ECBOT 10 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 07-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2017 |
07-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
126-150 |
126-240 |
0-090 |
0.2% |
125-280 |
| High |
126-290 |
126-250 |
-0-040 |
-0.1% |
126-255 |
| Low |
126-140 |
126-155 |
0-015 |
0.0% |
125-240 |
| Close |
126-245 |
126-170 |
-0-075 |
-0.2% |
126-205 |
| Range |
0-150 |
0-095 |
-0-055 |
-36.7% |
1-015 |
| ATR |
0-137 |
0-134 |
-0-003 |
-2.2% |
0-000 |
| Volume |
1,202,060 |
1,100,916 |
-101,144 |
-8.4% |
5,802,645 |
|
| Daily Pivots for day following 07-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-157 |
127-098 |
126-222 |
|
| R3 |
127-062 |
127-003 |
126-196 |
|
| R2 |
126-287 |
126-287 |
126-187 |
|
| R1 |
126-228 |
126-228 |
126-179 |
126-210 |
| PP |
126-192 |
126-192 |
126-192 |
126-183 |
| S1 |
126-133 |
126-133 |
126-161 |
126-115 |
| S2 |
126-097 |
126-097 |
126-153 |
|
| S3 |
126-002 |
126-038 |
126-144 |
|
| S4 |
125-227 |
125-263 |
126-118 |
|
|
| Weekly Pivots for week ending 02-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-172 |
129-043 |
127-069 |
|
| R3 |
128-157 |
128-028 |
126-297 |
|
| R2 |
127-142 |
127-142 |
126-266 |
|
| R1 |
127-013 |
127-013 |
126-236 |
127-078 |
| PP |
126-127 |
126-127 |
126-127 |
126-159 |
| S1 |
125-318 |
125-318 |
126-174 |
126-062 |
| S2 |
125-112 |
125-112 |
126-144 |
|
| S3 |
124-097 |
124-303 |
126-113 |
|
| S4 |
123-082 |
123-288 |
126-021 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-290 |
125-305 |
0-305 |
0.8% |
0-131 |
0.3% |
61% |
False |
False |
1,169,785 |
| 10 |
126-290 |
125-145 |
1-145 |
1.1% |
0-120 |
0.3% |
74% |
False |
False |
1,289,158 |
| 20 |
126-290 |
124-120 |
2-170 |
2.0% |
0-132 |
0.3% |
85% |
False |
False |
709,215 |
| 40 |
126-290 |
124-120 |
2-170 |
2.0% |
0-141 |
0.3% |
85% |
False |
False |
356,795 |
| 60 |
126-290 |
122-020 |
4-270 |
3.8% |
0-141 |
0.3% |
92% |
False |
False |
237,924 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-014 |
|
2.618 |
127-179 |
|
1.618 |
127-084 |
|
1.000 |
127-025 |
|
0.618 |
126-309 |
|
HIGH |
126-250 |
|
0.618 |
126-214 |
|
0.500 |
126-203 |
|
0.382 |
126-191 |
|
LOW |
126-155 |
|
0.618 |
126-096 |
|
1.000 |
126-060 |
|
1.618 |
126-001 |
|
2.618 |
125-226 |
|
4.250 |
125-071 |
|
|
| Fisher Pivots for day following 07-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
126-203 |
126-208 |
| PP |
126-192 |
126-195 |
| S1 |
126-181 |
126-183 |
|