ECBOT 10 Year T-Note Future September 2017
Trading Metrics calculated at close of trading on 23-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2017 |
23-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
126-195 |
126-220 |
0-025 |
0.1% |
126-250 |
High |
126-260 |
126-245 |
-0-015 |
0.0% |
126-290 |
Low |
126-185 |
126-180 |
-0-005 |
0.0% |
126-115 |
Close |
126-215 |
126-235 |
0-020 |
0.0% |
126-235 |
Range |
0-075 |
0-065 |
-0-010 |
-13.4% |
0-175 |
ATR |
0-133 |
0-128 |
-0-005 |
-3.6% |
0-000 |
Volume |
884,620 |
714,183 |
-170,437 |
-19.3% |
4,729,772 |
|
Daily Pivots for day following 23-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-095 |
127-070 |
126-271 |
|
R3 |
127-030 |
127-005 |
126-253 |
|
R2 |
126-285 |
126-285 |
126-247 |
|
R1 |
126-260 |
126-260 |
126-241 |
126-272 |
PP |
126-220 |
126-220 |
126-220 |
126-226 |
S1 |
126-195 |
126-195 |
126-229 |
126-208 |
S2 |
126-155 |
126-155 |
126-223 |
|
S3 |
126-090 |
126-130 |
126-217 |
|
S4 |
126-025 |
126-065 |
126-199 |
|
|
Weekly Pivots for week ending 23-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-098 |
128-022 |
127-011 |
|
R3 |
127-243 |
127-167 |
126-283 |
|
R2 |
127-068 |
127-068 |
126-267 |
|
R1 |
126-312 |
126-312 |
126-251 |
126-263 |
PP |
126-213 |
126-213 |
126-213 |
126-189 |
S1 |
126-137 |
126-137 |
126-219 |
126-088 |
S2 |
126-038 |
126-038 |
126-203 |
|
S3 |
125-183 |
125-282 |
126-187 |
|
S4 |
125-008 |
125-107 |
126-139 |
|
|
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% |
0-105 |
0.3% |
69% |
False |
False |
945,954 |
10 |
127-080 |
126-060 |
1-020 |
0.8% |
0-126 |
0.3% |
51% |
False |
False |
1,151,921 |
20 |
127-080 |
125-240 |
1-160 |
1.2% |
0-127 |
0.3% |
66% |
False |
False |
1,208,995 |
40 |
127-080 |
124-120 |
2-280 |
2.3% |
0-130 |
0.3% |
82% |
False |
False |
703,879 |
60 |
127-080 |
123-245 |
3-155 |
2.7% |
0-142 |
0.4% |
85% |
False |
False |
469,805 |
80 |
127-080 |
122-020 |
5-060 |
4.1% |
0-125 |
0.3% |
90% |
False |
False |
352,362 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-201 |
2.618 |
127-095 |
1.618 |
127-030 |
1.000 |
126-310 |
0.618 |
126-285 |
HIGH |
126-245 |
0.618 |
126-220 |
0.500 |
126-212 |
0.382 |
126-205 |
LOW |
126-180 |
0.618 |
126-140 |
1.000 |
126-115 |
1.618 |
126-075 |
2.618 |
126-010 |
4.250 |
125-224 |
|
|
Fisher Pivots for day following 23-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
126-228 |
126-227 |
PP |
126-220 |
126-218 |
S1 |
126-212 |
126-210 |
|