ECBOT 10 Year T-Note Future September 2017
Trading Metrics calculated at close of trading on 11-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2017 |
11-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
124-290 |
125-010 |
0-040 |
0.1% |
125-165 |
High |
125-045 |
125-075 |
0-030 |
0.1% |
125-195 |
Low |
124-275 |
124-280 |
0-005 |
0.0% |
124-255 |
Close |
125-025 |
125-055 |
0-030 |
0.1% |
124-270 |
Range |
0-090 |
0-115 |
0-025 |
27.8% |
0-260 |
ATR |
0-139 |
0-138 |
-0-002 |
-1.3% |
0-000 |
Volume |
886,577 |
1,078,017 |
191,440 |
21.6% |
5,750,520 |
|
Daily Pivots for day following 11-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-055 |
126-010 |
125-118 |
|
R3 |
125-260 |
125-215 |
125-087 |
|
R2 |
125-145 |
125-145 |
125-076 |
|
R1 |
125-100 |
125-100 |
125-066 |
125-123 |
PP |
125-030 |
125-030 |
125-030 |
125-041 |
S1 |
124-305 |
124-305 |
125-044 |
125-008 |
S2 |
124-235 |
124-235 |
125-034 |
|
S3 |
124-120 |
124-190 |
125-023 |
|
S4 |
124-005 |
124-075 |
124-312 |
|
|
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 |
125-160 |
124-255 |
0-225 |
0.6% |
0-129 |
0.3% |
53% |
False |
False |
1,338,243 |
10 |
126-270 |
124-255 |
2-015 |
1.6% |
0-154 |
0.4% |
18% |
False |
False |
1,494,771 |
20 |
127-080 |
124-255 |
2-145 |
2.0% |
0-140 |
0.4% |
15% |
False |
False |
1,311,778 |
40 |
127-080 |
124-255 |
2-145 |
2.0% |
0-135 |
0.3% |
15% |
False |
False |
1,096,201 |
60 |
127-080 |
124-120 |
2-280 |
2.3% |
0-139 |
0.3% |
28% |
False |
False |
732,876 |
80 |
127-080 |
122-300 |
4-100 |
3.4% |
0-141 |
0.4% |
52% |
False |
False |
549,725 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-244 |
2.618 |
126-056 |
1.618 |
125-261 |
1.000 |
125-190 |
0.618 |
125-146 |
HIGH |
125-075 |
0.618 |
125-031 |
0.500 |
125-018 |
0.382 |
125-004 |
LOW |
124-280 |
0.618 |
124-209 |
1.000 |
124-165 |
1.618 |
124-094 |
2.618 |
123-299 |
4.250 |
123-111 |
|
|
Fisher Pivots for day following 11-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
125-043 |
125-038 |
PP |
125-030 |
125-022 |
S1 |
125-018 |
125-005 |
|