ECBOT 10 Year T-Note Future September 2017
Trading Metrics calculated at close of trading on 21-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2017 |
21-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
126-005 |
126-025 |
0-020 |
0.0% |
125-185 |
High |
126-085 |
126-120 |
0-035 |
0.1% |
126-120 |
Low |
125-310 |
126-010 |
0-020 |
0.0% |
125-180 |
Close |
126-020 |
126-100 |
0-080 |
0.2% |
126-100 |
Range |
0-095 |
0-110 |
0-015 |
15.8% |
0-260 |
ATR |
0-135 |
0-134 |
-0-002 |
-1.3% |
0-000 |
Volume |
1,162,716 |
757,684 |
-405,032 |
-34.8% |
5,009,340 |
|
Daily Pivots for day following 21-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-087 |
127-043 |
126-160 |
|
R3 |
126-297 |
126-253 |
126-130 |
|
R2 |
126-187 |
126-187 |
126-120 |
|
R1 |
126-143 |
126-143 |
126-110 |
126-165 |
PP |
126-077 |
126-077 |
126-077 |
126-088 |
S1 |
126-033 |
126-033 |
126-090 |
126-055 |
S2 |
125-287 |
125-287 |
126-080 |
|
S3 |
125-177 |
125-243 |
126-070 |
|
S4 |
125-067 |
125-133 |
126-040 |
|
|
Weekly Pivots for week ending 21-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-167 |
128-073 |
126-243 |
|
R3 |
127-227 |
127-133 |
126-172 |
|
R2 |
126-287 |
126-287 |
126-148 |
|
R1 |
126-193 |
126-193 |
126-124 |
126-240 |
PP |
126-027 |
126-027 |
126-027 |
126-050 |
S1 |
125-253 |
125-253 |
126-076 |
125-300 |
S2 |
125-087 |
125-087 |
126-052 |
|
S3 |
124-147 |
124-313 |
126-028 |
|
S4 |
123-207 |
124-053 |
125-277 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
126-120 |
125-180 |
0-260 |
0.6% |
0-105 |
0.3% |
92% |
True |
False |
1,001,868 |
10 |
126-120 |
124-275 |
1-165 |
1.2% |
0-128 |
0.3% |
96% |
True |
False |
1,145,209 |
20 |
126-290 |
124-255 |
2-035 |
1.7% |
0-139 |
0.3% |
72% |
False |
False |
1,299,550 |
40 |
127-080 |
124-255 |
2-145 |
1.9% |
0-133 |
0.3% |
62% |
False |
False |
1,273,417 |
60 |
127-080 |
124-120 |
2-280 |
2.3% |
0-134 |
0.3% |
67% |
False |
False |
890,577 |
80 |
127-080 |
123-235 |
3-165 |
2.8% |
0-142 |
0.4% |
73% |
False |
False |
668,314 |
100 |
127-080 |
122-020 |
5-060 |
4.1% |
0-128 |
0.3% |
82% |
False |
False |
534,658 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-267 |
2.618 |
127-088 |
1.618 |
126-298 |
1.000 |
126-230 |
0.618 |
126-188 |
HIGH |
126-120 |
0.618 |
126-078 |
0.500 |
126-065 |
0.382 |
126-052 |
LOW |
126-010 |
0.618 |
125-262 |
1.000 |
125-220 |
1.618 |
125-152 |
2.618 |
125-042 |
4.250 |
124-183 |
|
|
Fisher Pivots for day following 21-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
126-088 |
126-084 |
PP |
126-077 |
126-068 |
S1 |
126-065 |
126-052 |
|