ECBOT 10 Year T-Note Future September 2017
Trading Metrics calculated at close of trading on 15-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2017 |
15-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
126-240 |
126-175 |
-0-065 |
-0.2% |
126-030 |
High |
126-255 |
126-180 |
-0-075 |
-0.2% |
126-280 |
Low |
126-140 |
126-005 |
-0-135 |
-0.3% |
125-290 |
Close |
126-175 |
126-050 |
-0-125 |
-0.3% |
126-260 |
Range |
0-115 |
0-175 |
0-060 |
52.2% |
0-310 |
ATR |
0-134 |
0-137 |
0-003 |
2.2% |
0-000 |
Volume |
945,523 |
1,206,856 |
261,333 |
27.6% |
5,747,165 |
|
Daily Pivots for day following 15-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-283 |
127-182 |
126-146 |
|
R3 |
127-108 |
127-007 |
126-098 |
|
R2 |
126-253 |
126-253 |
126-082 |
|
R1 |
126-152 |
126-152 |
126-066 |
126-115 |
PP |
126-078 |
126-078 |
126-078 |
126-060 |
S1 |
125-297 |
125-297 |
126-034 |
125-260 |
S2 |
125-223 |
125-223 |
126-018 |
|
S3 |
125-048 |
125-122 |
126-002 |
|
S4 |
124-193 |
124-267 |
125-274 |
|
|
Weekly Pivots for week ending 11-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-140 |
129-030 |
127-110 |
|
R3 |
128-150 |
128-040 |
127-025 |
|
R2 |
127-160 |
127-160 |
126-317 |
|
R1 |
127-050 |
127-050 |
126-288 |
127-105 |
PP |
126-170 |
126-170 |
126-170 |
126-198 |
S1 |
126-060 |
126-060 |
126-232 |
126-115 |
S2 |
125-180 |
125-180 |
126-203 |
|
S3 |
124-190 |
125-070 |
126-175 |
|
S4 |
123-200 |
124-080 |
126-090 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
126-280 |
126-005 |
0-275 |
0.7% |
0-137 |
0.3% |
16% |
False |
True |
1,257,199 |
10 |
126-280 |
125-290 |
0-310 |
0.8% |
0-128 |
0.3% |
26% |
False |
False |
1,159,196 |
20 |
126-280 |
125-155 |
1-125 |
1.1% |
0-130 |
0.3% |
48% |
False |
False |
1,155,973 |
40 |
126-290 |
124-255 |
2-035 |
1.7% |
0-135 |
0.3% |
64% |
False |
False |
1,232,305 |
60 |
127-080 |
124-255 |
2-145 |
1.9% |
0-133 |
0.3% |
55% |
False |
False |
1,220,593 |
80 |
127-080 |
124-120 |
2-280 |
2.3% |
0-136 |
0.3% |
62% |
False |
False |
921,711 |
100 |
127-080 |
123-235 |
3-165 |
2.8% |
0-140 |
0.3% |
69% |
False |
False |
737,566 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-284 |
2.618 |
127-318 |
1.618 |
127-143 |
1.000 |
127-035 |
0.618 |
126-288 |
HIGH |
126-180 |
0.618 |
126-113 |
0.500 |
126-092 |
0.382 |
126-072 |
LOW |
126-005 |
0.618 |
125-217 |
1.000 |
125-150 |
1.618 |
125-042 |
2.618 |
124-187 |
4.250 |
123-221 |
|
|
Fisher Pivots for day following 15-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
126-092 |
126-142 |
PP |
126-078 |
126-112 |
S1 |
126-064 |
126-081 |
|