ECBOT 10 Year T-Note Future September 2017
Trading Metrics calculated at close of trading on 27-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2017 |
27-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
126-235 |
126-240 |
0-005 |
0.0% |
126-250 |
High |
126-290 |
126-270 |
-0-020 |
0.0% |
126-290 |
Low |
126-190 |
126-050 |
-0-140 |
-0.3% |
126-115 |
Close |
126-250 |
126-090 |
-0-160 |
-0.4% |
126-235 |
Range |
0-100 |
0-220 |
0-120 |
120.0% |
0-175 |
ATR |
0-126 |
0-133 |
0-007 |
5.3% |
0-000 |
Volume |
841,606 |
1,626,148 |
784,542 |
93.2% |
4,729,772 |
|
Daily Pivots for day following 27-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-157 |
128-023 |
126-211 |
|
R3 |
127-257 |
127-123 |
126-151 |
|
R2 |
127-037 |
127-037 |
126-130 |
|
R1 |
126-223 |
126-223 |
126-110 |
126-180 |
PP |
126-137 |
126-137 |
126-137 |
126-115 |
S1 |
126-003 |
126-003 |
126-070 |
125-280 |
S2 |
125-237 |
125-237 |
126-050 |
|
S3 |
125-017 |
125-103 |
126-030 |
|
S4 |
124-117 |
124-203 |
125-289 |
|
|
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 |
126-050 |
0-240 |
0.6% |
0-111 |
0.3% |
17% |
False |
True |
1,019,085 |
10 |
127-080 |
126-050 |
1-030 |
0.9% |
0-141 |
0.3% |
11% |
False |
True |
1,193,139 |
20 |
127-080 |
125-305 |
1-095 |
1.0% |
0-131 |
0.3% |
25% |
False |
False |
1,186,546 |
40 |
127-080 |
124-120 |
2-280 |
2.3% |
0-131 |
0.3% |
66% |
False |
False |
765,440 |
60 |
127-080 |
124-010 |
3-070 |
2.5% |
0-144 |
0.4% |
70% |
False |
False |
510,934 |
80 |
127-080 |
122-020 |
5-060 |
4.1% |
0-129 |
0.3% |
81% |
False |
False |
383,209 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
129-245 |
2.618 |
128-206 |
1.618 |
127-306 |
1.000 |
127-170 |
0.618 |
127-086 |
HIGH |
126-270 |
0.618 |
126-186 |
0.500 |
126-160 |
0.382 |
126-134 |
LOW |
126-050 |
0.618 |
125-234 |
1.000 |
125-150 |
1.618 |
125-014 |
2.618 |
124-114 |
4.250 |
123-075 |
|
|
Fisher Pivots for day following 27-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
126-160 |
126-170 |
PP |
126-137 |
126-143 |
S1 |
126-113 |
126-117 |
|