ECBOT 10 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 30-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2017 |
30-May-2017 |
Change |
Change % |
Previous Week |
| Open |
125-265 |
125-280 |
0-015 |
0.0% |
125-305 |
| High |
126-025 |
126-065 |
0-040 |
0.1% |
126-025 |
| Low |
125-260 |
125-240 |
-0-020 |
0.0% |
125-145 |
| Close |
125-285 |
126-050 |
0-085 |
0.2% |
125-285 |
| Range |
0-085 |
0-145 |
0-060 |
70.6% |
0-200 |
| ATR |
0-137 |
0-138 |
0-001 |
0.4% |
0-000 |
| Volume |
1,372,392 |
1,544,351 |
171,959 |
12.5% |
4,859,871 |
|
| Daily Pivots for day following 30-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-127 |
127-073 |
126-130 |
|
| R3 |
126-302 |
126-248 |
126-090 |
|
| R2 |
126-157 |
126-157 |
126-077 |
|
| R1 |
126-103 |
126-103 |
126-063 |
126-130 |
| PP |
126-012 |
126-012 |
126-012 |
126-025 |
| S1 |
125-278 |
125-278 |
126-037 |
125-305 |
| S2 |
125-187 |
125-187 |
126-023 |
|
| S3 |
125-042 |
125-133 |
126-010 |
|
| S4 |
124-217 |
124-308 |
125-290 |
|
|
| 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 |
126-065 |
125-145 |
0-240 |
0.6% |
0-121 |
0.3% |
94% |
True |
False |
1,223,956 |
| 10 |
126-130 |
124-310 |
1-140 |
1.1% |
0-138 |
0.3% |
83% |
False |
False |
677,317 |
| 20 |
126-130 |
124-120 |
2-010 |
1.6% |
0-132 |
0.3% |
88% |
False |
False |
344,335 |
| 40 |
126-130 |
124-010 |
2-120 |
1.9% |
0-150 |
0.4% |
89% |
False |
False |
173,128 |
| 60 |
126-130 |
122-020 |
4-110 |
3.4% |
0-128 |
0.3% |
94% |
False |
False |
115,430 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-041 |
|
2.618 |
127-125 |
|
1.618 |
126-300 |
|
1.000 |
126-210 |
|
0.618 |
126-155 |
|
HIGH |
126-065 |
|
0.618 |
126-010 |
|
0.500 |
125-312 |
|
0.382 |
125-295 |
|
LOW |
125-240 |
|
0.618 |
125-150 |
|
1.000 |
125-095 |
|
1.618 |
125-005 |
|
2.618 |
124-180 |
|
4.250 |
123-264 |
|
|
| Fisher Pivots for day following 30-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
126-031 |
126-031 |
| PP |
126-012 |
126-012 |
| S1 |
125-312 |
125-312 |
|