ECBOT 10 Year T-Note Future September 2017
Trading Metrics calculated at close of trading on 17-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2017 |
17-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
126-035 |
126-165 |
0-130 |
0.3% |
126-030 |
High |
126-185 |
126-270 |
0-085 |
0.2% |
126-280 |
Low |
126-000 |
126-110 |
0-110 |
0.3% |
125-290 |
Close |
126-165 |
126-230 |
0-065 |
0.2% |
126-260 |
Range |
0-185 |
0-160 |
-0-025 |
-13.5% |
0-310 |
ATR |
0-140 |
0-142 |
0-001 |
1.0% |
0-000 |
Volume |
1,354,262 |
1,389,101 |
34,839 |
2.6% |
5,747,165 |
|
Daily Pivots for day following 17-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-043 |
127-297 |
126-318 |
|
R3 |
127-203 |
127-137 |
126-274 |
|
R2 |
127-043 |
127-043 |
126-259 |
|
R1 |
126-297 |
126-297 |
126-245 |
127-010 |
PP |
126-203 |
126-203 |
126-203 |
126-220 |
S1 |
126-137 |
126-137 |
126-215 |
126-170 |
S2 |
126-043 |
126-043 |
126-201 |
|
S3 |
125-203 |
125-297 |
126-186 |
|
S4 |
125-043 |
125-137 |
126-142 |
|
|
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 |
126-000 |
0-280 |
0.7% |
0-148 |
0.4% |
82% |
False |
False |
1,274,930 |
10 |
126-280 |
125-290 |
0-310 |
0.8% |
0-139 |
0.3% |
84% |
False |
False |
1,190,942 |
20 |
126-280 |
125-155 |
1-125 |
1.1% |
0-138 |
0.3% |
89% |
False |
False |
1,189,621 |
40 |
126-290 |
124-255 |
2-035 |
1.7% |
0-138 |
0.3% |
91% |
False |
False |
1,247,759 |
60 |
127-080 |
124-255 |
2-145 |
1.9% |
0-135 |
0.3% |
78% |
False |
False |
1,251,943 |
80 |
127-080 |
124-120 |
2-280 |
2.3% |
0-135 |
0.3% |
82% |
False |
False |
955,922 |
100 |
127-080 |
123-235 |
3-165 |
2.8% |
0-142 |
0.3% |
85% |
False |
False |
764,999 |
120 |
127-080 |
122-020 |
5-060 |
4.1% |
0-128 |
0.3% |
90% |
False |
False |
637,504 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-310 |
2.618 |
128-049 |
1.618 |
127-209 |
1.000 |
127-110 |
0.618 |
127-049 |
HIGH |
126-270 |
0.618 |
126-209 |
0.500 |
126-190 |
0.382 |
126-171 |
LOW |
126-110 |
0.618 |
126-011 |
1.000 |
125-270 |
1.618 |
125-171 |
2.618 |
125-011 |
4.250 |
124-070 |
|
|
Fisher Pivots for day following 17-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
126-217 |
126-198 |
PP |
126-203 |
126-167 |
S1 |
126-190 |
126-135 |
|