ECBOT 10 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 11-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2017 |
11-May-2017 |
Change |
Change % |
Previous Week |
| Open |
124-285 |
124-255 |
-0-030 |
-0.1% |
125-230 |
| High |
125-055 |
125-015 |
-0-040 |
-0.1% |
125-265 |
| Low |
124-250 |
124-230 |
-0-020 |
-0.1% |
124-275 |
| Close |
124-260 |
124-295 |
0-035 |
0.1% |
125-070 |
| Range |
0-125 |
0-105 |
-0-020 |
-16.0% |
0-310 |
| ATR |
0-159 |
0-155 |
-0-004 |
-2.4% |
0-000 |
| Volume |
1,182,375 |
1,273,761 |
91,386 |
7.7% |
5,682,558 |
|
| Daily Pivots for day following 11-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-282 |
125-233 |
125-033 |
|
| R3 |
125-177 |
125-128 |
125-004 |
|
| R2 |
125-072 |
125-072 |
124-314 |
|
| R1 |
125-023 |
125-023 |
124-305 |
125-048 |
| PP |
124-287 |
124-287 |
124-287 |
124-299 |
| S1 |
124-238 |
124-238 |
124-285 |
124-263 |
| S2 |
124-182 |
124-182 |
124-276 |
|
| S3 |
124-077 |
124-133 |
124-266 |
|
| S4 |
123-292 |
124-028 |
124-237 |
|
|
| Weekly Pivots for week ending 05-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-067 |
127-218 |
125-241 |
|
| R3 |
127-077 |
126-228 |
125-155 |
|
| R2 |
126-087 |
126-087 |
125-127 |
|
| R1 |
125-238 |
125-238 |
125-098 |
125-168 |
| PP |
125-097 |
125-097 |
125-097 |
125-061 |
| S1 |
124-248 |
124-248 |
125-042 |
124-178 |
| S2 |
124-107 |
124-107 |
125-013 |
|
| S3 |
123-117 |
123-258 |
124-305 |
|
| S4 |
122-127 |
122-268 |
124-220 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-135 |
124-230 |
0-225 |
0.6% |
0-128 |
0.3% |
29% |
False |
True |
1,209,158 |
| 10 |
125-265 |
124-230 |
1-035 |
0.9% |
0-136 |
0.3% |
18% |
False |
True |
1,207,430 |
| 20 |
126-200 |
124-230 |
1-290 |
1.5% |
0-153 |
0.4% |
11% |
False |
True |
1,234,188 |
| 40 |
126-200 |
123-115 |
3-085 |
2.6% |
0-161 |
0.4% |
48% |
False |
False |
1,277,084 |
| 60 |
126-200 |
122-205 |
3-315 |
3.2% |
0-163 |
0.4% |
57% |
False |
False |
1,233,733 |
| 80 |
126-200 |
122-205 |
3-315 |
3.2% |
0-166 |
0.4% |
57% |
False |
False |
929,182 |
| 100 |
126-200 |
122-000 |
4-200 |
3.7% |
0-157 |
0.4% |
63% |
False |
False |
743,461 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-141 |
|
2.618 |
125-290 |
|
1.618 |
125-185 |
|
1.000 |
125-120 |
|
0.618 |
125-080 |
|
HIGH |
125-015 |
|
0.618 |
124-295 |
|
0.500 |
124-283 |
|
0.382 |
124-270 |
|
LOW |
124-230 |
|
0.618 |
124-165 |
|
1.000 |
124-125 |
|
1.618 |
124-060 |
|
2.618 |
123-275 |
|
4.250 |
123-104 |
|
|
| Fisher Pivots for day following 11-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
124-291 |
124-303 |
| PP |
124-287 |
124-300 |
| S1 |
124-283 |
124-298 |
|