ECBOT 10 Year T-Note Future September 2017
Trading Metrics calculated at close of trading on 09-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2017 |
09-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
126-055 |
126-050 |
-0-005 |
0.0% |
125-295 |
High |
126-075 |
126-185 |
0-110 |
0.3% |
126-150 |
Low |
125-290 |
126-050 |
0-080 |
0.2% |
125-215 |
Close |
126-005 |
126-110 |
0-105 |
0.3% |
126-025 |
Range |
0-105 |
0-135 |
0-030 |
28.6% |
0-255 |
ATR |
0-133 |
0-136 |
0-003 |
2.5% |
0-000 |
Volume |
913,666 |
1,351,014 |
437,348 |
47.9% |
6,196,791 |
|
Daily Pivots for day following 09-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-200 |
127-130 |
126-184 |
|
R3 |
127-065 |
126-315 |
126-147 |
|
R2 |
126-250 |
126-250 |
126-135 |
|
R1 |
126-180 |
126-180 |
126-122 |
126-215 |
PP |
126-115 |
126-115 |
126-115 |
126-133 |
S1 |
126-045 |
126-045 |
126-098 |
126-080 |
S2 |
125-300 |
125-300 |
126-085 |
|
S3 |
125-165 |
125-230 |
126-073 |
|
S4 |
125-030 |
125-095 |
126-036 |
|
|
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 |
126-185 |
125-290 |
0-215 |
0.5% |
0-128 |
0.3% |
65% |
True |
False |
1,063,854 |
10 |
126-185 |
125-175 |
1-010 |
0.8% |
0-125 |
0.3% |
77% |
True |
False |
1,192,248 |
20 |
126-185 |
125-085 |
1-100 |
1.0% |
0-132 |
0.3% |
82% |
True |
False |
1,161,060 |
40 |
127-080 |
124-255 |
2-145 |
1.9% |
0-139 |
0.3% |
63% |
False |
False |
1,252,421 |
60 |
127-080 |
124-255 |
2-145 |
1.9% |
0-136 |
0.3% |
63% |
False |
False |
1,144,492 |
80 |
127-080 |
124-120 |
2-280 |
2.3% |
0-137 |
0.3% |
68% |
False |
False |
860,199 |
100 |
127-080 |
123-020 |
4-060 |
3.3% |
0-140 |
0.3% |
78% |
False |
False |
688,218 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-119 |
2.618 |
127-218 |
1.618 |
127-083 |
1.000 |
127-000 |
0.618 |
126-268 |
HIGH |
126-185 |
0.618 |
126-133 |
0.500 |
126-118 |
0.382 |
126-102 |
LOW |
126-050 |
0.618 |
125-287 |
1.000 |
125-235 |
1.618 |
125-152 |
2.618 |
125-017 |
4.250 |
124-116 |
|
|
Fisher Pivots for day following 09-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
126-118 |
126-099 |
PP |
126-115 |
126-088 |
S1 |
126-113 |
126-078 |
|