ECBOT 10 Year T-Note Future September 2017
Trading Metrics calculated at close of trading on 07-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2017 |
07-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
126-125 |
126-030 |
-0-095 |
-0.2% |
125-295 |
High |
126-140 |
126-070 |
-0-070 |
-0.2% |
126-150 |
Low |
125-290 |
125-300 |
0-010 |
0.0% |
125-215 |
Close |
126-025 |
126-055 |
0-030 |
0.1% |
126-025 |
Range |
0-170 |
0-090 |
-0-080 |
-47.0% |
0-255 |
ATR |
0-138 |
0-135 |
-0-003 |
-2.5% |
0-000 |
Volume |
1,266,517 |
699,883 |
-566,634 |
-44.7% |
6,196,791 |
|
Daily Pivots for day following 07-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-305 |
126-270 |
126-105 |
|
R3 |
126-215 |
126-180 |
126-080 |
|
R2 |
126-125 |
126-125 |
126-072 |
|
R1 |
126-090 |
126-090 |
126-063 |
126-108 |
PP |
126-035 |
126-035 |
126-035 |
126-044 |
S1 |
126-000 |
126-000 |
126-047 |
126-018 |
S2 |
125-265 |
125-265 |
126-039 |
|
S3 |
125-175 |
125-230 |
126-030 |
|
S4 |
125-085 |
125-140 |
126-005 |
|
|
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% |
0-136 |
0.3% |
63% |
False |
False |
1,172,737 |
10 |
126-150 |
125-155 |
0-315 |
0.8% |
0-143 |
0.4% |
70% |
False |
False |
1,251,066 |
20 |
126-150 |
124-280 |
1-190 |
1.3% |
0-135 |
0.3% |
81% |
False |
False |
1,182,862 |
40 |
127-080 |
124-255 |
2-145 |
1.9% |
0-138 |
0.3% |
56% |
False |
False |
1,247,193 |
60 |
127-080 |
124-215 |
2-185 |
2.0% |
0-137 |
0.3% |
58% |
False |
False |
1,107,299 |
80 |
127-080 |
124-120 |
2-280 |
2.3% |
0-138 |
0.3% |
63% |
False |
False |
831,901 |
100 |
127-080 |
122-260 |
4-140 |
3.5% |
0-140 |
0.3% |
76% |
False |
False |
665,573 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-133 |
2.618 |
126-306 |
1.618 |
126-216 |
1.000 |
126-160 |
0.618 |
126-126 |
HIGH |
126-070 |
0.618 |
126-036 |
0.500 |
126-025 |
0.382 |
126-014 |
LOW |
125-300 |
0.618 |
125-244 |
1.000 |
125-210 |
1.618 |
125-154 |
2.618 |
125-064 |
4.250 |
124-237 |
|
|
Fisher Pivots for day following 07-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
126-045 |
126-060 |
PP |
126-035 |
126-058 |
S1 |
126-025 |
126-057 |
|