ECBOT 10 Year T-Note Future September 2017
Trading Metrics calculated at close of trading on 10-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2017 |
10-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
125-005 |
124-290 |
-0-035 |
-0.1% |
125-165 |
High |
125-035 |
125-045 |
0-010 |
0.0% |
125-195 |
Low |
124-255 |
124-275 |
0-020 |
0.1% |
124-255 |
Close |
124-270 |
125-025 |
0-075 |
0.2% |
124-270 |
Range |
0-100 |
0-090 |
-0-010 |
-10.0% |
0-260 |
ATR |
0-143 |
0-139 |
-0-003 |
-2.4% |
0-000 |
Volume |
1,509,536 |
886,577 |
-622,959 |
-41.3% |
5,750,520 |
|
Daily Pivots for day following 10-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-278 |
125-242 |
125-074 |
|
R3 |
125-188 |
125-152 |
125-050 |
|
R2 |
125-098 |
125-098 |
125-041 |
|
R1 |
125-062 |
125-062 |
125-033 |
125-080 |
PP |
125-008 |
125-008 |
125-008 |
125-017 |
S1 |
124-292 |
124-292 |
125-017 |
124-310 |
S2 |
124-238 |
124-238 |
125-008 |
|
S3 |
124-148 |
124-202 |
125-000 |
|
S4 |
124-058 |
124-112 |
124-296 |
|
|
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 |
125-195 |
124-255 |
0-260 |
0.6% |
0-143 |
0.4% |
35% |
False |
False |
1,327,419 |
10 |
126-290 |
124-255 |
2-035 |
1.7% |
0-153 |
0.4% |
13% |
False |
False |
1,471,130 |
20 |
127-080 |
124-255 |
2-145 |
2.0% |
0-140 |
0.3% |
11% |
False |
False |
1,311,525 |
40 |
127-080 |
124-215 |
2-185 |
2.1% |
0-137 |
0.3% |
16% |
False |
False |
1,069,518 |
60 |
127-080 |
124-120 |
2-280 |
2.3% |
0-139 |
0.3% |
24% |
False |
False |
714,914 |
80 |
127-080 |
122-260 |
4-140 |
3.5% |
0-141 |
0.4% |
51% |
False |
False |
536,251 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-107 |
2.618 |
125-281 |
1.618 |
125-191 |
1.000 |
125-135 |
0.618 |
125-101 |
HIGH |
125-045 |
0.618 |
125-011 |
0.500 |
125-000 |
0.382 |
124-309 |
LOW |
124-275 |
0.618 |
124-219 |
1.000 |
124-185 |
1.618 |
124-129 |
2.618 |
124-039 |
4.250 |
123-213 |
|
|
Fisher Pivots for day following 10-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
125-017 |
125-024 |
PP |
125-008 |
125-023 |
S1 |
125-000 |
125-023 |
|