ECBOT 10 Year T-Note Future September 2017
Trading Metrics calculated at close of trading on 21-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2017 |
21-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
126-255 |
126-230 |
-0-025 |
-0.1% |
126-240 |
High |
127-015 |
126-290 |
-0-045 |
-0.1% |
127-015 |
Low |
126-180 |
126-190 |
0-010 |
0.0% |
126-000 |
Close |
126-240 |
126-270 |
0-030 |
0.1% |
126-240 |
Range |
0-155 |
0-100 |
-0-055 |
-35.5% |
1-015 |
ATR |
0-143 |
0-140 |
-0-003 |
-2.1% |
0-000 |
Volume |
1,344,325 |
857,262 |
-487,063 |
-36.2% |
6,240,067 |
|
Daily Pivots for day following 21-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-230 |
127-190 |
127-005 |
|
R3 |
127-130 |
127-090 |
126-298 |
|
R2 |
127-030 |
127-030 |
126-288 |
|
R1 |
126-310 |
126-310 |
126-279 |
127-010 |
PP |
126-250 |
126-250 |
126-250 |
126-260 |
S1 |
126-210 |
126-210 |
126-261 |
126-230 |
S2 |
126-150 |
126-150 |
126-252 |
|
S3 |
126-050 |
126-110 |
126-243 |
|
S4 |
125-270 |
126-010 |
126-215 |
|
|
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% |
0-155 |
0.4% |
81% |
False |
False |
1,230,361 |
10 |
127-015 |
125-290 |
1-045 |
0.9% |
0-139 |
0.3% |
82% |
False |
False |
1,214,461 |
20 |
127-015 |
125-155 |
1-180 |
1.2% |
0-141 |
0.3% |
87% |
False |
False |
1,232,763 |
40 |
127-015 |
124-255 |
2-080 |
1.8% |
0-141 |
0.3% |
91% |
False |
False |
1,262,828 |
60 |
127-080 |
124-255 |
2-145 |
1.9% |
0-136 |
0.3% |
83% |
False |
False |
1,244,884 |
80 |
127-080 |
124-120 |
2-280 |
2.3% |
0-136 |
0.3% |
86% |
False |
False |
983,354 |
100 |
127-080 |
123-245 |
3-155 |
2.7% |
0-141 |
0.3% |
88% |
False |
False |
787,014 |
120 |
127-080 |
122-020 |
5-060 |
4.1% |
0-130 |
0.3% |
92% |
False |
False |
655,851 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-075 |
2.618 |
127-232 |
1.618 |
127-132 |
1.000 |
127-070 |
0.618 |
127-032 |
HIGH |
126-290 |
0.618 |
126-252 |
0.500 |
126-240 |
0.382 |
126-228 |
LOW |
126-190 |
0.618 |
126-128 |
1.000 |
126-090 |
1.618 |
126-028 |
2.618 |
125-248 |
4.250 |
125-085 |
|
|
Fisher Pivots for day following 21-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
126-260 |
126-254 |
PP |
126-250 |
126-238 |
S1 |
126-240 |
126-223 |
|