ECBOT 10 Year T-Note Future September 2017
Trading Metrics calculated at close of trading on 26-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2017 |
26-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
126-045 |
125-160 |
-0-205 |
-0.5% |
125-185 |
High |
126-065 |
126-020 |
-0-045 |
-0.1% |
126-120 |
Low |
125-155 |
125-155 |
0-000 |
0.0% |
125-180 |
Close |
125-185 |
126-005 |
0-140 |
0.3% |
126-100 |
Range |
0-230 |
0-185 |
-0-045 |
-19.6% |
0-260 |
ATR |
0-138 |
0-141 |
0-003 |
2.4% |
0-000 |
Volume |
1,468,763 |
1,384,097 |
-84,666 |
-5.8% |
5,009,340 |
|
Daily Pivots for day following 26-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-188 |
127-122 |
126-107 |
|
R3 |
127-003 |
126-257 |
126-056 |
|
R2 |
126-138 |
126-138 |
126-039 |
|
R1 |
126-072 |
126-072 |
126-022 |
126-105 |
PP |
125-273 |
125-273 |
125-273 |
125-290 |
S1 |
125-207 |
125-207 |
125-308 |
125-240 |
S2 |
125-088 |
125-088 |
125-291 |
|
S3 |
124-223 |
125-022 |
125-274 |
|
S4 |
124-038 |
124-157 |
125-223 |
|
|
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% |
0-143 |
0.4% |
60% |
False |
True |
1,070,863 |
10 |
126-120 |
125-085 |
1-035 |
0.9% |
0-139 |
0.3% |
68% |
False |
False |
1,129,872 |
20 |
126-120 |
124-255 |
1-185 |
1.3% |
0-145 |
0.4% |
77% |
False |
False |
1,312,149 |
40 |
127-080 |
124-255 |
2-145 |
1.9% |
0-138 |
0.3% |
50% |
False |
False |
1,249,347 |
60 |
127-080 |
124-120 |
2-280 |
2.3% |
0-136 |
0.3% |
57% |
False |
False |
947,676 |
80 |
127-080 |
124-010 |
3-070 |
2.6% |
0-144 |
0.4% |
62% |
False |
False |
711,238 |
100 |
127-080 |
122-020 |
5-060 |
4.1% |
0-132 |
0.3% |
76% |
False |
False |
568,997 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-166 |
2.618 |
127-184 |
1.618 |
126-319 |
1.000 |
126-205 |
0.618 |
126-134 |
HIGH |
126-020 |
0.618 |
125-269 |
0.500 |
125-248 |
0.382 |
125-226 |
LOW |
125-155 |
0.618 |
125-041 |
1.000 |
124-290 |
1.618 |
124-176 |
2.618 |
123-311 |
4.250 |
123-009 |
|
|
Fisher Pivots for day following 26-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
125-299 |
125-316 |
PP |
125-273 |
125-307 |
S1 |
125-248 |
125-298 |
|