ECBOT 10 Year T-Note Future September 2017
Trading Metrics calculated at close of trading on 23-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2017 |
23-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
126-275 |
126-180 |
-0-095 |
-0.2% |
126-240 |
High |
126-280 |
126-305 |
0-025 |
0.1% |
127-015 |
Low |
126-170 |
126-160 |
-0-010 |
0.0% |
126-000 |
Close |
126-180 |
126-295 |
0-115 |
0.3% |
126-240 |
Range |
0-110 |
0-145 |
0-035 |
31.8% |
1-015 |
ATR |
0-138 |
0-138 |
0-001 |
0.4% |
0-000 |
Volume |
980,893 |
1,206,815 |
225,922 |
23.0% |
6,240,067 |
|
Daily Pivots for day following 23-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-048 |
127-317 |
127-055 |
|
R3 |
127-223 |
127-172 |
127-015 |
|
R2 |
127-078 |
127-078 |
127-002 |
|
R1 |
127-027 |
127-027 |
126-308 |
127-052 |
PP |
126-253 |
126-253 |
126-253 |
126-266 |
S1 |
126-202 |
126-202 |
126-282 |
126-228 |
S2 |
126-108 |
126-108 |
126-268 |
|
S3 |
125-283 |
126-057 |
126-255 |
|
S4 |
125-138 |
125-232 |
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 |
126-110 |
0-225 |
0.6% |
0-134 |
0.3% |
82% |
False |
False |
1,155,679 |
10 |
127-015 |
126-000 |
1-015 |
0.8% |
0-140 |
0.3% |
88% |
False |
False |
1,206,763 |
20 |
127-015 |
125-175 |
1-160 |
1.2% |
0-133 |
0.3% |
92% |
False |
False |
1,199,506 |
40 |
127-015 |
124-255 |
2-080 |
1.8% |
0-139 |
0.3% |
94% |
False |
False |
1,255,827 |
60 |
127-080 |
124-255 |
2-145 |
1.9% |
0-136 |
0.3% |
87% |
False |
False |
1,232,733 |
80 |
127-080 |
124-120 |
2-280 |
2.3% |
0-135 |
0.3% |
89% |
False |
False |
1,010,634 |
100 |
127-080 |
124-010 |
3-070 |
2.5% |
0-142 |
0.3% |
90% |
False |
False |
808,891 |
120 |
127-080 |
122-020 |
5-060 |
4.1% |
0-132 |
0.3% |
94% |
False |
False |
674,082 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-281 |
2.618 |
128-045 |
1.618 |
127-220 |
1.000 |
127-130 |
0.618 |
127-075 |
HIGH |
126-305 |
0.618 |
126-250 |
0.500 |
126-232 |
0.382 |
126-215 |
LOW |
126-160 |
0.618 |
126-070 |
1.000 |
126-015 |
1.618 |
125-245 |
2.618 |
125-100 |
4.250 |
124-184 |
|
|
Fisher Pivots for day following 23-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
126-274 |
126-274 |
PP |
126-253 |
126-253 |
S1 |
126-232 |
126-232 |
|