ECBOT 10 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 01-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2017 |
01-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
126-050 |
126-070 |
0-020 |
0.0% |
125-305 |
| High |
126-100 |
126-080 |
-0-020 |
0.0% |
126-025 |
| Low |
125-315 |
125-305 |
-0-010 |
0.0% |
125-145 |
| Close |
126-095 |
126-060 |
-0-035 |
-0.1% |
125-285 |
| Range |
0-105 |
0-095 |
-0-010 |
-9.5% |
0-200 |
| ATR |
0-135 |
0-134 |
-0-002 |
-1.3% |
0-000 |
| Volume |
1,500,761 |
1,184,828 |
-315,933 |
-21.1% |
4,859,871 |
|
| Daily Pivots for day following 01-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-007 |
126-288 |
126-112 |
|
| R3 |
126-232 |
126-193 |
126-086 |
|
| R2 |
126-137 |
126-137 |
126-077 |
|
| R1 |
126-098 |
126-098 |
126-069 |
126-070 |
| PP |
126-042 |
126-042 |
126-042 |
126-027 |
| S1 |
126-003 |
126-003 |
126-051 |
125-295 |
| S2 |
125-267 |
125-267 |
126-043 |
|
| S3 |
125-172 |
125-228 |
126-034 |
|
| S4 |
125-077 |
125-133 |
126-008 |
|
|
| 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 |
125-240 |
0-180 |
0.4% |
0-098 |
0.2% |
78% |
False |
False |
1,416,457 |
| 10 |
126-130 |
125-145 |
0-305 |
0.8% |
0-114 |
0.3% |
77% |
False |
False |
932,399 |
| 20 |
126-130 |
124-120 |
2-010 |
1.6% |
0-129 |
0.3% |
89% |
False |
False |
478,050 |
| 40 |
126-130 |
124-090 |
2-040 |
1.7% |
0-145 |
0.4% |
90% |
False |
False |
240,238 |
| 60 |
126-130 |
122-020 |
4-110 |
3.4% |
0-131 |
0.3% |
95% |
False |
False |
160,190 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-164 |
|
2.618 |
127-009 |
|
1.618 |
126-234 |
|
1.000 |
126-175 |
|
0.618 |
126-139 |
|
HIGH |
126-080 |
|
0.618 |
126-044 |
|
0.500 |
126-032 |
|
0.382 |
126-021 |
|
LOW |
125-305 |
|
0.618 |
125-246 |
|
1.000 |
125-210 |
|
1.618 |
125-151 |
|
2.618 |
125-056 |
|
4.250 |
124-221 |
|
|
| Fisher Pivots for day following 01-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
126-051 |
126-043 |
| PP |
126-042 |
126-027 |
| S1 |
126-032 |
126-010 |
|