ECBOT 10 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 31-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2017 |
31-May-2017 |
Change |
Change % |
Previous Week |
| Open |
125-280 |
126-050 |
0-090 |
0.2% |
125-305 |
| High |
126-065 |
126-100 |
0-035 |
0.1% |
126-025 |
| Low |
125-240 |
125-315 |
0-075 |
0.2% |
125-145 |
| Close |
126-050 |
126-095 |
0-045 |
0.1% |
125-285 |
| Range |
0-145 |
0-105 |
-0-040 |
-27.6% |
0-200 |
| ATR |
0-138 |
0-135 |
-0-002 |
-1.7% |
0-000 |
| Volume |
1,544,351 |
1,500,761 |
-43,590 |
-2.8% |
4,859,871 |
|
| Daily Pivots for day following 31-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-058 |
127-022 |
126-153 |
|
| R3 |
126-273 |
126-237 |
126-124 |
|
| R2 |
126-168 |
126-168 |
126-114 |
|
| R1 |
126-132 |
126-132 |
126-105 |
126-150 |
| PP |
126-063 |
126-063 |
126-063 |
126-073 |
| S1 |
126-027 |
126-027 |
126-085 |
126-045 |
| S2 |
125-278 |
125-278 |
126-076 |
|
| S3 |
125-173 |
125-242 |
126-066 |
|
| S4 |
125-068 |
125-137 |
126-037 |
|
|
| 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 |
126-100 |
125-145 |
0-275 |
0.7% |
0-109 |
0.3% |
98% |
True |
False |
1,408,530 |
| 10 |
126-130 |
125-075 |
1-055 |
0.9% |
0-134 |
0.3% |
91% |
False |
False |
823,395 |
| 20 |
126-130 |
124-120 |
2-010 |
1.6% |
0-130 |
0.3% |
95% |
False |
False |
419,050 |
| 40 |
126-130 |
124-090 |
2-040 |
1.7% |
0-146 |
0.4% |
95% |
False |
False |
210,634 |
| 60 |
126-130 |
122-020 |
4-110 |
3.4% |
0-130 |
0.3% |
97% |
False |
False |
140,443 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-226 |
|
2.618 |
127-055 |
|
1.618 |
126-270 |
|
1.000 |
126-205 |
|
0.618 |
126-165 |
|
HIGH |
126-100 |
|
0.618 |
126-060 |
|
0.500 |
126-048 |
|
0.382 |
126-035 |
|
LOW |
125-315 |
|
0.618 |
125-250 |
|
1.000 |
125-210 |
|
1.618 |
125-145 |
|
2.618 |
125-040 |
|
4.250 |
124-189 |
|
|
| Fisher Pivots for day following 31-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
126-079 |
126-067 |
| PP |
126-063 |
126-038 |
| S1 |
126-048 |
126-010 |
|