ECBOT 10 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 14-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2017 |
14-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
126-170 |
126-180 |
0-010 |
0.0% |
126-275 |
| High |
126-205 |
127-175 |
0-290 |
0.7% |
127-045 |
| Low |
126-145 |
126-180 |
0-035 |
0.1% |
126-135 |
| Close |
126-195 |
127-035 |
0-160 |
0.4% |
126-210 |
| Range |
0-060 |
0-315 |
0-255 |
425.0% |
0-230 |
| ATR |
0-125 |
0-139 |
0-014 |
10.8% |
0-000 |
| Volume |
8,417 |
10,110 |
1,693 |
20.1% |
110,520 |
|
| Daily Pivots for day following 14-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-008 |
129-177 |
127-208 |
|
| R3 |
129-013 |
128-182 |
127-122 |
|
| R2 |
128-018 |
128-018 |
127-093 |
|
| R1 |
127-187 |
127-187 |
127-064 |
127-263 |
| PP |
127-023 |
127-023 |
127-023 |
127-061 |
| S1 |
126-192 |
126-192 |
127-006 |
126-268 |
| S2 |
126-028 |
126-028 |
126-297 |
|
| S3 |
125-033 |
125-197 |
126-268 |
|
| S4 |
124-038 |
124-202 |
126-182 |
|
|
| Weekly Pivots for week ending 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-287 |
128-158 |
127-017 |
|
| R3 |
128-057 |
127-248 |
126-273 |
|
| R2 |
127-147 |
127-147 |
126-252 |
|
| R1 |
127-018 |
127-018 |
126-231 |
126-288 |
| PP |
126-237 |
126-237 |
126-237 |
126-211 |
| S1 |
126-108 |
126-108 |
126-189 |
126-058 |
| S2 |
126-007 |
126-007 |
126-168 |
|
| S3 |
125-097 |
125-198 |
126-147 |
|
| S4 |
124-187 |
124-288 |
126-084 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127-175 |
126-135 |
1-040 |
0.9% |
0-143 |
0.4% |
61% |
True |
False |
10,927 |
| 10 |
127-175 |
126-075 |
1-100 |
1.0% |
0-132 |
0.3% |
67% |
True |
False |
29,765 |
| 20 |
127-175 |
125-175 |
2-000 |
1.6% |
0-133 |
0.3% |
78% |
True |
False |
884,368 |
| 40 |
127-175 |
124-230 |
2-265 |
2.2% |
0-138 |
0.3% |
85% |
True |
False |
1,060,319 |
| 60 |
127-175 |
123-245 |
3-250 |
3.0% |
0-151 |
0.4% |
88% |
True |
False |
1,158,774 |
| 80 |
127-175 |
122-205 |
4-290 |
3.9% |
0-154 |
0.4% |
91% |
True |
False |
1,187,337 |
| 100 |
127-175 |
122-205 |
4-290 |
3.9% |
0-158 |
0.4% |
91% |
True |
False |
956,255 |
| 120 |
127-175 |
122-180 |
4-315 |
3.9% |
0-155 |
0.4% |
91% |
True |
False |
797,043 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-234 |
|
2.618 |
130-040 |
|
1.618 |
129-045 |
|
1.000 |
128-170 |
|
0.618 |
128-050 |
|
HIGH |
127-175 |
|
0.618 |
127-055 |
|
0.500 |
127-018 |
|
0.382 |
126-300 |
|
LOW |
126-180 |
|
0.618 |
125-305 |
|
1.000 |
125-185 |
|
1.618 |
124-310 |
|
2.618 |
123-315 |
|
4.250 |
122-121 |
|
|
| Fisher Pivots for day following 14-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
127-029 |
127-023 |
| PP |
127-023 |
127-012 |
| S1 |
127-018 |
127-000 |
|