ECBOT 10 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 14-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2017 |
14-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
125-175 |
125-130 |
-0-045 |
-0.1% |
124-290 |
| High |
125-215 |
126-010 |
0-115 |
0.3% |
126-010 |
| Low |
125-085 |
125-105 |
0-020 |
0.0% |
124-275 |
| Close |
125-130 |
125-215 |
0-085 |
0.2% |
125-215 |
| Range |
0-130 |
0-225 |
0-095 |
73.1% |
1-055 |
| ATR |
0-141 |
0-147 |
0-006 |
4.3% |
0-000 |
| Volume |
1,260,066 |
1,595,405 |
335,339 |
26.6% |
6,442,753 |
|
| Daily Pivots for day following 14-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-252 |
127-138 |
126-019 |
|
| R3 |
127-027 |
126-233 |
125-277 |
|
| R2 |
126-122 |
126-122 |
125-256 |
|
| R1 |
126-008 |
126-008 |
125-236 |
126-065 |
| PP |
125-217 |
125-217 |
125-217 |
125-245 |
| S1 |
125-103 |
125-103 |
125-194 |
125-160 |
| S2 |
124-312 |
124-312 |
125-174 |
|
| S3 |
124-087 |
124-198 |
125-153 |
|
| S4 |
123-182 |
123-293 |
125-091 |
|
|
| Weekly Pivots for week ending 14-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-012 |
128-168 |
126-101 |
|
| R3 |
127-277 |
127-113 |
125-318 |
|
| R2 |
126-222 |
126-222 |
125-284 |
|
| R1 |
126-058 |
126-058 |
125-249 |
126-140 |
| PP |
125-167 |
125-167 |
125-167 |
125-208 |
| S1 |
125-003 |
125-003 |
125-181 |
125-085 |
| S2 |
124-112 |
124-112 |
125-146 |
|
| S3 |
123-057 |
123-268 |
125-112 |
|
| S4 |
122-002 |
122-213 |
125-009 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-010 |
124-275 |
1-055 |
0.9% |
0-150 |
0.4% |
69% |
True |
False |
1,288,550 |
| 10 |
126-010 |
124-255 |
1-075 |
1.0% |
0-152 |
0.4% |
71% |
True |
False |
1,408,093 |
| 20 |
126-290 |
124-255 |
2-035 |
1.7% |
0-142 |
0.4% |
41% |
False |
False |
1,300,868 |
| 40 |
127-080 |
124-255 |
2-145 |
2.0% |
0-136 |
0.3% |
36% |
False |
False |
1,204,226 |
| 60 |
127-080 |
124-120 |
2-280 |
2.3% |
0-138 |
0.3% |
45% |
False |
False |
807,460 |
| 80 |
127-080 |
123-235 |
3-165 |
2.8% |
0-142 |
0.4% |
55% |
False |
False |
605,699 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-006 |
|
2.618 |
127-279 |
|
1.618 |
127-054 |
|
1.000 |
126-235 |
|
0.618 |
126-149 |
|
HIGH |
126-010 |
|
0.618 |
125-244 |
|
0.500 |
125-218 |
|
0.382 |
125-191 |
|
LOW |
125-105 |
|
0.618 |
124-286 |
|
1.000 |
124-200 |
|
1.618 |
124-061 |
|
2.618 |
123-156 |
|
4.250 |
122-109 |
|
|
| Fisher Pivots for day following 14-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
125-218 |
125-206 |
| PP |
125-217 |
125-197 |
| S1 |
125-216 |
125-188 |
|