ECBOT 10 Year T-Note Future September 2017
Trading Metrics calculated at close of trading on 13-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2017 |
13-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
126-130 |
126-090 |
-0-040 |
-0.1% |
126-205 |
High |
126-165 |
126-135 |
-0-030 |
-0.1% |
126-290 |
Low |
126-065 |
126-060 |
-0-005 |
0.0% |
126-050 |
Close |
126-105 |
126-120 |
0-015 |
0.0% |
126-135 |
Range |
0-100 |
0-075 |
-0-025 |
-25.0% |
0-240 |
ATR |
0-133 |
0-129 |
-0-004 |
-3.1% |
0-000 |
Volume |
1,072,960 |
982,608 |
-90,352 |
-8.4% |
5,485,660 |
|
Daily Pivots for day following 13-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-010 |
126-300 |
126-161 |
|
R3 |
126-255 |
126-225 |
126-141 |
|
R2 |
126-180 |
126-180 |
126-134 |
|
R1 |
126-150 |
126-150 |
126-127 |
126-165 |
PP |
126-105 |
126-105 |
126-105 |
126-113 |
S1 |
126-075 |
126-075 |
126-113 |
126-090 |
S2 |
126-030 |
126-030 |
126-106 |
|
S3 |
125-275 |
126-000 |
126-099 |
|
S4 |
125-200 |
125-245 |
126-079 |
|
|
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 |
126-250 |
126-050 |
0-200 |
0.5% |
0-110 |
0.3% |
35% |
False |
False |
1,110,149 |
10 |
126-290 |
125-305 |
0-305 |
0.8% |
0-122 |
0.3% |
44% |
False |
False |
1,179,952 |
20 |
126-290 |
124-310 |
1-300 |
1.5% |
0-130 |
0.3% |
73% |
False |
False |
928,635 |
40 |
126-290 |
124-120 |
2-170 |
2.0% |
0-135 |
0.3% |
79% |
False |
False |
467,977 |
60 |
126-290 |
123-020 |
3-270 |
3.0% |
0-141 |
0.3% |
86% |
False |
False |
312,083 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-134 |
2.618 |
127-011 |
1.618 |
126-256 |
1.000 |
126-210 |
0.618 |
126-181 |
HIGH |
126-135 |
0.618 |
126-106 |
0.500 |
126-098 |
0.382 |
126-089 |
LOW |
126-060 |
0.618 |
126-014 |
1.000 |
125-305 |
1.618 |
125-259 |
2.618 |
125-184 |
4.250 |
125-061 |
|
|
Fisher Pivots for day following 13-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
126-113 |
126-135 |
PP |
126-105 |
126-130 |
S1 |
126-098 |
126-125 |
|