ECBOT 10 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 28-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2017 |
28-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
126-240 |
126-080 |
-0-160 |
-0.4% |
126-250 |
| High |
126-270 |
126-105 |
-0-165 |
-0.4% |
126-290 |
| Low |
126-050 |
125-280 |
-0-090 |
-0.2% |
126-115 |
| Close |
126-090 |
126-065 |
-0-025 |
-0.1% |
126-235 |
| Range |
0-220 |
0-145 |
-0-075 |
-34.1% |
0-175 |
| ATR |
0-133 |
0-133 |
0-001 |
0.7% |
0-000 |
| Volume |
1,626,148 |
1,802,887 |
176,739 |
10.9% |
4,729,772 |
|
| Daily Pivots for day following 28-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-158 |
127-097 |
126-145 |
|
| R3 |
127-013 |
126-272 |
126-105 |
|
| R2 |
126-188 |
126-188 |
126-092 |
|
| R1 |
126-127 |
126-127 |
126-078 |
126-085 |
| PP |
126-043 |
126-043 |
126-043 |
126-022 |
| S1 |
125-302 |
125-302 |
126-052 |
125-260 |
| S2 |
125-218 |
125-218 |
126-038 |
|
| S3 |
125-073 |
125-157 |
126-025 |
|
| S4 |
124-248 |
125-012 |
125-305 |
|
|
| Weekly Pivots for week ending 23-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-098 |
128-022 |
127-011 |
|
| R3 |
127-243 |
127-167 |
126-283 |
|
| R2 |
127-068 |
127-068 |
126-267 |
|
| R1 |
126-312 |
126-312 |
126-251 |
126-263 |
| PP |
126-213 |
126-213 |
126-213 |
126-189 |
| S1 |
126-137 |
126-137 |
126-219 |
126-088 |
| S2 |
126-038 |
126-038 |
126-203 |
|
| S3 |
125-183 |
125-282 |
126-187 |
|
| S4 |
125-008 |
125-107 |
126-139 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-290 |
125-280 |
1-010 |
0.8% |
0-121 |
0.3% |
32% |
False |
True |
1,173,888 |
| 10 |
127-020 |
125-280 |
1-060 |
0.9% |
0-126 |
0.3% |
28% |
False |
True |
1,129,199 |
| 20 |
127-080 |
125-280 |
1-120 |
1.1% |
0-133 |
0.3% |
24% |
False |
True |
1,201,652 |
| 40 |
127-080 |
124-120 |
2-280 |
2.3% |
0-132 |
0.3% |
64% |
False |
False |
810,351 |
| 60 |
127-080 |
124-090 |
2-310 |
2.4% |
0-142 |
0.4% |
65% |
False |
False |
540,973 |
| 80 |
127-080 |
122-020 |
5-060 |
4.1% |
0-131 |
0.3% |
80% |
False |
False |
405,745 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-081 |
|
2.618 |
127-165 |
|
1.618 |
127-020 |
|
1.000 |
126-250 |
|
0.618 |
126-195 |
|
HIGH |
126-105 |
|
0.618 |
126-050 |
|
0.500 |
126-032 |
|
0.382 |
126-015 |
|
LOW |
125-280 |
|
0.618 |
125-190 |
|
1.000 |
125-135 |
|
1.618 |
125-045 |
|
2.618 |
124-220 |
|
4.250 |
123-304 |
|
|
| Fisher Pivots for day following 28-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
126-054 |
126-125 |
| PP |
126-043 |
126-105 |
| S1 |
126-032 |
126-085 |
|