ECBOT 10 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 20-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2017 |
20-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
126-250 |
126-140 |
-0-110 |
-0.3% |
126-130 |
| High |
126-290 |
126-245 |
-0-045 |
-0.1% |
127-080 |
| Low |
126-130 |
126-115 |
-0-015 |
0.0% |
126-060 |
| Close |
126-145 |
126-240 |
0-095 |
0.2% |
126-240 |
| Range |
0-160 |
0-130 |
-0-030 |
-18.8% |
1-020 |
| ATR |
0-141 |
0-140 |
-0-001 |
-0.6% |
0-000 |
| Volume |
1,005,770 |
1,096,330 |
90,560 |
9.0% |
6,789,441 |
|
| Daily Pivots for day following 20-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-270 |
127-225 |
126-311 |
|
| R3 |
127-140 |
127-095 |
126-276 |
|
| R2 |
127-010 |
127-010 |
126-264 |
|
| R1 |
126-285 |
126-285 |
126-252 |
126-307 |
| PP |
126-200 |
126-200 |
126-200 |
126-211 |
| S1 |
126-155 |
126-155 |
126-228 |
126-178 |
| S2 |
126-070 |
126-070 |
126-216 |
|
| S3 |
125-260 |
126-025 |
126-204 |
|
| S4 |
125-130 |
125-215 |
126-169 |
|
|
| 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 |
126-105 |
0-295 |
0.7% |
0-171 |
0.4% |
46% |
False |
False |
1,367,194 |
| 10 |
127-080 |
126-050 |
1-030 |
0.9% |
0-140 |
0.3% |
54% |
False |
False |
1,238,672 |
| 20 |
127-080 |
125-145 |
1-255 |
1.4% |
0-134 |
0.3% |
72% |
False |
False |
1,237,763 |
| 40 |
127-080 |
124-120 |
2-280 |
2.3% |
0-135 |
0.3% |
83% |
False |
False |
638,411 |
| 60 |
127-080 |
123-235 |
3-165 |
2.8% |
0-145 |
0.4% |
86% |
False |
False |
426,012 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-157 |
|
2.618 |
127-265 |
|
1.618 |
127-135 |
|
1.000 |
127-055 |
|
0.618 |
127-005 |
|
HIGH |
126-245 |
|
0.618 |
126-195 |
|
0.500 |
126-180 |
|
0.382 |
126-165 |
|
LOW |
126-115 |
|
0.618 |
126-035 |
|
1.000 |
125-305 |
|
1.618 |
125-225 |
|
2.618 |
125-095 |
|
4.250 |
124-203 |
|
|
| Fisher Pivots for day following 20-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
126-220 |
126-228 |
| PP |
126-200 |
126-215 |
| S1 |
126-180 |
126-203 |
|