ECBOT 10 Year T-Note Future September 2017
Trading Metrics calculated at close of trading on 04-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2017 |
04-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
126-015 |
126-125 |
0-110 |
0.3% |
125-295 |
High |
126-150 |
126-140 |
-0-010 |
0.0% |
126-150 |
Low |
126-010 |
125-290 |
-0-040 |
-0.1% |
125-215 |
Close |
126-115 |
126-025 |
-0-090 |
-0.2% |
126-025 |
Range |
0-140 |
0-170 |
0-030 |
21.4% |
0-255 |
ATR |
0-136 |
0-138 |
0-002 |
1.8% |
0-000 |
Volume |
1,088,192 |
1,266,517 |
178,325 |
16.4% |
6,196,791 |
|
Daily Pivots for day following 04-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-235 |
127-140 |
126-118 |
|
R3 |
127-065 |
126-290 |
126-072 |
|
R2 |
126-215 |
126-215 |
126-056 |
|
R1 |
126-120 |
126-120 |
126-041 |
126-082 |
PP |
126-045 |
126-045 |
126-045 |
126-026 |
S1 |
125-270 |
125-270 |
126-009 |
125-233 |
S2 |
125-195 |
125-195 |
125-314 |
|
S3 |
125-025 |
125-100 |
125-298 |
|
S4 |
124-175 |
124-250 |
125-252 |
|
|
Weekly Pivots for week ending 04-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-148 |
128-022 |
126-165 |
|
R3 |
127-213 |
127-087 |
126-095 |
|
R2 |
126-278 |
126-278 |
126-072 |
|
R1 |
126-152 |
126-152 |
126-048 |
126-215 |
PP |
126-023 |
126-023 |
126-023 |
126-055 |
S1 |
125-217 |
125-217 |
126-002 |
125-280 |
S2 |
125-088 |
125-088 |
125-298 |
|
S3 |
124-153 |
124-282 |
125-275 |
|
S4 |
123-218 |
124-027 |
125-205 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
126-150 |
125-215 |
0-255 |
0.6% |
0-132 |
0.3% |
51% |
False |
False |
1,239,358 |
10 |
126-150 |
125-155 |
0-315 |
0.8% |
0-143 |
0.4% |
60% |
False |
False |
1,239,184 |
20 |
126-150 |
124-275 |
1-195 |
1.3% |
0-135 |
0.3% |
76% |
False |
False |
1,192,196 |
40 |
127-080 |
124-255 |
2-145 |
1.9% |
0-140 |
0.3% |
52% |
False |
False |
1,256,944 |
60 |
127-080 |
124-120 |
2-280 |
2.3% |
0-137 |
0.3% |
59% |
False |
False |
1,095,965 |
80 |
127-080 |
124-120 |
2-280 |
2.3% |
0-140 |
0.3% |
59% |
False |
False |
823,172 |
100 |
127-080 |
122-220 |
4-180 |
3.6% |
0-141 |
0.3% |
74% |
False |
False |
658,574 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-222 |
2.618 |
127-265 |
1.618 |
127-095 |
1.000 |
126-310 |
0.618 |
126-245 |
HIGH |
126-140 |
0.618 |
126-075 |
0.500 |
126-055 |
0.382 |
126-035 |
LOW |
125-290 |
0.618 |
125-185 |
1.000 |
125-120 |
1.618 |
125-015 |
2.618 |
124-165 |
4.250 |
123-208 |
|
|
Fisher Pivots for day following 04-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
126-055 |
126-060 |
PP |
126-045 |
126-048 |
S1 |
126-035 |
126-037 |
|