ECBOT 10 Year T-Note Future September 2017
Trading Metrics calculated at close of trading on 20-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2017 |
20-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
126-035 |
126-005 |
-0-030 |
-0.1% |
124-290 |
High |
126-060 |
126-085 |
0-025 |
0.1% |
126-010 |
Low |
125-305 |
125-310 |
0-005 |
0.0% |
124-275 |
Close |
126-015 |
126-020 |
0-005 |
0.0% |
125-215 |
Range |
0-075 |
0-095 |
0-020 |
26.6% |
1-055 |
ATR |
0-139 |
0-135 |
-0-003 |
-2.2% |
0-000 |
Volume |
907,676 |
1,162,716 |
255,040 |
28.1% |
6,442,753 |
|
Daily Pivots for day following 20-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-317 |
126-263 |
126-072 |
|
R3 |
126-222 |
126-168 |
126-046 |
|
R2 |
126-127 |
126-127 |
126-037 |
|
R1 |
126-073 |
126-073 |
126-029 |
126-100 |
PP |
126-032 |
126-032 |
126-032 |
126-045 |
S1 |
125-298 |
125-298 |
126-011 |
126-005 |
S2 |
125-257 |
125-257 |
126-003 |
|
S3 |
125-162 |
125-203 |
125-314 |
|
S4 |
125-067 |
125-108 |
125-288 |
|
|
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 |
126-085 |
125-105 |
0-300 |
0.7% |
0-128 |
0.3% |
78% |
True |
False |
1,169,412 |
10 |
126-085 |
124-255 |
1-150 |
1.2% |
0-127 |
0.3% |
86% |
True |
False |
1,220,394 |
20 |
126-290 |
124-255 |
2-035 |
1.7% |
0-137 |
0.3% |
60% |
False |
False |
1,305,896 |
40 |
127-080 |
124-255 |
2-145 |
1.9% |
0-134 |
0.3% |
52% |
False |
False |
1,283,104 |
60 |
127-080 |
124-120 |
2-280 |
2.3% |
0-134 |
0.3% |
59% |
False |
False |
878,023 |
80 |
127-080 |
123-235 |
3-165 |
2.8% |
0-143 |
0.4% |
66% |
False |
False |
658,843 |
100 |
127-080 |
122-020 |
5-060 |
4.1% |
0-126 |
0.3% |
77% |
False |
False |
527,081 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-169 |
2.618 |
127-014 |
1.618 |
126-239 |
1.000 |
126-180 |
0.618 |
126-144 |
HIGH |
126-085 |
0.618 |
126-049 |
0.500 |
126-038 |
0.382 |
126-026 |
LOW |
125-310 |
0.618 |
125-251 |
1.000 |
125-215 |
1.618 |
125-156 |
2.618 |
125-061 |
4.250 |
124-226 |
|
|
Fisher Pivots for day following 20-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
126-038 |
126-010 |
PP |
126-032 |
126-000 |
S1 |
126-026 |
125-310 |
|