ECBOT 10 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 30-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2017 |
30-May-2017 |
Change |
Change % |
Previous Week |
| Open |
126-040 |
126-055 |
0-015 |
0.0% |
126-075 |
| High |
126-120 |
126-160 |
0-040 |
0.1% |
126-120 |
| Low |
126-040 |
126-015 |
-0-025 |
-0.1% |
125-245 |
| Close |
126-060 |
126-140 |
0-080 |
0.2% |
126-060 |
| Range |
0-080 |
0-145 |
0-065 |
81.2% |
0-195 |
| ATR |
0-143 |
0-143 |
0-000 |
0.1% |
0-000 |
| Volume |
1,922,254 |
1,822,122 |
-100,132 |
-5.2% |
9,321,770 |
|
| Daily Pivots for day following 30-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-220 |
127-165 |
126-220 |
|
| R3 |
127-075 |
127-020 |
126-180 |
|
| R2 |
126-250 |
126-250 |
126-167 |
|
| R1 |
126-195 |
126-195 |
126-153 |
126-222 |
| PP |
126-105 |
126-105 |
126-105 |
126-119 |
| S1 |
126-050 |
126-050 |
126-127 |
126-078 |
| S2 |
125-280 |
125-280 |
126-113 |
|
| S3 |
125-135 |
125-225 |
126-100 |
|
| S4 |
124-310 |
125-080 |
126-060 |
|
|
| Weekly Pivots for week ending 26-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-300 |
127-215 |
126-167 |
|
| R3 |
127-105 |
127-020 |
126-114 |
|
| R2 |
126-230 |
126-230 |
126-096 |
|
| R1 |
126-145 |
126-145 |
126-078 |
126-090 |
| PP |
126-035 |
126-035 |
126-035 |
126-007 |
| S1 |
125-270 |
125-270 |
126-042 |
125-215 |
| S2 |
125-160 |
125-160 |
126-024 |
|
| S3 |
124-285 |
125-075 |
126-006 |
|
| S4 |
124-090 |
124-200 |
125-273 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-160 |
125-245 |
0-235 |
0.6% |
0-121 |
0.3% |
91% |
True |
False |
2,031,574 |
| 10 |
126-230 |
125-090 |
1-140 |
1.1% |
0-138 |
0.3% |
80% |
False |
False |
1,841,741 |
| 20 |
126-230 |
124-230 |
2-000 |
1.6% |
0-137 |
0.3% |
86% |
False |
False |
1,509,986 |
| 40 |
126-230 |
124-160 |
2-070 |
1.8% |
0-158 |
0.4% |
87% |
False |
False |
1,417,041 |
| 60 |
126-230 |
122-205 |
4-025 |
3.2% |
0-157 |
0.4% |
93% |
False |
False |
1,359,391 |
| 80 |
126-230 |
122-205 |
4-025 |
3.2% |
0-160 |
0.4% |
93% |
False |
False |
1,187,627 |
| 100 |
126-230 |
122-205 |
4-025 |
3.2% |
0-166 |
0.4% |
93% |
False |
False |
950,871 |
| 120 |
126-230 |
122-000 |
4-230 |
3.7% |
0-145 |
0.4% |
94% |
False |
False |
792,393 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-136 |
|
2.618 |
127-220 |
|
1.618 |
127-075 |
|
1.000 |
126-305 |
|
0.618 |
126-250 |
|
HIGH |
126-160 |
|
0.618 |
126-105 |
|
0.500 |
126-088 |
|
0.382 |
126-070 |
|
LOW |
126-015 |
|
0.618 |
125-245 |
|
1.000 |
125-190 |
|
1.618 |
125-100 |
|
2.618 |
124-275 |
|
4.250 |
124-039 |
|
|
| Fisher Pivots for day following 30-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
126-123 |
126-123 |
| PP |
126-105 |
126-105 |
| S1 |
126-088 |
126-088 |
|