ECBOT 10 Year T-Note Future September 2017
Trading Metrics calculated at close of trading on 14-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2017 |
14-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
126-090 |
126-110 |
0-020 |
0.0% |
126-205 |
High |
126-135 |
127-080 |
0-265 |
0.7% |
126-290 |
Low |
126-060 |
126-105 |
0-045 |
0.1% |
126-050 |
Close |
126-120 |
126-295 |
0-175 |
0.4% |
126-135 |
Range |
0-075 |
0-295 |
0-220 |
293.3% |
0-240 |
ATR |
0-129 |
0-141 |
0-012 |
9.2% |
0-000 |
Volume |
982,608 |
2,442,293 |
1,459,685 |
148.6% |
5,485,660 |
|
Daily Pivots for day following 14-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-192 |
129-058 |
127-137 |
|
R3 |
128-217 |
128-083 |
127-056 |
|
R2 |
127-242 |
127-242 |
127-029 |
|
R1 |
127-108 |
127-108 |
127-002 |
127-175 |
PP |
126-267 |
126-267 |
126-267 |
126-300 |
S1 |
126-133 |
126-133 |
126-268 |
126-200 |
S2 |
125-292 |
125-292 |
126-241 |
|
S3 |
124-317 |
125-158 |
126-214 |
|
S4 |
124-022 |
124-183 |
126-133 |
|
|
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 |
127-080 |
126-050 |
1-030 |
0.9% |
0-150 |
0.4% |
70% |
True |
False |
1,378,425 |
10 |
127-080 |
125-305 |
1-095 |
1.0% |
0-141 |
0.3% |
75% |
True |
False |
1,274,105 |
20 |
127-080 |
125-075 |
2-005 |
1.6% |
0-137 |
0.3% |
84% |
True |
False |
1,048,750 |
40 |
127-080 |
124-120 |
2-280 |
2.3% |
0-136 |
0.3% |
89% |
True |
False |
528,978 |
60 |
127-080 |
123-050 |
4-030 |
3.2% |
0-143 |
0.4% |
92% |
True |
False |
352,787 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
131-054 |
2.618 |
129-212 |
1.618 |
128-237 |
1.000 |
128-055 |
0.618 |
127-262 |
HIGH |
127-080 |
0.618 |
126-287 |
0.500 |
126-252 |
0.382 |
126-218 |
LOW |
126-105 |
0.618 |
125-243 |
1.000 |
125-130 |
1.618 |
124-268 |
2.618 |
123-293 |
4.250 |
122-131 |
|
|
Fisher Pivots for day following 14-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
126-281 |
126-273 |
PP |
126-267 |
126-252 |
S1 |
126-252 |
126-230 |
|