ECBOT 10 Year T-Note Future September 2017
Trading Metrics calculated at close of trading on 18-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2017 |
18-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
126-165 |
126-255 |
0-090 |
0.2% |
126-240 |
High |
126-270 |
127-015 |
0-065 |
0.2% |
127-015 |
Low |
126-110 |
126-180 |
0-070 |
0.2% |
126-000 |
Close |
126-230 |
126-240 |
0-010 |
0.0% |
126-240 |
Range |
0-160 |
0-155 |
-0-005 |
-3.1% |
1-015 |
ATR |
0-142 |
0-143 |
0-001 |
0.7% |
0-000 |
Volume |
1,389,101 |
1,344,325 |
-44,776 |
-3.2% |
6,240,067 |
|
Daily Pivots for day following 18-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-077 |
127-313 |
127-005 |
|
R3 |
127-242 |
127-158 |
126-283 |
|
R2 |
127-087 |
127-087 |
126-268 |
|
R1 |
127-003 |
127-003 |
126-254 |
126-288 |
PP |
126-252 |
126-252 |
126-252 |
126-234 |
S1 |
126-168 |
126-168 |
126-226 |
126-132 |
S2 |
126-097 |
126-097 |
126-212 |
|
S3 |
125-262 |
126-013 |
126-197 |
|
S4 |
125-107 |
125-178 |
126-155 |
|
|
Weekly Pivots for week ending 18-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-237 |
129-093 |
127-104 |
|
R3 |
128-222 |
128-078 |
127-012 |
|
R2 |
127-207 |
127-207 |
126-301 |
|
R1 |
127-063 |
127-063 |
126-271 |
127-088 |
PP |
126-192 |
126-192 |
126-192 |
126-204 |
S1 |
126-048 |
126-048 |
126-209 |
126-072 |
S2 |
125-177 |
125-177 |
126-179 |
|
S3 |
124-162 |
125-033 |
126-148 |
|
S4 |
123-147 |
124-018 |
126-056 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
127-015 |
126-000 |
1-015 |
0.8% |
0-158 |
0.4% |
72% |
True |
False |
1,248,013 |
10 |
127-015 |
125-290 |
1-045 |
0.9% |
0-138 |
0.3% |
74% |
True |
False |
1,198,723 |
20 |
127-015 |
125-155 |
1-180 |
1.2% |
0-141 |
0.3% |
81% |
True |
False |
1,218,953 |
40 |
127-015 |
124-255 |
2-080 |
1.8% |
0-140 |
0.3% |
87% |
True |
False |
1,259,251 |
60 |
127-080 |
124-255 |
2-145 |
1.9% |
0-135 |
0.3% |
80% |
False |
False |
1,255,262 |
80 |
127-080 |
124-120 |
2-280 |
2.3% |
0-136 |
0.3% |
83% |
False |
False |
972,671 |
100 |
127-080 |
123-235 |
3-165 |
2.8% |
0-142 |
0.3% |
86% |
False |
False |
778,442 |
120 |
127-080 |
122-020 |
5-060 |
4.1% |
0-130 |
0.3% |
90% |
False |
False |
648,707 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
129-034 |
2.618 |
128-101 |
1.618 |
127-266 |
1.000 |
127-170 |
0.618 |
127-111 |
HIGH |
127-015 |
0.618 |
126-276 |
0.500 |
126-258 |
0.382 |
126-239 |
LOW |
126-180 |
0.618 |
126-084 |
1.000 |
126-025 |
1.618 |
125-249 |
2.618 |
125-094 |
4.250 |
124-161 |
|
|
Fisher Pivots for day following 18-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
126-258 |
126-216 |
PP |
126-252 |
126-192 |
S1 |
126-246 |
126-168 |
|