ECBOT 10 Year T-Note Future September 2017
Trading Metrics calculated at close of trading on 28-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2017 |
28-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
125-305 |
125-260 |
-0-045 |
-0.1% |
126-090 |
High |
126-015 |
125-315 |
-0-020 |
0.0% |
126-120 |
Low |
125-210 |
125-175 |
-0-035 |
-0.1% |
125-155 |
Close |
125-265 |
125-305 |
0-040 |
0.1% |
125-305 |
Range |
0-125 |
0-140 |
0-015 |
12.0% |
0-285 |
ATR |
0-140 |
0-140 |
0-000 |
0.0% |
0-000 |
Volume |
1,528,350 |
1,232,783 |
-295,567 |
-19.3% |
6,195,050 |
|
Daily Pivots for day following 28-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-045 |
126-315 |
126-062 |
|
R3 |
126-225 |
126-175 |
126-023 |
|
R2 |
126-085 |
126-085 |
126-011 |
|
R1 |
126-035 |
126-035 |
125-318 |
126-060 |
PP |
125-265 |
125-265 |
125-265 |
125-278 |
S1 |
125-215 |
125-215 |
125-292 |
125-240 |
S2 |
125-125 |
125-125 |
125-279 |
|
S3 |
124-305 |
125-075 |
125-266 |
|
S4 |
124-165 |
124-255 |
125-228 |
|
|
Weekly Pivots for week ending 28-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-195 |
128-055 |
126-142 |
|
R3 |
127-230 |
127-090 |
126-063 |
|
R2 |
126-265 |
126-265 |
126-037 |
|
R1 |
126-125 |
126-125 |
126-011 |
126-052 |
PP |
125-300 |
125-300 |
125-300 |
125-264 |
S1 |
125-160 |
125-160 |
125-279 |
125-088 |
S2 |
125-015 |
125-015 |
125-253 |
|
S3 |
124-050 |
124-195 |
125-227 |
|
S4 |
123-085 |
123-230 |
125-148 |
|
|
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% |
0-155 |
0.4% |
53% |
False |
False |
1,239,010 |
10 |
126-120 |
125-155 |
0-285 |
0.7% |
0-130 |
0.3% |
53% |
False |
False |
1,120,439 |
20 |
126-120 |
124-255 |
1-185 |
1.3% |
0-141 |
0.3% |
73% |
False |
False |
1,264,266 |
40 |
127-080 |
124-255 |
2-145 |
1.9% |
0-140 |
0.3% |
47% |
False |
False |
1,251,236 |
60 |
127-080 |
124-120 |
2-280 |
2.3% |
0-136 |
0.3% |
55% |
False |
False |
993,507 |
80 |
127-080 |
124-090 |
2-310 |
2.4% |
0-143 |
0.4% |
56% |
False |
False |
745,737 |
100 |
127-080 |
122-020 |
5-060 |
4.1% |
0-135 |
0.3% |
75% |
False |
False |
596,608 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-270 |
2.618 |
127-042 |
1.618 |
126-222 |
1.000 |
126-135 |
0.618 |
126-082 |
HIGH |
125-315 |
0.618 |
125-262 |
0.500 |
125-245 |
0.382 |
125-228 |
LOW |
125-175 |
0.618 |
125-088 |
1.000 |
125-035 |
1.618 |
124-268 |
2.618 |
124-128 |
4.250 |
123-220 |
|
|
Fisher Pivots for day following 28-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
125-285 |
125-286 |
PP |
125-265 |
125-267 |
S1 |
125-245 |
125-248 |
|