ECBOT 10 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 13-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2017 |
13-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
126-180 |
126-170 |
-0-010 |
0.0% |
126-275 |
| High |
126-235 |
126-205 |
-0-030 |
-0.1% |
127-045 |
| Low |
126-150 |
126-145 |
-0-005 |
0.0% |
126-135 |
| Close |
126-180 |
126-195 |
0-015 |
0.0% |
126-210 |
| Range |
0-085 |
0-060 |
-0-025 |
-29.4% |
0-230 |
| ATR |
0-130 |
0-125 |
-0-005 |
-3.9% |
0-000 |
| Volume |
7,971 |
8,417 |
446 |
5.6% |
110,520 |
|
| Daily Pivots for day following 13-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-042 |
127-018 |
126-228 |
|
| R3 |
126-302 |
126-278 |
126-212 |
|
| R2 |
126-242 |
126-242 |
126-206 |
|
| R1 |
126-218 |
126-218 |
126-201 |
126-230 |
| PP |
126-182 |
126-182 |
126-182 |
126-187 |
| S1 |
126-158 |
126-158 |
126-190 |
126-170 |
| S2 |
126-122 |
126-122 |
126-184 |
|
| S3 |
126-062 |
126-098 |
126-179 |
|
| S4 |
126-002 |
126-038 |
126-162 |
|
|
| Weekly Pivots for week ending 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-287 |
128-158 |
127-017 |
|
| R3 |
128-057 |
127-248 |
126-273 |
|
| R2 |
127-147 |
127-147 |
126-252 |
|
| R1 |
127-018 |
127-018 |
126-231 |
126-288 |
| PP |
126-237 |
126-237 |
126-237 |
126-211 |
| S1 |
126-108 |
126-108 |
126-189 |
126-058 |
| S2 |
126-007 |
126-007 |
126-168 |
|
| S3 |
125-097 |
125-198 |
126-147 |
|
| S4 |
124-187 |
124-288 |
126-084 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127-010 |
126-135 |
0-195 |
0.5% |
0-098 |
0.2% |
31% |
False |
False |
13,252 |
| 10 |
127-045 |
126-075 |
0-290 |
0.7% |
0-110 |
0.3% |
41% |
False |
False |
54,779 |
| 20 |
127-045 |
125-090 |
1-275 |
1.5% |
0-124 |
0.3% |
71% |
False |
False |
948,260 |
| 40 |
127-045 |
124-230 |
2-135 |
1.9% |
0-137 |
0.3% |
78% |
False |
False |
1,095,971 |
| 60 |
127-045 |
123-210 |
3-155 |
2.8% |
0-148 |
0.4% |
85% |
False |
False |
1,171,588 |
| 80 |
127-045 |
122-205 |
4-160 |
3.6% |
0-153 |
0.4% |
88% |
False |
False |
1,189,054 |
| 100 |
127-045 |
122-205 |
4-160 |
3.6% |
0-156 |
0.4% |
88% |
False |
False |
956,161 |
| 120 |
127-045 |
122-080 |
4-285 |
3.9% |
0-153 |
0.4% |
89% |
False |
False |
796,958 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-140 |
|
2.618 |
127-042 |
|
1.618 |
126-302 |
|
1.000 |
126-265 |
|
0.618 |
126-242 |
|
HIGH |
126-205 |
|
0.618 |
126-182 |
|
0.500 |
126-175 |
|
0.382 |
126-168 |
|
LOW |
126-145 |
|
0.618 |
126-108 |
|
1.000 |
126-085 |
|
1.618 |
126-048 |
|
2.618 |
125-308 |
|
4.250 |
125-210 |
|
|
| Fisher Pivots for day following 13-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
126-188 |
126-213 |
| PP |
126-182 |
126-207 |
| S1 |
126-175 |
126-201 |
|