ECBOT 10 Year T-Note Future September 2017
Trading Metrics calculated at close of trading on 16-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2017 |
16-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
126-315 |
126-205 |
-0-110 |
-0.3% |
126-130 |
High |
127-020 |
126-280 |
-0-060 |
-0.1% |
127-080 |
Low |
126-190 |
126-160 |
-0-030 |
-0.1% |
126-060 |
Close |
126-205 |
126-240 |
0-035 |
0.1% |
126-240 |
Range |
0-150 |
0-120 |
-0-030 |
-20.0% |
1-020 |
ATR |
0-141 |
0-140 |
-0-002 |
-1.1% |
0-000 |
Volume |
1,271,460 |
1,020,120 |
-251,340 |
-19.8% |
6,789,441 |
|
Daily Pivots for day following 16-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-267 |
127-213 |
126-306 |
|
R3 |
127-147 |
127-093 |
126-273 |
|
R2 |
127-027 |
127-027 |
126-262 |
|
R1 |
126-293 |
126-293 |
126-251 |
127-000 |
PP |
126-227 |
126-227 |
126-227 |
126-240 |
S1 |
126-173 |
126-173 |
126-229 |
126-200 |
S2 |
126-107 |
126-107 |
126-218 |
|
S3 |
125-307 |
126-053 |
126-207 |
|
S4 |
125-187 |
125-253 |
126-174 |
|
|
Weekly Pivots for week ending 16-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-293 |
129-127 |
127-107 |
|
R3 |
128-273 |
128-107 |
127-014 |
|
R2 |
127-253 |
127-253 |
126-302 |
|
R1 |
127-087 |
127-087 |
126-271 |
127-170 |
PP |
126-233 |
126-233 |
126-233 |
126-275 |
S1 |
126-067 |
126-067 |
126-209 |
126-150 |
S2 |
125-213 |
125-213 |
126-178 |
|
S3 |
124-193 |
125-047 |
126-146 |
|
S4 |
123-173 |
124-027 |
126-053 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
127-080 |
126-060 |
1-020 |
0.8% |
0-148 |
0.4% |
53% |
False |
False |
1,357,888 |
10 |
127-080 |
126-050 |
1-030 |
0.9% |
0-136 |
0.3% |
54% |
False |
False |
1,227,510 |
20 |
127-080 |
125-145 |
1-255 |
1.4% |
0-127 |
0.3% |
72% |
False |
False |
1,153,220 |
40 |
127-080 |
124-120 |
2-280 |
2.3% |
0-135 |
0.3% |
83% |
False |
False |
586,228 |
60 |
127-080 |
123-235 |
3-165 |
2.8% |
0-143 |
0.4% |
86% |
False |
False |
390,977 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-150 |
2.618 |
127-274 |
1.618 |
127-154 |
1.000 |
127-080 |
0.618 |
127-034 |
HIGH |
126-280 |
0.618 |
126-234 |
0.500 |
126-220 |
0.382 |
126-206 |
LOW |
126-160 |
0.618 |
126-086 |
1.000 |
126-040 |
1.618 |
125-286 |
2.618 |
125-166 |
4.250 |
124-290 |
|
|
Fisher Pivots for day following 16-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
126-233 |
126-252 |
PP |
126-227 |
126-248 |
S1 |
126-220 |
126-244 |
|