ECBOT 10 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 03-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2017 |
03-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
125-265 |
125-165 |
-0-100 |
-0.2% |
126-235 |
| High |
125-285 |
125-195 |
-0-090 |
-0.2% |
126-290 |
| Low |
125-145 |
125-010 |
-0-135 |
-0.3% |
125-145 |
| Close |
125-170 |
125-035 |
-0-135 |
-0.3% |
125-170 |
| Range |
0-140 |
0-185 |
0-045 |
32.1% |
1-145 |
| ATR |
0-139 |
0-142 |
0-003 |
2.4% |
0-000 |
| Volume |
1,887,665 |
1,023,896 |
-863,769 |
-45.8% |
8,074,207 |
|
| Daily Pivots for day following 03-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-315 |
126-200 |
125-137 |
|
| R3 |
126-130 |
126-015 |
125-086 |
|
| R2 |
125-265 |
125-265 |
125-069 |
|
| R1 |
125-150 |
125-150 |
125-052 |
125-115 |
| PP |
125-080 |
125-080 |
125-080 |
125-063 |
| S1 |
124-285 |
124-285 |
125-018 |
124-250 |
| S2 |
124-215 |
124-215 |
125-001 |
|
| S3 |
124-030 |
124-100 |
124-304 |
|
| S4 |
123-165 |
123-235 |
124-253 |
|
|
| Weekly Pivots for week ending 30-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-103 |
129-122 |
126-106 |
|
| R3 |
128-278 |
127-297 |
125-298 |
|
| R2 |
127-133 |
127-133 |
125-255 |
|
| R1 |
126-152 |
126-152 |
125-213 |
126-070 |
| PP |
125-308 |
125-308 |
125-308 |
125-268 |
| S1 |
125-007 |
125-007 |
125-127 |
124-245 |
| S2 |
124-163 |
124-163 |
125-085 |
|
| S3 |
123-018 |
123-182 |
125-042 |
|
| S4 |
121-193 |
122-037 |
124-234 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-270 |
125-010 |
1-260 |
1.4% |
0-180 |
0.4% |
4% |
False |
True |
1,651,299 |
| 10 |
126-290 |
125-010 |
1-280 |
1.5% |
0-136 |
0.3% |
4% |
False |
True |
1,282,210 |
| 20 |
127-080 |
125-010 |
2-070 |
1.8% |
0-139 |
0.3% |
4% |
False |
True |
1,265,727 |
| 40 |
127-080 |
124-120 |
2-280 |
2.3% |
0-136 |
0.3% |
26% |
False |
False |
930,621 |
| 60 |
127-080 |
124-090 |
2-310 |
2.4% |
0-144 |
0.4% |
28% |
False |
False |
621,406 |
| 80 |
127-080 |
122-020 |
5-060 |
4.1% |
0-137 |
0.3% |
59% |
False |
False |
466,088 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-021 |
|
2.618 |
127-039 |
|
1.618 |
126-174 |
|
1.000 |
126-060 |
|
0.618 |
125-309 |
|
HIGH |
125-195 |
|
0.618 |
125-124 |
|
0.500 |
125-103 |
|
0.382 |
125-081 |
|
LOW |
125-010 |
|
0.618 |
124-216 |
|
1.000 |
124-145 |
|
1.618 |
124-031 |
|
2.618 |
123-166 |
|
4.250 |
122-184 |
|
|
| Fisher Pivots for day following 03-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
125-103 |
125-203 |
| PP |
125-080 |
125-147 |
| S1 |
125-058 |
125-091 |
|