ECBOT 10 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 03-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2017 |
03-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
126-060 |
126-015 |
-0-045 |
-0.1% |
126-090 |
| High |
126-085 |
126-150 |
0-065 |
0.2% |
126-120 |
| Low |
125-310 |
126-010 |
0-020 |
0.0% |
125-155 |
| Close |
126-035 |
126-115 |
0-080 |
0.2% |
125-305 |
| Range |
0-095 |
0-140 |
0-045 |
47.4% |
0-285 |
| ATR |
0-136 |
0-136 |
0-000 |
0.2% |
0-000 |
| Volume |
1,337,711 |
1,088,192 |
-249,519 |
-18.7% |
6,195,050 |
|
| Daily Pivots for day following 03-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-192 |
127-133 |
126-192 |
|
| R3 |
127-052 |
126-313 |
126-154 |
|
| R2 |
126-232 |
126-232 |
126-141 |
|
| R1 |
126-173 |
126-173 |
126-128 |
126-203 |
| PP |
126-092 |
126-092 |
126-092 |
126-106 |
| S1 |
126-033 |
126-033 |
126-102 |
126-063 |
| S2 |
125-272 |
125-272 |
126-089 |
|
| S3 |
125-132 |
125-213 |
126-077 |
|
| S4 |
124-312 |
125-073 |
126-038 |
|
|
| 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 |
126-150 |
125-175 |
0-295 |
0.7% |
0-126 |
0.3% |
88% |
True |
False |
1,232,611 |
| 10 |
126-150 |
125-155 |
0-315 |
0.8% |
0-137 |
0.3% |
89% |
True |
False |
1,188,300 |
| 20 |
126-150 |
124-255 |
1-215 |
1.3% |
0-132 |
0.3% |
93% |
True |
False |
1,204,347 |
| 40 |
127-080 |
124-255 |
2-145 |
1.9% |
0-138 |
0.3% |
64% |
False |
False |
1,257,890 |
| 60 |
127-080 |
124-120 |
2-280 |
2.3% |
0-136 |
0.3% |
69% |
False |
False |
1,074,998 |
| 80 |
127-080 |
124-120 |
2-280 |
2.3% |
0-140 |
0.3% |
69% |
False |
False |
807,342 |
| 100 |
127-080 |
122-020 |
5-060 |
4.1% |
0-140 |
0.3% |
83% |
False |
False |
645,911 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-105 |
|
2.618 |
127-197 |
|
1.618 |
127-057 |
|
1.000 |
126-290 |
|
0.618 |
126-237 |
|
HIGH |
126-150 |
|
0.618 |
126-097 |
|
0.500 |
126-080 |
|
0.382 |
126-063 |
|
LOW |
126-010 |
|
0.618 |
125-243 |
|
1.000 |
125-190 |
|
1.618 |
125-103 |
|
2.618 |
124-283 |
|
4.250 |
124-055 |
|
|
| Fisher Pivots for day following 03-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
126-103 |
126-084 |
| PP |
126-092 |
126-053 |
| S1 |
126-080 |
126-023 |
|