ECBOT 10 Year T-Note Future September 2017
Trading Metrics calculated at close of trading on 31-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2017 |
31-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
125-260 |
125-295 |
0-035 |
0.1% |
126-090 |
High |
125-315 |
126-015 |
0-020 |
0.0% |
126-120 |
Low |
125-175 |
125-265 |
0-090 |
0.2% |
125-155 |
Close |
125-305 |
125-285 |
-0-020 |
0.0% |
125-305 |
Range |
0-140 |
0-070 |
-0-070 |
-50.0% |
0-285 |
ATR |
0-140 |
0-135 |
-0-005 |
-3.6% |
0-000 |
Volume |
1,232,783 |
1,032,988 |
-199,795 |
-16.2% |
6,195,050 |
|
Daily Pivots for day following 31-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-185 |
126-145 |
126-004 |
|
R3 |
126-115 |
126-075 |
125-304 |
|
R2 |
126-045 |
126-045 |
125-298 |
|
R1 |
126-005 |
126-005 |
125-291 |
125-310 |
PP |
125-295 |
125-295 |
125-295 |
125-287 |
S1 |
125-255 |
125-255 |
125-279 |
125-240 |
S2 |
125-225 |
125-225 |
125-272 |
|
S3 |
125-155 |
125-185 |
125-266 |
|
S4 |
125-085 |
125-115 |
125-246 |
|
|
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 |
126-065 |
125-155 |
0-230 |
0.6% |
0-150 |
0.4% |
57% |
False |
False |
1,329,396 |
10 |
126-120 |
125-155 |
0-285 |
0.7% |
0-128 |
0.3% |
46% |
False |
False |
1,144,903 |
20 |
126-120 |
124-255 |
1-185 |
1.3% |
0-137 |
0.3% |
69% |
False |
False |
1,221,532 |
40 |
127-080 |
124-255 |
2-145 |
1.9% |
0-136 |
0.3% |
45% |
False |
False |
1,237,743 |
60 |
127-080 |
124-120 |
2-280 |
2.3% |
0-135 |
0.3% |
53% |
False |
False |
1,010,633 |
80 |
127-080 |
124-090 |
2-310 |
2.4% |
0-141 |
0.4% |
54% |
False |
False |
758,643 |
100 |
127-080 |
122-020 |
5-060 |
4.1% |
0-136 |
0.3% |
74% |
False |
False |
606,938 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-313 |
2.618 |
126-198 |
1.618 |
126-128 |
1.000 |
126-085 |
0.618 |
126-058 |
HIGH |
126-015 |
0.618 |
125-308 |
0.500 |
125-300 |
0.382 |
125-292 |
LOW |
125-265 |
0.618 |
125-222 |
1.000 |
125-195 |
1.618 |
125-152 |
2.618 |
125-082 |
4.250 |
124-287 |
|
|
Fisher Pivots for day following 31-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
125-300 |
125-275 |
PP |
125-295 |
125-265 |
S1 |
125-290 |
125-255 |
|