ECBOT 10 Year T-Note Future September 2017
Trading Metrics calculated at close of trading on 27-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2017 |
27-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
125-160 |
125-305 |
0-145 |
0.4% |
125-185 |
High |
126-020 |
126-015 |
-0-005 |
0.0% |
126-120 |
Low |
125-155 |
125-210 |
0-055 |
0.1% |
125-180 |
Close |
126-005 |
125-265 |
-0-060 |
-0.1% |
126-100 |
Range |
0-185 |
0-125 |
-0-060 |
-32.4% |
0-260 |
ATR |
0-141 |
0-140 |
-0-001 |
-0.8% |
0-000 |
Volume |
1,384,097 |
1,528,350 |
144,253 |
10.4% |
5,009,340 |
|
Daily Pivots for day following 27-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-005 |
126-260 |
126-014 |
|
R3 |
126-200 |
126-135 |
125-299 |
|
R2 |
126-075 |
126-075 |
125-288 |
|
R1 |
126-010 |
126-010 |
125-276 |
125-300 |
PP |
125-270 |
125-270 |
125-270 |
125-255 |
S1 |
125-205 |
125-205 |
125-254 |
125-175 |
S2 |
125-145 |
125-145 |
125-242 |
|
S3 |
125-020 |
125-080 |
125-231 |
|
S4 |
124-215 |
124-275 |
125-196 |
|
|
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% |
0-149 |
0.4% |
39% |
False |
False |
1,143,990 |
10 |
126-120 |
125-105 |
1-015 |
0.8% |
0-138 |
0.3% |
48% |
False |
False |
1,156,701 |
20 |
126-120 |
124-255 |
1-185 |
1.3% |
0-144 |
0.4% |
65% |
False |
False |
1,298,422 |
40 |
127-080 |
124-255 |
2-145 |
1.9% |
0-139 |
0.3% |
42% |
False |
False |
1,250,037 |
60 |
127-080 |
124-120 |
2-280 |
2.3% |
0-136 |
0.3% |
51% |
False |
False |
973,041 |
80 |
127-080 |
124-090 |
2-310 |
2.4% |
0-143 |
0.4% |
52% |
False |
False |
730,336 |
100 |
127-080 |
122-020 |
5-060 |
4.1% |
0-133 |
0.3% |
73% |
False |
False |
584,280 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-226 |
2.618 |
127-022 |
1.618 |
126-217 |
1.000 |
126-140 |
0.618 |
126-092 |
HIGH |
126-015 |
0.618 |
125-287 |
0.500 |
125-273 |
0.382 |
125-258 |
LOW |
125-210 |
0.618 |
125-133 |
1.000 |
125-085 |
1.618 |
125-008 |
2.618 |
124-203 |
4.250 |
123-319 |
|
|
Fisher Pivots for day following 27-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
125-273 |
125-270 |
PP |
125-270 |
125-268 |
S1 |
125-267 |
125-267 |
|