ECBOT 10 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 24-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2017 |
24-May-2017 |
Change |
Change % |
Previous Week |
| Open |
125-250 |
125-185 |
-0-065 |
-0.2% |
125-085 |
| High |
126-010 |
125-295 |
-0-035 |
-0.1% |
126-130 |
| Low |
125-165 |
125-145 |
-0-020 |
0.0% |
124-310 |
| Close |
125-180 |
125-245 |
0-065 |
0.2% |
125-285 |
| Range |
0-165 |
0-150 |
-0-015 |
-9.1% |
1-140 |
| ATR |
0-147 |
0-147 |
0-000 |
0.1% |
0-000 |
| Volume |
577,891 |
1,145,195 |
567,304 |
98.2% |
391,356 |
|
| Daily Pivots for day following 24-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-038 |
126-292 |
126-008 |
|
| R3 |
126-208 |
126-142 |
125-286 |
|
| R2 |
126-058 |
126-058 |
125-272 |
|
| R1 |
125-312 |
125-312 |
125-259 |
126-025 |
| PP |
125-228 |
125-228 |
125-228 |
125-245 |
| S1 |
125-162 |
125-162 |
125-231 |
125-195 |
| S2 |
125-078 |
125-078 |
125-217 |
|
| S3 |
124-248 |
125-012 |
125-204 |
|
| S4 |
124-098 |
124-182 |
125-162 |
|
|
| Weekly Pivots for week ending 19-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-022 |
129-133 |
126-218 |
|
| R3 |
128-202 |
127-313 |
126-091 |
|
| R2 |
127-062 |
127-062 |
126-049 |
|
| R1 |
126-173 |
126-173 |
126-007 |
126-278 |
| PP |
125-242 |
125-242 |
125-242 |
125-294 |
| S1 |
125-033 |
125-033 |
125-243 |
125-138 |
| S2 |
124-102 |
124-102 |
125-201 |
|
| S3 |
122-282 |
123-213 |
125-158 |
|
| S4 |
121-142 |
122-073 |
125-032 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-130 |
125-145 |
0-305 |
0.8% |
0-130 |
0.3% |
33% |
False |
True |
448,342 |
| 10 |
126-130 |
124-120 |
2-010 |
1.6% |
0-147 |
0.4% |
68% |
False |
False |
242,941 |
| 20 |
126-130 |
124-120 |
2-010 |
1.6% |
0-136 |
0.3% |
68% |
False |
False |
124,898 |
| 40 |
126-130 |
123-235 |
2-215 |
2.1% |
0-151 |
0.4% |
76% |
False |
False |
63,212 |
| 60 |
126-130 |
122-020 |
4-110 |
3.5% |
0-124 |
0.3% |
85% |
False |
False |
42,152 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-293 |
|
2.618 |
127-048 |
|
1.618 |
126-218 |
|
1.000 |
126-125 |
|
0.618 |
126-068 |
|
HIGH |
125-295 |
|
0.618 |
125-238 |
|
0.500 |
125-220 |
|
0.382 |
125-202 |
|
LOW |
125-145 |
|
0.618 |
125-052 |
|
1.000 |
124-315 |
|
1.618 |
124-222 |
|
2.618 |
124-072 |
|
4.250 |
123-147 |
|
|
| Fisher Pivots for day following 24-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
125-237 |
125-242 |
| PP |
125-228 |
125-240 |
| S1 |
125-220 |
125-238 |
|