ECBOT 10 Year T-Note Future September 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 |
125-280 |
125-265 |
-0-015 |
0.0% |
125-305 |
| High |
125-300 |
126-025 |
0-045 |
0.1% |
126-025 |
| Low |
125-240 |
125-260 |
0-020 |
0.0% |
125-145 |
| Close |
125-275 |
125-285 |
0-010 |
0.0% |
125-285 |
| Range |
0-060 |
0-085 |
0-025 |
41.7% |
0-200 |
| ATR |
0-141 |
0-137 |
-0-004 |
-2.8% |
0-000 |
| Volume |
1,479,954 |
1,372,392 |
-107,562 |
-7.3% |
4,859,871 |
|
| Daily Pivots for day following 26-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-232 |
126-183 |
126-012 |
|
| R3 |
126-147 |
126-098 |
125-308 |
|
| R2 |
126-062 |
126-062 |
125-301 |
|
| R1 |
126-013 |
126-013 |
125-293 |
126-037 |
| PP |
125-297 |
125-297 |
125-297 |
125-309 |
| S1 |
125-248 |
125-248 |
125-277 |
125-272 |
| S2 |
125-212 |
125-212 |
125-269 |
|
| S3 |
125-127 |
125-163 |
125-262 |
|
| S4 |
125-042 |
125-078 |
125-238 |
|
|
| Weekly Pivots for week ending 26-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-218 |
127-132 |
126-075 |
|
| R3 |
127-018 |
126-252 |
126-020 |
|
| R2 |
126-138 |
126-138 |
126-002 |
|
| R1 |
126-052 |
126-052 |
125-303 |
125-315 |
| PP |
125-258 |
125-258 |
125-258 |
125-230 |
| S1 |
125-172 |
125-172 |
125-267 |
125-115 |
| S2 |
125-058 |
125-058 |
125-248 |
|
| S3 |
124-178 |
124-292 |
125-230 |
|
| S4 |
123-298 |
124-092 |
125-175 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-025 |
125-145 |
0-200 |
0.5% |
0-104 |
0.3% |
70% |
True |
False |
971,974 |
| 10 |
126-130 |
124-310 |
1-140 |
1.1% |
0-132 |
0.3% |
64% |
False |
False |
525,122 |
| 20 |
126-130 |
124-120 |
2-010 |
1.6% |
0-131 |
0.3% |
75% |
False |
False |
267,172 |
| 40 |
126-130 |
123-250 |
2-200 |
2.1% |
0-149 |
0.4% |
80% |
False |
False |
134,519 |
| 60 |
126-130 |
122-020 |
4-110 |
3.5% |
0-126 |
0.3% |
88% |
False |
False |
89,691 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-066 |
|
2.618 |
126-248 |
|
1.618 |
126-163 |
|
1.000 |
126-110 |
|
0.618 |
126-078 |
|
HIGH |
126-025 |
|
0.618 |
125-313 |
|
0.500 |
125-302 |
|
0.382 |
125-292 |
|
LOW |
125-260 |
|
0.618 |
125-207 |
|
1.000 |
125-175 |
|
1.618 |
125-122 |
|
2.618 |
125-037 |
|
4.250 |
124-219 |
|
|
| Fisher Pivots for day following 26-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
125-302 |
125-272 |
| PP |
125-297 |
125-258 |
| S1 |
125-291 |
125-245 |
|