ECBOT 10 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 25-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2017 |
25-May-2017 |
Change |
Change % |
Previous Week |
| Open |
125-185 |
125-280 |
0-095 |
0.2% |
125-085 |
| High |
125-295 |
125-300 |
0-005 |
0.0% |
126-130 |
| Low |
125-145 |
125-240 |
0-095 |
0.2% |
124-310 |
| Close |
125-245 |
125-275 |
0-030 |
0.1% |
125-285 |
| Range |
0-150 |
0-060 |
-0-090 |
-60.0% |
1-140 |
| ATR |
0-147 |
0-141 |
-0-006 |
-4.2% |
0-000 |
| Volume |
1,145,195 |
1,479,954 |
334,759 |
29.2% |
391,356 |
|
| Daily Pivots for day following 25-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-132 |
126-103 |
125-308 |
|
| R3 |
126-072 |
126-043 |
125-292 |
|
| R2 |
126-012 |
126-012 |
125-286 |
|
| R1 |
125-303 |
125-303 |
125-281 |
125-288 |
| PP |
125-272 |
125-272 |
125-272 |
125-264 |
| S1 |
125-243 |
125-243 |
125-270 |
125-228 |
| S2 |
125-212 |
125-212 |
125-264 |
|
| S3 |
125-152 |
125-183 |
125-259 |
|
| S4 |
125-092 |
125-123 |
125-242 |
|
|
| 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 |
126-020 |
125-145 |
0-195 |
0.5% |
0-107 |
0.3% |
67% |
False |
False |
722,853 |
| 10 |
126-130 |
124-215 |
1-235 |
1.4% |
0-143 |
0.4% |
68% |
False |
False |
388,951 |
| 20 |
126-130 |
124-120 |
2-010 |
1.6% |
0-134 |
0.3% |
73% |
False |
False |
198,762 |
| 40 |
126-130 |
123-245 |
2-205 |
2.1% |
0-150 |
0.4% |
79% |
False |
False |
100,210 |
| 60 |
126-130 |
122-020 |
4-110 |
3.5% |
0-124 |
0.3% |
87% |
False |
False |
66,818 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-235 |
|
2.618 |
126-137 |
|
1.618 |
126-077 |
|
1.000 |
126-040 |
|
0.618 |
126-017 |
|
HIGH |
125-300 |
|
0.618 |
125-277 |
|
0.500 |
125-270 |
|
0.382 |
125-263 |
|
LOW |
125-240 |
|
0.618 |
125-203 |
|
1.000 |
125-180 |
|
1.618 |
125-143 |
|
2.618 |
125-083 |
|
4.250 |
124-305 |
|
|
| Fisher Pivots for day following 25-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
125-273 |
125-263 |
| PP |
125-272 |
125-250 |
| S1 |
125-270 |
125-238 |
|