ECBOT 10 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 17-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2017 |
17-May-2017 |
Change |
Change % |
Previous Week |
| Open |
125-140 |
125-175 |
0-035 |
0.1% |
125-030 |
| High |
125-230 |
126-145 |
0-235 |
0.6% |
125-190 |
| Low |
125-090 |
125-175 |
0-085 |
0.2% |
124-230 |
| Close |
125-175 |
126-135 |
0-280 |
0.7% |
125-150 |
| Range |
0-140 |
0-290 |
0-150 |
107.1% |
0-280 |
| ATR |
0-154 |
0-164 |
0-010 |
6.3% |
0-000 |
| Volume |
1,287,954 |
2,428,546 |
1,140,592 |
88.6% |
6,120,202 |
|
| Daily Pivots for day following 17-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-275 |
128-175 |
126-294 |
|
| R3 |
127-305 |
127-205 |
126-215 |
|
| R2 |
127-015 |
127-015 |
126-188 |
|
| R1 |
126-235 |
126-235 |
126-162 |
126-285 |
| PP |
126-045 |
126-045 |
126-045 |
126-070 |
| S1 |
125-265 |
125-265 |
126-108 |
125-315 |
| S2 |
125-075 |
125-075 |
126-082 |
|
| S3 |
124-105 |
124-295 |
126-055 |
|
| S4 |
123-135 |
124-005 |
125-296 |
|
|
| 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 |
126-145 |
124-230 |
1-235 |
1.4% |
0-165 |
0.4% |
98% |
True |
False |
1,462,799 |
| 10 |
126-145 |
124-230 |
1-235 |
1.4% |
0-149 |
0.4% |
98% |
True |
False |
1,333,179 |
| 20 |
126-145 |
124-230 |
1-235 |
1.4% |
0-150 |
0.4% |
98% |
True |
False |
1,297,766 |
| 40 |
126-200 |
124-060 |
2-140 |
1.9% |
0-162 |
0.4% |
92% |
False |
False |
1,311,956 |
| 60 |
126-200 |
122-205 |
3-315 |
3.2% |
0-164 |
0.4% |
95% |
False |
False |
1,322,470 |
| 80 |
126-200 |
122-205 |
3-315 |
3.2% |
0-164 |
0.4% |
95% |
False |
False |
1,004,558 |
| 100 |
126-200 |
122-180 |
4-020 |
3.2% |
0-162 |
0.4% |
95% |
False |
False |
803,863 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-097 |
|
2.618 |
128-264 |
|
1.618 |
127-294 |
|
1.000 |
127-115 |
|
0.618 |
127-004 |
|
HIGH |
126-145 |
|
0.618 |
126-034 |
|
0.500 |
126-000 |
|
0.382 |
125-286 |
|
LOW |
125-175 |
|
0.618 |
124-316 |
|
1.000 |
124-205 |
|
1.618 |
124-026 |
|
2.618 |
123-056 |
|
4.250 |
121-223 |
|
|
| Fisher Pivots for day following 17-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
126-090 |
126-076 |
| PP |
126-045 |
126-017 |
| S1 |
126-000 |
125-278 |
|