ECBOT 10 Year T-Note Future September 2017
Trading Metrics calculated at close of trading on 24-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2017 |
24-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
126-025 |
126-090 |
0-065 |
0.2% |
125-185 |
High |
126-120 |
126-120 |
0-000 |
0.0% |
126-120 |
Low |
126-010 |
126-025 |
0-015 |
0.0% |
125-180 |
Close |
126-100 |
126-050 |
-0-050 |
-0.1% |
126-100 |
Range |
0-110 |
0-095 |
-0-015 |
-13.6% |
0-260 |
ATR |
0-134 |
0-131 |
-0-003 |
-2.1% |
0-000 |
Volume |
757,684 |
581,057 |
-176,627 |
-23.3% |
5,009,340 |
|
Daily Pivots for day following 24-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-030 |
126-295 |
126-102 |
|
R3 |
126-255 |
126-200 |
126-076 |
|
R2 |
126-160 |
126-160 |
126-067 |
|
R1 |
126-105 |
126-105 |
126-059 |
126-085 |
PP |
126-065 |
126-065 |
126-065 |
126-055 |
S1 |
126-010 |
126-010 |
126-041 |
125-310 |
S2 |
125-290 |
125-290 |
126-033 |
|
S3 |
125-195 |
125-235 |
126-024 |
|
S4 |
125-100 |
125-140 |
125-318 |
|
|
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 |
125-215 |
0-225 |
0.6% |
0-107 |
0.3% |
69% |
True |
False |
960,411 |
10 |
126-120 |
124-280 |
1-160 |
1.2% |
0-128 |
0.3% |
85% |
True |
False |
1,114,657 |
20 |
126-290 |
124-255 |
2-035 |
1.7% |
0-141 |
0.3% |
64% |
False |
False |
1,292,893 |
40 |
127-080 |
124-255 |
2-145 |
1.9% |
0-134 |
0.3% |
55% |
False |
False |
1,250,944 |
60 |
127-080 |
124-120 |
2-280 |
2.3% |
0-134 |
0.3% |
62% |
False |
False |
900,217 |
80 |
127-080 |
123-245 |
3-155 |
2.8% |
0-142 |
0.4% |
69% |
False |
False |
675,577 |
100 |
127-080 |
122-020 |
5-060 |
4.1% |
0-128 |
0.3% |
79% |
False |
False |
540,468 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-204 |
2.618 |
127-049 |
1.618 |
126-274 |
1.000 |
126-215 |
0.618 |
126-179 |
HIGH |
126-120 |
0.618 |
126-084 |
0.500 |
126-072 |
0.382 |
126-061 |
LOW |
126-025 |
0.618 |
125-286 |
1.000 |
125-250 |
1.618 |
125-191 |
2.618 |
125-096 |
4.250 |
124-261 |
|
|
Fisher Pivots for day following 24-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
126-072 |
126-055 |
PP |
126-065 |
126-053 |
S1 |
126-058 |
126-052 |
|