
35% |
False |
True |
1,097,132 |
| 10 |
126-290 |
125-240 |
1-050 |
0.9% |
0-127 |
0.3% |
58% |
False |
False |
1,266,069 |
| 20 |
126-290 |
124-215 |
2-075 |
1.8% |
0-135 |
0.3% |
78% |
False |
False |
827,510 |
| 40 |
126-290 |
124-120 |
2-170 |
2.0% |
0-139 |
0.3% |
81% |
False |
False |
416,608 |
| 60 |
126-290 |
122-260 |
4-030 |
3.2% |
0-142 |
0.3% |
88% |
False |
False |
277,826 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-302 |
|
2.618 |
128-025 |
|
1.618 |
127-175 |
|
1.000 |
127-070 |
|
0.618 |
127-005 |
|
HIGH |
126-220 |
|
0.618 |
126-155 |
|
0.500 |
126-135 |
|
0.382 |
126-115 |
|
LOW |
126-050 |
|
0.618 |
125-265 |
|
1.000 |
125-200 |
|
1.618 |
125-095 |
|
2.618 |
124-245 |
|
4.250 |
123-288 |
|
|
| Fisher Pivots for day following 09-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
126-135 |
126-150 |
| PP |
126-135 |
126-145 |
| S1 |
126-135 |
126-140 |
|