ECBOT 10 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 30-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2017 |
30-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
126-055 |
125-265 |
-0-110 |
-0.3% |
126-235 |
| High |
126-075 |
125-285 |
-0-110 |
-0.3% |
126-290 |
| Low |
125-185 |
125-145 |
-0-040 |
-0.1% |
125-145 |
| Close |
125-260 |
125-170 |
-0-090 |
-0.2% |
125-170 |
| Range |
0-210 |
0-140 |
-0-070 |
-33.3% |
1-145 |
| ATR |
0-139 |
0-139 |
0-000 |
0.1% |
0-000 |
| Volume |
1,915,901 |
1,887,665 |
-28,236 |
-1.5% |
8,074,207 |
|
| Daily Pivots for day following 30-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-300 |
126-215 |
125-247 |
|
| R3 |
126-160 |
126-075 |
125-209 |
|
| R2 |
126-020 |
126-020 |
125-196 |
|
| R1 |
125-255 |
125-255 |
125-183 |
125-228 |
| PP |
125-200 |
125-200 |
125-200 |
125-186 |
| S1 |
125-115 |
125-115 |
125-157 |
125-088 |
| S2 |
125-060 |
125-060 |
125-144 |
|
| S3 |
124-240 |
124-295 |
125-132 |
|
| S4 |
124-100 |
124-155 |
125-093 |
|
|
| Weekly Pivots for week ending 30-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-103 |
129-122 |
126-106 |
|
| R3 |
128-278 |
127-297 |
125-298 |
|
| R2 |
127-133 |
127-133 |
125-255 |
|
| R1 |
126-152 |
126-152 |
125-213 |
126-070 |
| PP |
125-308 |
125-308 |
125-308 |
125-268 |
| S1 |
125-007 |
125-007 |
125-127 |
124-245 |
| S2 |
124-163 |
124-163 |
125-085 |
|
| S3 |
123-018 |
123-182 |
125-042 |
|
| S4 |
121-193 |
122-037 |
124-234 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-290 |
125-145 |
1-145 |
1.2% |
0-163 |
0.4% |
5% |
False |
True |
1,614,841 |
| 10 |
126-290 |
125-145 |
1-145 |
1.2% |
0-134 |
0.3% |
5% |
False |
True |
1,280,397 |
| 20 |
127-080 |
125-145 |
1-255 |
1.4% |
0-135 |
0.3% |
4% |
False |
True |
1,253,954 |
| 40 |
127-080 |
124-120 |
2-280 |
2.3% |
0-134 |
0.3% |
40% |
False |
False |
905,183 |
| 60 |
127-080 |
124-090 |
2-310 |
2.4% |
0-143 |
0.4% |
42% |
False |
False |
604,346 |
| 80 |
127-080 |
122-020 |
5-060 |
4.1% |
0-135 |
0.3% |
67% |
False |
False |
453,290 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-240 |
|
2.618 |
127-012 |
|
1.618 |
126-192 |
|
1.000 |
126-105 |
|
0.618 |
126-052 |
|
HIGH |
125-285 |
|
0.618 |
125-232 |
|
0.500 |
125-215 |
|
0.382 |
125-198 |
|
LOW |
125-145 |
|
0.618 |
125-058 |
|
1.000 |
125-005 |
|
1.618 |
124-238 |
|
2.618 |
124-098 |
|
4.250 |
123-190 |
|
|
| Fisher Pivots for day following 30-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
125-215 |
125-285 |
| PP |
125-200 |
125-247 |
| S1 |
125-185 |
125-208 |
|