ECBOT 10 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 13-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2017 |
13-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
125-055 |
125-175 |
0-120 |
0.3% |
125-165 |
| High |
125-235 |
125-215 |
-0-020 |
0.0% |
125-195 |
| Low |
125-045 |
125-085 |
0-040 |
0.1% |
124-255 |
| Close |
125-165 |
125-130 |
-0-035 |
-0.1% |
124-270 |
| Range |
0-190 |
0-130 |
-0-060 |
-31.6% |
0-260 |
| ATR |
0-141 |
0-141 |
-0-001 |
-0.6% |
0-000 |
| Volume |
1,622,688 |
1,260,066 |
-362,622 |
-22.3% |
5,750,520 |
|
| Daily Pivots for day following 13-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-213 |
126-142 |
125-202 |
|
| R3 |
126-083 |
126-012 |
125-166 |
|
| R2 |
125-273 |
125-273 |
125-154 |
|
| R1 |
125-202 |
125-202 |
125-142 |
125-173 |
| PP |
125-143 |
125-143 |
125-143 |
125-129 |
| S1 |
125-072 |
125-072 |
125-118 |
125-042 |
| S2 |
125-013 |
125-013 |
125-106 |
|
| S3 |
124-203 |
124-262 |
125-094 |
|
| S4 |
124-073 |
124-132 |
125-059 |
|
|
| 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 |
125-235 |
124-255 |
0-300 |
0.7% |
0-125 |
0.3% |
65% |
False |
False |
1,271,376 |
| 10 |
126-075 |
124-255 |
1-140 |
1.1% |
0-150 |
0.4% |
42% |
False |
False |
1,440,143 |
| 20 |
127-020 |
124-255 |
2-085 |
1.8% |
0-138 |
0.3% |
27% |
False |
False |
1,284,671 |
| 40 |
127-080 |
124-255 |
2-145 |
2.0% |
0-138 |
0.3% |
25% |
False |
False |
1,166,710 |
| 60 |
127-080 |
124-120 |
2-280 |
2.3% |
0-137 |
0.3% |
36% |
False |
False |
780,875 |
| 80 |
127-080 |
123-050 |
4-030 |
3.3% |
0-142 |
0.4% |
55% |
False |
False |
585,758 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-128 |
|
2.618 |
126-235 |
|
1.618 |
126-105 |
|
1.000 |
126-025 |
|
0.618 |
125-295 |
|
HIGH |
125-215 |
|
0.618 |
125-165 |
|
0.500 |
125-150 |
|
0.382 |
125-135 |
|
LOW |
125-085 |
|
0.618 |
125-005 |
|
1.000 |
124-275 |
|
1.618 |
124-195 |
|
2.618 |
124-065 |
|
4.250 |
123-172 |
|
|
| Fisher Pivots for day following 13-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
125-150 |
125-119 |
| PP |
125-143 |
125-108 |
| S1 |
125-137 |
125-098 |
|