ECBOT 10 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 19-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2017 |
19-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
126-205 |
126-250 |
0-045 |
0.1% |
126-130 |
| High |
126-280 |
126-290 |
0-010 |
0.0% |
127-080 |
| Low |
126-160 |
126-130 |
-0-030 |
-0.1% |
126-060 |
| Close |
126-240 |
126-145 |
-0-095 |
-0.2% |
126-240 |
| Range |
0-120 |
0-160 |
0-040 |
33.3% |
1-020 |
| ATR |
0-140 |
0-141 |
0-001 |
1.0% |
0-000 |
| Volume |
1,020,120 |
1,005,770 |
-14,350 |
-1.4% |
6,789,441 |
|
| Daily Pivots for day following 19-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-028 |
127-247 |
126-233 |
|
| R3 |
127-188 |
127-087 |
126-189 |
|
| R2 |
127-028 |
127-028 |
126-174 |
|
| R1 |
126-247 |
126-247 |
126-160 |
126-218 |
| PP |
126-188 |
126-188 |
126-188 |
126-174 |
| S1 |
126-087 |
126-087 |
126-130 |
126-058 |
| S2 |
126-028 |
126-028 |
126-116 |
|
| S3 |
125-188 |
125-247 |
126-101 |
|
| S4 |
125-028 |
125-087 |
126-057 |
|
|
| 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% |
0-160 |
0.4% |
25% |
False |
False |
1,344,450 |
| 10 |
127-080 |
126-050 |
1-030 |
0.9% |
0-142 |
0.4% |
27% |
False |
False |
1,249,245 |
| 20 |
127-080 |
125-145 |
1-255 |
1.4% |
0-130 |
0.3% |
56% |
False |
False |
1,197,169 |
| 40 |
127-080 |
124-120 |
2-280 |
2.3% |
0-137 |
0.3% |
72% |
False |
False |
611,118 |
| 60 |
127-080 |
123-235 |
3-165 |
2.8% |
0-144 |
0.4% |
77% |
False |
False |
407,740 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-010 |
|
2.618 |
128-069 |
|
1.618 |
127-229 |
|
1.000 |
127-130 |
|
0.618 |
127-069 |
|
HIGH |
126-290 |
|
0.618 |
126-229 |
|
0.500 |
126-210 |
|
0.382 |
126-191 |
|
LOW |
126-130 |
|
0.618 |
126-031 |
|
1.000 |
125-290 |
|
1.618 |
125-191 |
|
2.618 |
125-031 |
|
4.250 |
124-090 |
|
|
| Fisher Pivots for day following 19-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
126-210 |
126-235 |
| PP |
126-188 |
126-205 |
| S1 |
126-167 |
126-175 |
|