ECBOT 10 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 12-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2017 |
12-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
124-280 |
125-155 |
0-195 |
0.5% |
124-190 |
| High |
125-180 |
126-000 |
0-140 |
0.3% |
125-250 |
| Low |
124-280 |
125-115 |
0-155 |
0.4% |
124-160 |
| Close |
125-155 |
125-150 |
-0-005 |
0.0% |
124-260 |
| Range |
0-220 |
0-205 |
-0-015 |
-6.8% |
1-090 |
| ATR |
0-175 |
0-177 |
0-002 |
1.2% |
0-000 |
| Volume |
1,485,530 |
1,370,086 |
-115,444 |
-7.8% |
7,453,415 |
|
| Daily Pivots for day following 12-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-170 |
127-045 |
125-263 |
|
| R3 |
126-285 |
126-160 |
125-206 |
|
| R2 |
126-080 |
126-080 |
125-188 |
|
| R1 |
125-275 |
125-275 |
125-169 |
125-235 |
| PP |
125-195 |
125-195 |
125-195 |
125-175 |
| S1 |
125-070 |
125-070 |
125-131 |
125-030 |
| S2 |
124-310 |
124-310 |
125-112 |
|
| S3 |
124-105 |
124-185 |
125-094 |
|
| S4 |
123-220 |
123-300 |
125-037 |
|
|
| Weekly Pivots for week ending 07-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-280 |
128-040 |
125-166 |
|
| R3 |
127-190 |
126-270 |
125-053 |
|
| R2 |
126-100 |
126-100 |
125-015 |
|
| R1 |
125-180 |
125-180 |
124-298 |
125-300 |
| PP |
125-010 |
125-010 |
125-010 |
125-070 |
| S1 |
124-090 |
124-090 |
124-222 |
124-210 |
| S2 |
123-240 |
123-240 |
124-185 |
|
| S3 |
122-150 |
123-000 |
124-147 |
|
| S4 |
121-060 |
121-230 |
124-034 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-000 |
124-200 |
1-120 |
1.1% |
0-203 |
0.5% |
61% |
True |
False |
1,390,169 |
| 10 |
126-000 |
124-075 |
1-245 |
1.4% |
0-184 |
0.5% |
70% |
True |
False |
1,384,032 |
| 20 |
126-000 |
123-115 |
2-205 |
2.1% |
0-169 |
0.4% |
80% |
True |
False |
1,319,981 |
| 40 |
126-000 |
122-205 |
3-115 |
2.7% |
0-168 |
0.4% |
84% |
True |
False |
1,233,505 |
| 60 |
126-000 |
122-205 |
3-115 |
2.7% |
0-171 |
0.4% |
84% |
True |
False |
827,513 |
| 80 |
126-000 |
122-000 |
4-000 |
3.2% |
0-158 |
0.4% |
87% |
True |
False |
620,779 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-231 |
|
2.618 |
127-217 |
|
1.618 |
127-012 |
|
1.000 |
126-205 |
|
0.618 |
126-127 |
|
HIGH |
126-000 |
|
0.618 |
125-242 |
|
0.500 |
125-218 |
|
0.382 |
125-193 |
|
LOW |
125-115 |
|
0.618 |
124-308 |
|
1.000 |
124-230 |
|
1.618 |
124-103 |
|
2.618 |
123-218 |
|
4.250 |
122-204 |
|
|
| Fisher Pivots for day following 12-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
125-218 |
125-133 |
| PP |
125-195 |
125-117 |
| S1 |
125-173 |
125-100 |
|