ECBOT 10 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 26-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2017 |
26-May-2017 |
Change |
Change % |
Previous Week |
| Open |
126-060 |
126-040 |
-0-020 |
0.0% |
126-075 |
| High |
126-080 |
126-120 |
0-040 |
0.1% |
126-120 |
| Low |
126-015 |
126-040 |
0-025 |
0.1% |
125-245 |
| Close |
126-055 |
126-060 |
0-005 |
0.0% |
126-060 |
| Range |
0-065 |
0-080 |
0-015 |
23.1% |
0-195 |
| ATR |
0-148 |
0-143 |
-0-005 |
-3.3% |
0-000 |
| Volume |
2,433,716 |
1,922,254 |
-511,462 |
-21.0% |
9,321,770 |
|
| Daily Pivots for day following 26-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-313 |
126-267 |
126-104 |
|
| R3 |
126-233 |
126-187 |
126-082 |
|
| R2 |
126-153 |
126-153 |
126-075 |
|
| R1 |
126-107 |
126-107 |
126-067 |
126-130 |
| PP |
126-073 |
126-073 |
126-073 |
126-085 |
| S1 |
126-027 |
126-027 |
126-053 |
126-050 |
| S2 |
125-313 |
125-313 |
126-045 |
|
| S3 |
125-233 |
125-267 |
126-038 |
|
| S4 |
125-153 |
125-187 |
126-016 |
|
|
| Weekly Pivots for week ending 26-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-300 |
127-215 |
126-167 |
|
| R3 |
127-105 |
127-020 |
126-114 |
|
| R2 |
126-230 |
126-230 |
126-096 |
|
| R1 |
126-145 |
126-145 |
126-078 |
126-090 |
| PP |
126-035 |
126-035 |
126-035 |
126-007 |
| S1 |
125-270 |
125-270 |
126-042 |
125-215 |
| S2 |
125-160 |
125-160 |
126-024 |
|
| S3 |
124-285 |
125-075 |
126-006 |
|
| S4 |
124-090 |
124-200 |
125-273 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-120 |
125-245 |
0-195 |
0.5% |
0-106 |
0.3% |
69% |
True |
False |
1,864,354 |
| 10 |
126-230 |
125-090 |
1-140 |
1.1% |
0-133 |
0.3% |
63% |
False |
False |
1,752,378 |
| 20 |
126-230 |
124-230 |
2-000 |
1.6% |
0-137 |
0.3% |
73% |
False |
False |
1,466,327 |
| 40 |
126-230 |
124-075 |
2-155 |
2.0% |
0-157 |
0.4% |
79% |
False |
False |
1,409,622 |
| 60 |
126-230 |
122-205 |
4-025 |
3.2% |
0-157 |
0.4% |
87% |
False |
False |
1,351,630 |
| 80 |
126-230 |
122-205 |
4-025 |
3.2% |
0-160 |
0.4% |
87% |
False |
False |
1,164,950 |
| 100 |
126-230 |
122-205 |
4-025 |
3.2% |
0-165 |
0.4% |
87% |
False |
False |
932,650 |
| 120 |
126-230 |
122-000 |
4-230 |
3.7% |
0-144 |
0.4% |
89% |
False |
False |
777,209 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-140 |
|
2.618 |
127-009 |
|
1.618 |
126-249 |
|
1.000 |
126-200 |
|
0.618 |
126-169 |
|
HIGH |
126-120 |
|
0.618 |
126-089 |
|
0.500 |
126-080 |
|
0.382 |
126-071 |
|
LOW |
126-040 |
|
0.618 |
125-311 |
|
1.000 |
125-280 |
|
1.618 |
125-231 |
|
2.618 |
125-151 |
|
4.250 |
125-020 |
|
|
| Fisher Pivots for day following 26-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
126-080 |
126-047 |
| PP |
126-073 |
126-035 |
| S1 |
126-067 |
126-022 |
|