ECBOT 10 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 21-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2017 |
21-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
126-140 |
126-210 |
0-070 |
0.2% |
126-130 |
| High |
126-245 |
126-255 |
0-010 |
0.0% |
127-080 |
| Low |
126-115 |
126-160 |
0-045 |
0.1% |
126-060 |
| Close |
126-240 |
126-215 |
-0-025 |
-0.1% |
126-240 |
| Range |
0-130 |
0-095 |
-0-035 |
-26.9% |
1-020 |
| ATR |
0-140 |
0-137 |
-0-003 |
-2.3% |
0-000 |
| Volume |
1,096,330 |
1,028,869 |
-67,461 |
-6.2% |
6,789,441 |
|
| Daily Pivots for day following 21-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-175 |
127-130 |
126-267 |
|
| R3 |
127-080 |
127-035 |
126-241 |
|
| R2 |
126-305 |
126-305 |
126-232 |
|
| R1 |
126-260 |
126-260 |
126-224 |
126-283 |
| PP |
126-210 |
126-210 |
126-210 |
126-221 |
| S1 |
126-165 |
126-165 |
126-206 |
126-188 |
| S2 |
126-115 |
126-115 |
126-198 |
|
| S3 |
126-020 |
126-070 |
126-189 |
|
| S4 |
125-245 |
125-295 |
126-163 |
|
|
| 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 |
127-020 |
126-115 |
0-225 |
0.6% |
0-131 |
0.3% |
44% |
False |
False |
1,084,509 |
| 10 |
127-080 |
126-050 |
1-030 |
0.9% |
0-140 |
0.3% |
47% |
False |
False |
1,231,467 |
| 20 |
127-080 |
125-145 |
1-255 |
1.4% |
0-130 |
0.3% |
68% |
False |
False |
1,260,312 |
| 40 |
127-080 |
124-120 |
2-280 |
2.3% |
0-132 |
0.3% |
80% |
False |
False |
664,086 |
| 60 |
127-080 |
123-235 |
3-165 |
2.8% |
0-144 |
0.4% |
84% |
False |
False |
443,159 |
| 80 |
127-080 |
122-020 |
5-060 |
4.1% |
0-124 |
0.3% |
89% |
False |
False |
332,377 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-019 |
|
2.618 |
127-184 |
|
1.618 |
127-089 |
|
1.000 |
127-030 |
|
0.618 |
126-314 |
|
HIGH |
126-255 |
|
0.618 |
126-219 |
|
0.500 |
126-208 |
|
0.382 |
126-196 |
|
LOW |
126-160 |
|
0.618 |
126-101 |
|
1.000 |
126-065 |
|
1.618 |
126-006 |
|
2.618 |
125-231 |
|
4.250 |
125-076 |
|
|
| Fisher Pivots for day following 21-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
126-213 |
126-211 |
| PP |
126-210 |
126-207 |
| S1 |
126-208 |
126-203 |
|