ECBOT 10 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 29-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2017 |
29-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
126-080 |
126-055 |
-0-025 |
-0.1% |
126-250 |
| High |
126-105 |
126-075 |
-0-030 |
-0.1% |
126-290 |
| Low |
125-280 |
125-185 |
-0-095 |
-0.2% |
126-115 |
| Close |
126-065 |
125-260 |
-0-125 |
-0.3% |
126-235 |
| Range |
0-145 |
0-210 |
0-065 |
44.8% |
0-175 |
| ATR |
0-133 |
0-139 |
0-005 |
4.1% |
0-000 |
| Volume |
1,802,887 |
1,915,901 |
113,014 |
6.3% |
4,729,772 |
|
| Daily Pivots for day following 29-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-270 |
127-155 |
126-056 |
|
| R3 |
127-060 |
126-265 |
125-318 |
|
| R2 |
126-170 |
126-170 |
125-299 |
|
| R1 |
126-055 |
126-055 |
125-279 |
126-008 |
| PP |
125-280 |
125-280 |
125-280 |
125-256 |
| S1 |
125-165 |
125-165 |
125-241 |
125-117 |
| S2 |
125-070 |
125-070 |
125-221 |
|
| S3 |
124-180 |
124-275 |
125-202 |
|
| S4 |
123-290 |
124-065 |
125-144 |
|
|
| 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 |
125-185 |
1-105 |
1.1% |
0-148 |
0.4% |
18% |
False |
True |
1,380,145 |
| 10 |
126-290 |
125-185 |
1-105 |
1.1% |
0-132 |
0.3% |
18% |
False |
True |
1,193,643 |
| 20 |
127-080 |
125-185 |
1-215 |
1.3% |
0-139 |
0.3% |
14% |
False |
True |
1,238,206 |
| 40 |
127-080 |
124-120 |
2-280 |
2.3% |
0-134 |
0.3% |
50% |
False |
False |
858,128 |
| 60 |
127-080 |
124-090 |
2-310 |
2.4% |
0-143 |
0.4% |
52% |
False |
False |
572,894 |
| 80 |
127-080 |
122-020 |
5-060 |
4.1% |
0-133 |
0.3% |
72% |
False |
False |
429,694 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-008 |
|
2.618 |
127-305 |
|
1.618 |
127-095 |
|
1.000 |
126-285 |
|
0.618 |
126-205 |
|
HIGH |
126-075 |
|
0.618 |
125-315 |
|
0.500 |
125-290 |
|
0.382 |
125-265 |
|
LOW |
125-185 |
|
0.618 |
125-055 |
|
1.000 |
124-295 |
|
1.618 |
124-165 |
|
2.618 |
123-275 |
|
4.250 |
122-252 |
|
|
| Fisher Pivots for day following 29-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
125-290 |
126-068 |
| PP |
125-280 |
126-025 |
| S1 |
125-270 |
125-303 |
|