ECBOT 10 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 05-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2017 |
05-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
125-165 |
125-030 |
-0-135 |
-0.3% |
126-235 |
| High |
125-195 |
125-160 |
-0-035 |
-0.1% |
126-290 |
| Low |
125-010 |
124-315 |
-0-015 |
0.0% |
125-145 |
| Close |
125-035 |
125-070 |
0-035 |
0.1% |
125-170 |
| Range |
0-185 |
0-165 |
-0-020 |
-10.8% |
1-145 |
| ATR |
0-142 |
0-144 |
0-002 |
1.1% |
0-000 |
| Volume |
1,023,896 |
1,649,926 |
626,030 |
61.1% |
8,074,207 |
|
| Daily Pivots for day following 05-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-250 |
126-165 |
125-161 |
|
| R3 |
126-085 |
126-000 |
125-115 |
|
| R2 |
125-240 |
125-240 |
125-100 |
|
| R1 |
125-155 |
125-155 |
125-085 |
125-198 |
| PP |
125-075 |
125-075 |
125-075 |
125-096 |
| S1 |
124-310 |
124-310 |
125-055 |
125-033 |
| S2 |
124-230 |
124-230 |
125-040 |
|
| S3 |
124-065 |
124-145 |
125-025 |
|
| S4 |
123-220 |
123-300 |
124-299 |
|
|
| 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 |
126-105 |
124-315 |
1-110 |
1.1% |
0-169 |
0.4% |
17% |
False |
True |
1,656,055 |
| 10 |
126-290 |
124-315 |
1-295 |
1.5% |
0-140 |
0.3% |
12% |
False |
True |
1,337,570 |
| 20 |
127-080 |
124-315 |
2-085 |
1.8% |
0-140 |
0.4% |
10% |
False |
True |
1,288,121 |
| 40 |
127-080 |
124-120 |
2-280 |
2.3% |
0-136 |
0.3% |
29% |
False |
False |
971,733 |
| 60 |
127-080 |
124-090 |
2-310 |
2.4% |
0-141 |
0.4% |
32% |
False |
False |
648,898 |
| 80 |
127-080 |
122-020 |
5-060 |
4.1% |
0-139 |
0.3% |
61% |
False |
False |
486,712 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-221 |
|
2.618 |
126-272 |
|
1.618 |
126-107 |
|
1.000 |
126-005 |
|
0.618 |
125-262 |
|
HIGH |
125-160 |
|
0.618 |
125-097 |
|
0.500 |
125-078 |
|
0.382 |
125-058 |
|
LOW |
124-315 |
|
0.618 |
124-213 |
|
1.000 |
124-150 |
|
1.618 |
124-048 |
|
2.618 |
123-203 |
|
4.250 |
122-254 |
|
|
| Fisher Pivots for day following 05-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
125-078 |
125-140 |
| PP |
125-075 |
125-117 |
| S1 |
125-073 |
125-093 |
|