ECBOT 10 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 12-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2017 |
12-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
126-185 |
126-130 |
-0-055 |
-0.1% |
126-205 |
| High |
126-220 |
126-165 |
-0-055 |
-0.1% |
126-290 |
| Low |
126-050 |
126-065 |
0-015 |
0.0% |
126-050 |
| Close |
126-135 |
126-105 |
-0-030 |
-0.1% |
126-135 |
| Range |
0-170 |
0-100 |
-0-070 |
-41.2% |
0-240 |
| ATR |
0-135 |
0-133 |
-0-003 |
-1.9% |
0-000 |
| Volume |
1,089,893 |
1,072,960 |
-16,933 |
-1.6% |
5,485,660 |
|
| Daily Pivots for day following 12-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-092 |
127-038 |
126-160 |
|
| R3 |
126-312 |
126-258 |
126-132 |
|
| R2 |
126-212 |
126-212 |
126-123 |
|
| R1 |
126-158 |
126-158 |
126-114 |
126-135 |
| PP |
126-112 |
126-112 |
126-112 |
126-100 |
| S1 |
126-058 |
126-058 |
126-096 |
126-035 |
| S2 |
126-012 |
126-012 |
126-087 |
|
| S3 |
125-232 |
125-278 |
126-077 |
|
| S4 |
125-132 |
125-178 |
126-050 |
|
|
| Weekly Pivots for week ending 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-238 |
128-107 |
126-267 |
|
| R3 |
127-318 |
127-187 |
126-201 |
|
| R2 |
127-078 |
127-078 |
126-179 |
|
| R1 |
126-267 |
126-267 |
126-157 |
126-213 |
| PP |
126-158 |
126-158 |
126-158 |
126-131 |
| S1 |
126-027 |
126-027 |
126-113 |
125-293 |
| S2 |
125-238 |
125-238 |
126-091 |
|
| S3 |
124-318 |
125-107 |
126-069 |
|
| S4 |
124-078 |
124-187 |
126-003 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-290 |
126-050 |
0-240 |
0.6% |
0-125 |
0.3% |
23% |
False |
False |
1,154,040 |
| 10 |
126-290 |
125-240 |
1-050 |
0.9% |
0-128 |
0.3% |
50% |
False |
False |
1,236,126 |
| 20 |
126-290 |
124-310 |
1-300 |
1.5% |
0-130 |
0.3% |
70% |
False |
False |
880,624 |
| 40 |
126-290 |
124-120 |
2-170 |
2.0% |
0-138 |
0.3% |
77% |
False |
False |
443,425 |
| 60 |
126-290 |
122-300 |
3-310 |
3.1% |
0-141 |
0.3% |
85% |
False |
False |
295,707 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-270 |
|
2.618 |
127-107 |
|
1.618 |
127-007 |
|
1.000 |
126-265 |
|
0.618 |
126-227 |
|
HIGH |
126-165 |
|
0.618 |
126-127 |
|
0.500 |
126-115 |
|
0.382 |
126-103 |
|
LOW |
126-065 |
|
0.618 |
126-003 |
|
1.000 |
125-285 |
|
1.618 |
125-223 |
|
2.618 |
125-123 |
|
4.250 |
124-280 |
|
|
| Fisher Pivots for day following 12-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
126-115 |
126-135 |
| PP |
126-112 |
126-125 |
| S1 |
126-108 |
126-115 |
|