ECBOT 10 Year T-Note Future September 2017
Trading Metrics calculated at close of trading on 22-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2017 |
22-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
126-210 |
126-195 |
-0-015 |
0.0% |
126-130 |
High |
126-255 |
126-260 |
0-005 |
0.0% |
127-080 |
Low |
126-160 |
126-185 |
0-025 |
0.1% |
126-060 |
Close |
126-215 |
126-215 |
0-000 |
0.0% |
126-240 |
Range |
0-095 |
0-075 |
-0-020 |
-21.1% |
1-020 |
ATR |
0-137 |
0-133 |
-0-004 |
-3.2% |
0-000 |
Volume |
1,028,869 |
884,620 |
-144,249 |
-14.0% |
6,789,441 |
|
Daily Pivots for day following 22-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-125 |
127-085 |
126-256 |
|
R3 |
127-050 |
127-010 |
126-236 |
|
R2 |
126-295 |
126-295 |
126-229 |
|
R1 |
126-255 |
126-255 |
126-222 |
126-275 |
PP |
126-220 |
126-220 |
126-220 |
126-230 |
S1 |
126-180 |
126-180 |
126-208 |
126-200 |
S2 |
126-145 |
126-145 |
126-201 |
|
S3 |
126-070 |
126-105 |
126-194 |
|
S4 |
125-315 |
126-030 |
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 |
126-290 |
126-115 |
0-175 |
0.4% |
0-116 |
0.3% |
57% |
False |
False |
1,007,141 |
10 |
127-080 |
126-050 |
1-030 |
0.9% |
0-137 |
0.3% |
47% |
False |
False |
1,189,492 |
20 |
127-080 |
125-240 |
1-160 |
1.2% |
0-126 |
0.3% |
61% |
False |
False |
1,247,284 |
40 |
127-080 |
124-120 |
2-280 |
2.3% |
0-131 |
0.3% |
80% |
False |
False |
686,091 |
60 |
127-080 |
123-235 |
3-165 |
2.8% |
0-143 |
0.4% |
84% |
False |
False |
457,902 |
80 |
127-080 |
122-020 |
5-060 |
4.1% |
0-125 |
0.3% |
89% |
False |
False |
343,435 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-259 |
2.618 |
127-136 |
1.618 |
127-061 |
1.000 |
127-015 |
0.618 |
126-306 |
HIGH |
126-260 |
0.618 |
126-231 |
0.500 |
126-222 |
0.382 |
126-214 |
LOW |
126-185 |
0.618 |
126-139 |
1.000 |
126-110 |
1.618 |
126-064 |
2.618 |
125-309 |
4.250 |
125-186 |
|
|
Fisher Pivots for day following 22-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
126-222 |
126-206 |
PP |
126-220 |
126-197 |
S1 |
126-218 |
126-188 |
|