ECBOT 10 Year T-Note Future September 2017
Trading Metrics calculated at close of trading on 10-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2017 |
10-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
126-050 |
126-085 |
0-035 |
0.1% |
125-295 |
High |
126-185 |
126-215 |
0-030 |
0.1% |
126-150 |
Low |
126-050 |
126-060 |
0-010 |
0.0% |
125-215 |
Close |
126-110 |
126-180 |
0-070 |
0.2% |
126-025 |
Range |
0-135 |
0-155 |
0-020 |
14.8% |
0-255 |
ATR |
0-136 |
0-137 |
0-001 |
1.0% |
0-000 |
Volume |
1,351,014 |
1,303,690 |
-47,324 |
-3.5% |
6,196,791 |
|
Daily Pivots for day following 10-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-297 |
127-233 |
126-265 |
|
R3 |
127-142 |
127-078 |
126-223 |
|
R2 |
126-307 |
126-307 |
126-208 |
|
R1 |
126-243 |
126-243 |
126-194 |
126-275 |
PP |
126-152 |
126-152 |
126-152 |
126-168 |
S1 |
126-088 |
126-088 |
126-166 |
126-120 |
S2 |
125-317 |
125-317 |
126-152 |
|
S3 |
125-162 |
125-253 |
126-137 |
|
S4 |
125-007 |
125-098 |
126-095 |
|
|
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 |
126-215 |
125-290 |
0-245 |
0.6% |
0-131 |
0.3% |
86% |
True |
False |
1,106,954 |
10 |
126-215 |
125-175 |
1-040 |
0.9% |
0-128 |
0.3% |
90% |
True |
False |
1,169,782 |
20 |
126-215 |
125-105 |
1-110 |
1.1% |
0-133 |
0.3% |
92% |
True |
False |
1,163,241 |
40 |
127-020 |
124-255 |
2-085 |
1.8% |
0-136 |
0.3% |
78% |
False |
False |
1,223,956 |
60 |
127-080 |
124-255 |
2-145 |
1.9% |
0-136 |
0.3% |
72% |
False |
False |
1,165,554 |
80 |
127-080 |
124-120 |
2-280 |
2.3% |
0-136 |
0.3% |
76% |
False |
False |
876,467 |
100 |
127-080 |
123-050 |
4-030 |
3.2% |
0-140 |
0.3% |
83% |
False |
False |
701,255 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-234 |
2.618 |
127-301 |
1.618 |
127-146 |
1.000 |
127-050 |
0.618 |
126-311 |
HIGH |
126-215 |
0.618 |
126-156 |
0.500 |
126-138 |
0.382 |
126-119 |
LOW |
126-060 |
0.618 |
125-284 |
1.000 |
125-225 |
1.618 |
125-129 |
2.618 |
124-294 |
4.250 |
124-041 |
|
|
Fisher Pivots for day following 10-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
126-166 |
126-151 |
PP |
126-152 |
126-122 |
S1 |
126-138 |
126-093 |
|