ECBOT 10 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 05-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2017 |
05-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
126-155 |
126-275 |
0-120 |
0.3% |
126-055 |
| High |
127-010 |
126-300 |
-0-030 |
-0.1% |
127-010 |
| Low |
126-125 |
126-210 |
0-085 |
0.2% |
126-015 |
| Close |
126-285 |
126-235 |
-0-050 |
-0.1% |
126-285 |
| Range |
0-205 |
0-090 |
-0-115 |
-56.1% |
0-315 |
| ATR |
0-142 |
0-138 |
-0-004 |
-2.6% |
0-000 |
| Volume |
63,468 |
26,275 |
-37,193 |
-58.6% |
2,243,010 |
|
| Daily Pivots for day following 05-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-198 |
127-147 |
126-284 |
|
| R3 |
127-108 |
127-057 |
126-260 |
|
| R2 |
127-018 |
127-018 |
126-252 |
|
| R1 |
126-287 |
126-287 |
126-243 |
126-268 |
| PP |
126-248 |
126-248 |
126-248 |
126-239 |
| S1 |
126-197 |
126-197 |
126-227 |
126-178 |
| S2 |
126-158 |
126-158 |
126-219 |
|
| S3 |
126-068 |
126-107 |
126-210 |
|
| S4 |
125-298 |
126-017 |
126-186 |
|
|
| Weekly Pivots for week ending 02-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-195 |
129-075 |
127-138 |
|
| R3 |
128-200 |
128-080 |
127-052 |
|
| R2 |
127-205 |
127-205 |
127-023 |
|
| R1 |
127-085 |
127-085 |
126-314 |
127-145 |
| PP |
126-210 |
126-210 |
126-210 |
126-240 |
| S1 |
126-090 |
126-090 |
126-256 |
126-150 |
| S2 |
125-215 |
125-215 |
126-227 |
|
| S3 |
124-220 |
125-095 |
126-198 |
|
| S4 |
123-225 |
124-100 |
126-112 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127-010 |
126-015 |
0-315 |
0.8% |
0-124 |
0.3% |
70% |
False |
False |
453,857 |
| 10 |
127-010 |
125-245 |
1-085 |
1.0% |
0-115 |
0.3% |
77% |
False |
False |
1,159,105 |
| 20 |
127-010 |
124-230 |
2-100 |
1.8% |
0-132 |
0.3% |
87% |
False |
False |
1,295,663 |
| 40 |
127-010 |
124-200 |
2-130 |
1.9% |
0-153 |
0.4% |
88% |
False |
False |
1,293,585 |
| 60 |
127-010 |
122-205 |
4-125 |
3.5% |
0-156 |
0.4% |
93% |
False |
False |
1,288,042 |
| 80 |
127-010 |
122-205 |
4-125 |
3.5% |
0-157 |
0.4% |
93% |
False |
False |
1,192,136 |
| 100 |
127-010 |
122-205 |
4-125 |
3.5% |
0-163 |
0.4% |
93% |
False |
False |
955,311 |
| 120 |
127-010 |
122-000 |
5-010 |
4.0% |
0-149 |
0.4% |
94% |
False |
False |
796,120 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-042 |
|
2.618 |
127-216 |
|
1.618 |
127-126 |
|
1.000 |
127-070 |
|
0.618 |
127-036 |
|
HIGH |
126-300 |
|
0.618 |
126-266 |
|
0.500 |
126-255 |
|
0.382 |
126-244 |
|
LOW |
126-210 |
|
0.618 |
126-154 |
|
1.000 |
126-120 |
|
1.618 |
126-064 |
|
2.618 |
125-294 |
|
4.250 |
125-148 |
|
|
| Fisher Pivots for day following 05-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
126-255 |
126-224 |
| PP |
126-248 |
126-213 |
| S1 |
126-242 |
126-203 |
|