ECBOT 10 Year T-Note Future September 2017
Trading Metrics calculated at close of trading on 26-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2017 |
26-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
126-220 |
126-235 |
0-015 |
0.0% |
126-250 |
High |
126-245 |
126-290 |
0-045 |
0.1% |
126-290 |
Low |
126-180 |
126-190 |
0-010 |
0.0% |
126-115 |
Close |
126-235 |
126-250 |
0-015 |
0.0% |
126-235 |
Range |
0-065 |
0-100 |
0-035 |
53.9% |
0-175 |
ATR |
0-128 |
0-126 |
-0-002 |
-1.6% |
0-000 |
Volume |
714,183 |
841,606 |
127,423 |
17.8% |
4,729,772 |
|
Daily Pivots for day following 26-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-223 |
127-177 |
126-305 |
|
R3 |
127-123 |
127-077 |
126-278 |
|
R2 |
127-023 |
127-023 |
126-268 |
|
R1 |
126-297 |
126-297 |
126-259 |
127-000 |
PP |
126-243 |
126-243 |
126-243 |
126-255 |
S1 |
126-197 |
126-197 |
126-241 |
126-220 |
S2 |
126-143 |
126-143 |
126-232 |
|
S3 |
126-043 |
126-097 |
126-223 |
|
S4 |
125-263 |
125-317 |
126-195 |
|
|
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% |
0-093 |
0.2% |
77% |
True |
False |
913,121 |
10 |
127-080 |
126-060 |
1-020 |
0.8% |
0-126 |
0.3% |
56% |
False |
False |
1,128,785 |
20 |
127-080 |
125-240 |
1-160 |
1.2% |
0-127 |
0.3% |
69% |
False |
False |
1,182,456 |
40 |
127-080 |
124-120 |
2-280 |
2.3% |
0-129 |
0.3% |
84% |
False |
False |
724,814 |
60 |
127-080 |
123-250 |
3-150 |
2.7% |
0-142 |
0.3% |
86% |
False |
False |
483,832 |
80 |
127-080 |
122-020 |
5-060 |
4.1% |
0-126 |
0.3% |
91% |
False |
False |
362,882 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-075 |
2.618 |
127-232 |
1.618 |
127-132 |
1.000 |
127-070 |
0.618 |
127-032 |
HIGH |
126-290 |
0.618 |
126-252 |
0.500 |
126-240 |
0.382 |
126-228 |
LOW |
126-190 |
0.618 |
126-128 |
1.000 |
126-090 |
1.618 |
126-028 |
2.618 |
125-248 |
4.250 |
125-085 |
|
|
Fisher Pivots for day following 26-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
126-247 |
126-245 |
PP |
126-243 |
126-240 |
S1 |
126-240 |
126-235 |
|