ECBOT 10 Year T-Note Future September 2017
Trading Metrics calculated at close of trading on 22-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2017 |
22-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
126-230 |
126-275 |
0-045 |
0.1% |
126-240 |
High |
126-290 |
126-280 |
-0-010 |
0.0% |
127-015 |
Low |
126-190 |
126-170 |
-0-020 |
0.0% |
126-000 |
Close |
126-270 |
126-180 |
-0-090 |
-0.2% |
126-240 |
Range |
0-100 |
0-110 |
0-010 |
10.0% |
1-015 |
ATR |
0-140 |
0-138 |
-0-002 |
-1.5% |
0-000 |
Volume |
857,262 |
980,893 |
123,631 |
14.4% |
6,240,067 |
|
Daily Pivots for day following 22-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-220 |
127-150 |
126-240 |
|
R3 |
127-110 |
127-040 |
126-210 |
|
R2 |
127-000 |
127-000 |
126-200 |
|
R1 |
126-250 |
126-250 |
126-190 |
126-230 |
PP |
126-210 |
126-210 |
126-210 |
126-200 |
S1 |
126-140 |
126-140 |
126-170 |
126-120 |
S2 |
126-100 |
126-100 |
126-160 |
|
S3 |
125-310 |
126-030 |
126-150 |
|
S4 |
125-200 |
125-240 |
126-120 |
|
|
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% |
0-142 |
0.4% |
54% |
False |
False |
1,185,168 |
10 |
127-015 |
126-000 |
1-015 |
0.8% |
0-139 |
0.3% |
54% |
False |
False |
1,221,183 |
20 |
127-015 |
125-155 |
1-180 |
1.2% |
0-135 |
0.3% |
69% |
False |
False |
1,208,370 |
40 |
127-015 |
124-255 |
2-080 |
1.8% |
0-141 |
0.3% |
78% |
False |
False |
1,266,311 |
60 |
127-080 |
124-255 |
2-145 |
1.9% |
0-136 |
0.3% |
72% |
False |
False |
1,238,359 |
80 |
127-080 |
124-120 |
2-280 |
2.3% |
0-135 |
0.3% |
76% |
False |
False |
995,562 |
100 |
127-080 |
123-250 |
3-150 |
2.7% |
0-141 |
0.3% |
80% |
False |
False |
796,823 |
120 |
127-080 |
122-020 |
5-060 |
4.1% |
0-131 |
0.3% |
87% |
False |
False |
664,025 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-107 |
2.618 |
127-248 |
1.618 |
127-138 |
1.000 |
127-070 |
0.618 |
127-028 |
HIGH |
126-280 |
0.618 |
126-238 |
0.500 |
126-225 |
0.382 |
126-212 |
LOW |
126-170 |
0.618 |
126-102 |
1.000 |
126-060 |
1.618 |
125-312 |
2.618 |
125-202 |
4.250 |
125-023 |
|
|
Fisher Pivots for day following 22-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
126-225 |
126-253 |
PP |
126-210 |
126-228 |
S1 |
126-195 |
126-204 |
|