ECBOT 10 Year T-Note Future September 2017
Trading Metrics calculated at close of trading on 07-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2017 |
07-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
125-100 |
125-005 |
-0-095 |
-0.2% |
125-165 |
High |
125-110 |
125-035 |
-0-075 |
-0.2% |
125-195 |
Low |
124-255 |
124-255 |
0-000 |
0.0% |
124-255 |
Close |
124-315 |
124-270 |
-0-045 |
-0.1% |
124-270 |
Range |
0-175 |
0-100 |
-0-075 |
-42.9% |
0-260 |
ATR |
0-146 |
0-143 |
-0-003 |
-2.3% |
0-000 |
Volume |
1,567,162 |
1,509,536 |
-57,626 |
-3.7% |
5,750,520 |
|
Daily Pivots for day following 07-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-273 |
125-212 |
125-005 |
|
R3 |
125-173 |
125-112 |
124-298 |
|
R2 |
125-073 |
125-073 |
124-288 |
|
R1 |
125-012 |
125-012 |
124-279 |
124-313 |
PP |
124-293 |
124-293 |
124-293 |
124-284 |
S1 |
124-232 |
124-232 |
124-261 |
124-213 |
S2 |
124-193 |
124-193 |
124-252 |
|
S3 |
124-093 |
124-132 |
124-243 |
|
S4 |
123-313 |
124-032 |
124-215 |
|
|
Weekly Pivots for week ending 07-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-167 |
126-318 |
125-093 |
|
R3 |
126-227 |
126-058 |
125-022 |
|
R2 |
125-287 |
125-287 |
124-318 |
|
R1 |
125-118 |
125-118 |
124-294 |
125-073 |
PP |
125-027 |
125-027 |
125-027 |
125-004 |
S1 |
124-178 |
124-178 |
124-246 |
124-133 |
S2 |
124-087 |
124-087 |
124-222 |
|
S3 |
123-147 |
123-238 |
124-199 |
|
S4 |
122-207 |
122-298 |
124-127 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
125-285 |
124-255 |
1-030 |
0.9% |
0-153 |
0.4% |
4% |
False |
True |
1,527,637 |
10 |
126-290 |
124-255 |
2-035 |
1.7% |
0-150 |
0.4% |
2% |
False |
True |
1,453,891 |
20 |
127-080 |
124-255 |
2-145 |
2.0% |
0-144 |
0.4% |
2% |
False |
True |
1,321,691 |
40 |
127-080 |
124-120 |
2-280 |
2.3% |
0-138 |
0.3% |
16% |
False |
False |
1,047,850 |
60 |
127-080 |
124-120 |
2-280 |
2.3% |
0-141 |
0.4% |
16% |
False |
False |
700,164 |
80 |
127-080 |
122-220 |
4-180 |
3.7% |
0-142 |
0.4% |
47% |
False |
False |
525,169 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-140 |
2.618 |
125-297 |
1.618 |
125-197 |
1.000 |
125-135 |
0.618 |
125-097 |
HIGH |
125-035 |
0.618 |
124-317 |
0.500 |
124-305 |
0.382 |
124-293 |
LOW |
124-255 |
0.618 |
124-193 |
1.000 |
124-155 |
1.618 |
124-093 |
2.618 |
123-313 |
4.250 |
123-150 |
|
|
Fisher Pivots for day following 07-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
124-305 |
125-048 |
PP |
124-293 |
125-015 |
S1 |
124-282 |
124-303 |
|