ECBOT 10 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 04-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2017 |
04-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
124-190 |
125-065 |
0-195 |
0.5% |
124-135 |
| High |
125-075 |
125-115 |
0-040 |
0.1% |
124-295 |
| Low |
124-160 |
124-285 |
0-125 |
0.3% |
124-065 |
| Close |
125-010 |
125-010 |
0-000 |
0.0% |
124-180 |
| Range |
0-235 |
0-150 |
-0-085 |
-36.2% |
0-230 |
| ATR |
0-165 |
0-164 |
-0-001 |
-0.6% |
0-000 |
| Volume |
1,559,814 |
1,266,102 |
-293,712 |
-18.8% |
6,280,855 |
|
| Daily Pivots for day following 04-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-160 |
126-075 |
125-093 |
|
| R3 |
126-010 |
125-245 |
125-051 |
|
| R2 |
125-180 |
125-180 |
125-038 |
|
| R1 |
125-095 |
125-095 |
125-024 |
125-063 |
| PP |
125-030 |
125-030 |
125-030 |
125-014 |
| S1 |
124-265 |
124-265 |
124-316 |
124-232 |
| S2 |
124-200 |
124-200 |
124-303 |
|
| S3 |
124-050 |
124-115 |
124-289 |
|
| S4 |
123-220 |
123-285 |
124-248 |
|
|
| 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 |
125-115 |
124-065 |
1-050 |
0.9% |
0-158 |
0.4% |
72% |
True |
False |
1,323,468 |
| 10 |
125-115 |
124-060 |
1-055 |
0.9% |
0-151 |
0.4% |
72% |
True |
False |
1,332,342 |
| 20 |
125-115 |
122-205 |
2-230 |
2.2% |
0-165 |
0.4% |
88% |
True |
False |
1,296,003 |
| 40 |
125-115 |
122-205 |
2-230 |
2.2% |
0-162 |
0.4% |
88% |
True |
False |
1,028,614 |
| 60 |
125-115 |
122-205 |
2-230 |
2.2% |
0-169 |
0.4% |
88% |
True |
False |
687,162 |
| 80 |
125-115 |
122-000 |
3-115 |
2.7% |
0-143 |
0.4% |
90% |
True |
False |
515,393 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-113 |
|
2.618 |
126-188 |
|
1.618 |
126-038 |
|
1.000 |
125-265 |
|
0.618 |
125-208 |
|
HIGH |
125-115 |
|
0.618 |
125-058 |
|
0.500 |
125-040 |
|
0.382 |
125-022 |
|
LOW |
124-285 |
|
0.618 |
124-192 |
|
1.000 |
124-135 |
|
1.618 |
124-042 |
|
2.618 |
123-212 |
|
4.250 |
122-287 |
|
|
| Fisher Pivots for day following 04-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
125-040 |
124-305 |
| PP |
125-030 |
124-280 |
| S1 |
125-020 |
124-255 |
|