ECBOT 10 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 18-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2017 |
18-May-2017 |
Change |
Change % |
Previous Week |
| Open |
125-175 |
126-140 |
0-285 |
0.7% |
125-030 |
| High |
126-145 |
126-230 |
0-085 |
0.2% |
125-190 |
| Low |
125-175 |
126-050 |
0-195 |
0.5% |
124-230 |
| Close |
126-135 |
126-090 |
-0-045 |
-0.1% |
125-150 |
| Range |
0-290 |
0-180 |
-0-110 |
-37.9% |
0-280 |
| ATR |
0-164 |
0-165 |
0-001 |
0.7% |
0-000 |
| Volume |
2,428,546 |
2,330,748 |
-97,798 |
-4.0% |
6,120,202 |
|
| Daily Pivots for day following 18-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-023 |
127-237 |
126-189 |
|
| R3 |
127-163 |
127-057 |
126-140 |
|
| R2 |
126-303 |
126-303 |
126-123 |
|
| R1 |
126-197 |
126-197 |
126-107 |
126-160 |
| PP |
126-123 |
126-123 |
126-123 |
126-105 |
| S1 |
126-017 |
126-017 |
126-074 |
125-300 |
| S2 |
125-263 |
125-263 |
126-057 |
|
| S3 |
125-083 |
125-157 |
126-041 |
|
| S4 |
124-223 |
124-297 |
125-311 |
|
|
| 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 |
126-230 |
124-315 |
1-235 |
1.4% |
0-180 |
0.4% |
75% |
True |
False |
1,674,196 |
| 10 |
126-230 |
124-230 |
2-000 |
1.6% |
0-154 |
0.4% |
78% |
True |
False |
1,441,677 |
| 20 |
126-230 |
124-230 |
2-000 |
1.6% |
0-151 |
0.4% |
78% |
True |
False |
1,354,014 |
| 40 |
126-230 |
124-060 |
2-170 |
2.0% |
0-163 |
0.4% |
83% |
True |
False |
1,328,253 |
| 60 |
126-230 |
122-205 |
4-025 |
3.2% |
0-164 |
0.4% |
89% |
True |
False |
1,342,974 |
| 80 |
126-230 |
122-205 |
4-025 |
3.2% |
0-163 |
0.4% |
89% |
True |
False |
1,033,671 |
| 100 |
126-230 |
122-180 |
4-050 |
3.3% |
0-164 |
0.4% |
89% |
True |
False |
827,170 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-035 |
|
2.618 |
128-061 |
|
1.618 |
127-201 |
|
1.000 |
127-090 |
|
0.618 |
127-021 |
|
HIGH |
126-230 |
|
0.618 |
126-161 |
|
0.500 |
126-140 |
|
0.382 |
126-119 |
|
LOW |
126-050 |
|
0.618 |
125-259 |
|
1.000 |
125-190 |
|
1.618 |
125-079 |
|
2.618 |
124-219 |
|
4.250 |
123-245 |
|
|
| Fisher Pivots for day following 18-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
126-140 |
126-060 |
| PP |
126-123 |
126-030 |
| S1 |
126-107 |
126-000 |
|