ECBOT 10 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 03-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2017 |
03-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
124-105 |
124-190 |
0-085 |
0.2% |
124-135 |
| High |
124-200 |
125-075 |
0-195 |
0.5% |
124-295 |
| Low |
124-075 |
124-160 |
0-085 |
0.2% |
124-065 |
| Close |
124-180 |
125-010 |
0-150 |
0.4% |
124-180 |
| Range |
0-125 |
0-235 |
0-110 |
88.0% |
0-230 |
| ATR |
0-160 |
0-165 |
0-005 |
3.4% |
0-000 |
| Volume |
1,525,342 |
1,559,814 |
34,472 |
2.3% |
6,280,855 |
|
| Daily Pivots for day following 03-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-040 |
126-260 |
125-139 |
|
| R3 |
126-125 |
126-025 |
125-075 |
|
| R2 |
125-210 |
125-210 |
125-053 |
|
| R1 |
125-110 |
125-110 |
125-032 |
125-160 |
| PP |
124-295 |
124-295 |
124-295 |
125-000 |
| S1 |
124-195 |
124-195 |
124-308 |
124-245 |
| S2 |
124-060 |
124-060 |
124-287 |
|
| S3 |
123-145 |
123-280 |
124-265 |
|
| S4 |
122-230 |
123-045 |
124-201 |
|
|
| Weekly Pivots for week ending 31-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-230 |
126-115 |
124-307 |
|
| R3 |
126-000 |
125-205 |
124-243 |
|
| R2 |
125-090 |
125-090 |
124-222 |
|
| R1 |
124-295 |
124-295 |
124-201 |
125-033 |
| PP |
124-180 |
124-180 |
124-180 |
124-209 |
| S1 |
124-065 |
124-065 |
124-159 |
124-122 |
| S2 |
123-270 |
123-270 |
124-138 |
|
| S3 |
123-040 |
123-155 |
124-117 |
|
| S4 |
122-130 |
122-245 |
124-053 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-075 |
124-065 |
1-010 |
0.8% |
0-164 |
0.4% |
80% |
True |
False |
1,339,327 |
| 10 |
125-075 |
123-245 |
1-150 |
1.2% |
0-158 |
0.4% |
86% |
True |
False |
1,384,672 |
| 20 |
125-075 |
122-205 |
2-190 |
2.1% |
0-162 |
0.4% |
92% |
True |
False |
1,275,697 |
| 40 |
125-075 |
122-205 |
2-190 |
2.1% |
0-162 |
0.4% |
92% |
True |
False |
997,069 |
| 60 |
125-075 |
122-205 |
2-190 |
2.1% |
0-171 |
0.4% |
92% |
True |
False |
666,062 |
| 80 |
125-075 |
122-000 |
3-075 |
2.6% |
0-142 |
0.4% |
94% |
True |
False |
499,567 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-114 |
|
2.618 |
127-050 |
|
1.618 |
126-135 |
|
1.000 |
125-310 |
|
0.618 |
125-220 |
|
HIGH |
125-075 |
|
0.618 |
124-305 |
|
0.500 |
124-278 |
|
0.382 |
124-250 |
|
LOW |
124-160 |
|
0.618 |
124-015 |
|
1.000 |
123-245 |
|
1.618 |
123-100 |
|
2.618 |
122-185 |
|
4.250 |
121-121 |
|
|
| Fisher Pivots for day following 03-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
124-313 |
124-298 |
| PP |
124-295 |
124-267 |
| S1 |
124-278 |
124-235 |
|