ECBOT 10 Year T-Note Future September 2017
Trading Metrics calculated at close of trading on 25-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2017 |
25-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
126-090 |
126-045 |
-0-045 |
-0.1% |
125-185 |
High |
126-120 |
126-065 |
-0-055 |
-0.1% |
126-120 |
Low |
126-025 |
125-155 |
-0-190 |
-0.5% |
125-180 |
Close |
126-050 |
125-185 |
-0-185 |
-0.5% |
126-100 |
Range |
0-095 |
0-230 |
0-135 |
142.1% |
0-260 |
ATR |
0-131 |
0-138 |
0-007 |
5.4% |
0-000 |
Volume |
581,057 |
1,468,763 |
887,706 |
152.8% |
5,009,340 |
|
Daily Pivots for day following 25-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-292 |
127-148 |
125-311 |
|
R3 |
127-062 |
126-238 |
125-248 |
|
R2 |
126-152 |
126-152 |
125-227 |
|
R1 |
126-008 |
126-008 |
125-206 |
125-285 |
PP |
125-242 |
125-242 |
125-242 |
125-220 |
S1 |
125-098 |
125-098 |
125-164 |
125-055 |
S2 |
125-012 |
125-012 |
125-143 |
|
S3 |
124-102 |
124-188 |
125-122 |
|
S4 |
123-192 |
123-278 |
125-059 |
|
|
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 |
125-155 |
0-285 |
0.7% |
0-121 |
0.3% |
11% |
False |
True |
975,579 |
10 |
126-120 |
125-045 |
1-075 |
1.0% |
0-140 |
0.3% |
35% |
False |
False |
1,153,731 |
20 |
126-270 |
124-255 |
2-015 |
1.6% |
0-147 |
0.4% |
38% |
False |
False |
1,324,251 |
40 |
127-080 |
124-255 |
2-145 |
2.0% |
0-137 |
0.3% |
32% |
False |
False |
1,253,353 |
60 |
127-080 |
124-120 |
2-280 |
2.3% |
0-135 |
0.3% |
42% |
False |
False |
924,626 |
80 |
127-080 |
123-250 |
3-150 |
2.8% |
0-143 |
0.4% |
52% |
False |
False |
693,936 |
100 |
127-080 |
122-020 |
5-060 |
4.1% |
0-130 |
0.3% |
68% |
False |
False |
555,156 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
129-082 |
2.618 |
128-027 |
1.618 |
127-117 |
1.000 |
126-295 |
0.618 |
126-207 |
HIGH |
126-065 |
0.618 |
125-297 |
0.500 |
125-270 |
0.382 |
125-243 |
LOW |
125-155 |
0.618 |
125-013 |
1.000 |
124-245 |
1.618 |
124-103 |
2.618 |
123-193 |
4.250 |
122-138 |
|
|
Fisher Pivots for day following 25-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
125-270 |
125-298 |
PP |
125-242 |
125-260 |
S1 |
125-213 |
125-222 |
|