ECBOT 10 Year T-Note Future September 2017
Trading Metrics calculated at close of trading on 15-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2017 |
15-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
126-110 |
126-315 |
0-205 |
0.5% |
126-205 |
High |
127-080 |
127-020 |
-0-060 |
-0.1% |
126-290 |
Low |
126-105 |
126-190 |
0-085 |
0.2% |
126-050 |
Close |
126-295 |
126-205 |
-0-090 |
-0.2% |
126-135 |
Range |
0-295 |
0-150 |
-0-145 |
-49.2% |
0-240 |
ATR |
0-141 |
0-141 |
0-001 |
0.5% |
0-000 |
Volume |
2,442,293 |
1,271,460 |
-1,170,833 |
-47.9% |
5,485,660 |
|
Daily Pivots for day following 15-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-055 |
127-280 |
126-287 |
|
R3 |
127-225 |
127-130 |
126-246 |
|
R2 |
127-075 |
127-075 |
126-232 |
|
R1 |
126-300 |
126-300 |
126-219 |
126-272 |
PP |
126-245 |
126-245 |
126-245 |
126-231 |
S1 |
126-150 |
126-150 |
126-191 |
126-123 |
S2 |
126-095 |
126-095 |
126-177 |
|
S3 |
125-265 |
126-000 |
126-164 |
|
S4 |
125-115 |
125-170 |
126-123 |
|
|
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% |
0-158 |
0.4% |
44% |
False |
False |
1,371,842 |
10 |
127-080 |
126-040 |
1-040 |
0.9% |
0-146 |
0.4% |
46% |
False |
False |
1,282,768 |
20 |
127-080 |
125-145 |
1-255 |
1.4% |
0-130 |
0.3% |
66% |
False |
False |
1,107,584 |
40 |
127-080 |
124-120 |
2-280 |
2.3% |
0-136 |
0.3% |
79% |
False |
False |
560,756 |
60 |
127-080 |
123-235 |
3-165 |
2.8% |
0-142 |
0.4% |
83% |
False |
False |
373,976 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
129-017 |
2.618 |
128-093 |
1.618 |
127-263 |
1.000 |
127-170 |
0.618 |
127-113 |
HIGH |
127-020 |
0.618 |
126-283 |
0.500 |
126-265 |
0.382 |
126-247 |
LOW |
126-190 |
0.618 |
126-097 |
1.000 |
126-040 |
1.618 |
125-267 |
2.618 |
125-117 |
4.250 |
124-193 |
|
|
Fisher Pivots for day following 15-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
126-265 |
126-230 |
PP |
126-245 |
126-222 |
S1 |
126-225 |
126-213 |
|