ECBOT 10 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 15-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2017 |
15-May-2017 |
Change |
Change % |
Previous Week |
| Open |
125-005 |
125-170 |
0-165 |
0.4% |
125-030 |
| High |
125-190 |
125-205 |
0-015 |
0.0% |
125-190 |
| Low |
124-315 |
125-110 |
0-115 |
0.3% |
124-230 |
| Close |
125-150 |
125-145 |
-0-005 |
0.0% |
125-150 |
| Range |
0-195 |
0-095 |
-0-100 |
-51.3% |
0-280 |
| ATR |
0-160 |
0-155 |
-0-005 |
-2.9% |
0-000 |
| Volume |
1,395,241 |
928,493 |
-466,748 |
-33.5% |
6,120,202 |
|
| Daily Pivots for day following 15-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-118 |
126-067 |
125-197 |
|
| R3 |
126-023 |
125-292 |
125-171 |
|
| R2 |
125-248 |
125-248 |
125-162 |
|
| R1 |
125-197 |
125-197 |
125-154 |
125-175 |
| PP |
125-153 |
125-153 |
125-153 |
125-143 |
| S1 |
125-102 |
125-102 |
125-136 |
125-080 |
| S2 |
125-058 |
125-058 |
125-128 |
|
| S3 |
124-283 |
125-007 |
125-119 |
|
| S4 |
124-188 |
124-232 |
125-093 |
|
|
| Weekly Pivots for week ending 12-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-283 |
127-177 |
125-304 |
|
| R3 |
127-003 |
126-217 |
125-227 |
|
| R2 |
126-043 |
126-043 |
125-201 |
|
| R1 |
125-257 |
125-257 |
125-176 |
125-310 |
| PP |
125-083 |
125-083 |
125-083 |
125-110 |
| S1 |
124-297 |
124-297 |
125-124 |
125-030 |
| S2 |
124-123 |
124-123 |
125-099 |
|
| S3 |
123-163 |
124-017 |
125-073 |
|
| S4 |
122-203 |
123-057 |
124-316 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-205 |
124-230 |
0-295 |
0.7% |
0-124 |
0.3% |
80% |
True |
False |
1,174,906 |
| 10 |
125-265 |
124-230 |
1-035 |
0.9% |
0-135 |
0.3% |
66% |
False |
False |
1,178,231 |
| 20 |
126-200 |
124-230 |
1-290 |
1.5% |
0-150 |
0.4% |
39% |
False |
False |
1,243,683 |
| 40 |
126-200 |
123-210 |
2-310 |
2.4% |
0-160 |
0.4% |
61% |
False |
False |
1,283,253 |
| 60 |
126-200 |
122-205 |
3-315 |
3.2% |
0-162 |
0.4% |
71% |
False |
False |
1,269,318 |
| 80 |
126-200 |
122-205 |
3-315 |
3.2% |
0-164 |
0.4% |
71% |
False |
False |
958,137 |
| 100 |
126-200 |
122-080 |
4-120 |
3.5% |
0-159 |
0.4% |
73% |
False |
False |
766,698 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-289 |
|
2.618 |
126-134 |
|
1.618 |
126-039 |
|
1.000 |
125-300 |
|
0.618 |
125-264 |
|
HIGH |
125-205 |
|
0.618 |
125-169 |
|
0.500 |
125-158 |
|
0.382 |
125-146 |
|
LOW |
125-110 |
|
0.618 |
125-051 |
|
1.000 |
125-015 |
|
1.618 |
124-276 |
|
2.618 |
124-181 |
|
4.250 |
124-026 |
|
|
| Fisher Pivots for day following 15-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
125-158 |
125-116 |
| PP |
125-153 |
125-087 |
| S1 |
125-149 |
125-058 |
|