ECBOT 10 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 01-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2017 |
01-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
125-295 |
125-270 |
-0-025 |
-0.1% |
126-090 |
| High |
126-015 |
126-080 |
0-065 |
0.2% |
126-120 |
| Low |
125-265 |
125-215 |
-0-050 |
-0.1% |
125-155 |
| Close |
125-285 |
126-075 |
0-110 |
0.3% |
125-305 |
| Range |
0-070 |
0-185 |
0-115 |
164.2% |
0-285 |
| ATR |
0-135 |
0-139 |
0-004 |
2.6% |
0-000 |
| Volume |
1,032,988 |
1,471,383 |
438,395 |
42.4% |
6,195,050 |
|
| Daily Pivots for day following 01-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-252 |
127-188 |
126-177 |
|
| R3 |
127-067 |
127-003 |
126-126 |
|
| R2 |
126-202 |
126-202 |
126-109 |
|
| R1 |
126-138 |
126-138 |
126-092 |
126-170 |
| PP |
126-017 |
126-017 |
126-017 |
126-033 |
| S1 |
125-273 |
125-273 |
126-058 |
125-305 |
| S2 |
125-152 |
125-152 |
126-041 |
|
| S3 |
124-287 |
125-088 |
126-024 |
|
| S4 |
124-102 |
124-223 |
125-293 |
|
|
| 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 |
126-080 |
125-155 |
0-245 |
0.6% |
0-141 |
0.3% |
98% |
True |
False |
1,329,920 |
| 10 |
126-120 |
125-155 |
0-285 |
0.7% |
0-131 |
0.3% |
84% |
False |
False |
1,152,749 |
| 20 |
126-120 |
124-255 |
1-185 |
1.3% |
0-137 |
0.3% |
91% |
False |
False |
1,243,906 |
| 40 |
127-080 |
124-255 |
2-145 |
1.9% |
0-138 |
0.3% |
59% |
False |
False |
1,254,817 |
| 60 |
127-080 |
124-120 |
2-280 |
2.3% |
0-136 |
0.3% |
65% |
False |
False |
1,035,050 |
| 80 |
127-080 |
124-090 |
2-310 |
2.4% |
0-142 |
0.4% |
66% |
False |
False |
777,031 |
| 100 |
127-080 |
122-020 |
5-060 |
4.1% |
0-137 |
0.3% |
80% |
False |
False |
621,652 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-226 |
|
2.618 |
127-244 |
|
1.618 |
127-059 |
|
1.000 |
126-265 |
|
0.618 |
126-194 |
|
HIGH |
126-080 |
|
0.618 |
126-009 |
|
0.500 |
125-308 |
|
0.382 |
125-286 |
|
LOW |
125-215 |
|
0.618 |
125-101 |
|
1.000 |
125-030 |
|
1.618 |
124-236 |
|
2.618 |
124-051 |
|
4.250 |
123-069 |
|
|
| Fisher Pivots for day following 01-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
126-046 |
126-039 |
| PP |
126-017 |
126-003 |
| S1 |
125-308 |
125-288 |
|