ECBOT 10 Year T-Note Future September 2017
Trading Metrics calculated at close of trading on 24-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2017 |
24-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
126-180 |
126-300 |
0-120 |
0.3% |
126-240 |
High |
126-305 |
126-305 |
0-000 |
0.0% |
127-015 |
Low |
126-160 |
126-215 |
0-055 |
0.1% |
126-000 |
Close |
126-295 |
126-220 |
-0-075 |
-0.2% |
126-240 |
Range |
0-145 |
0-090 |
-0-055 |
-37.9% |
1-015 |
ATR |
0-138 |
0-135 |
-0-003 |
-2.5% |
0-000 |
Volume |
1,206,815 |
1,746,329 |
539,514 |
44.7% |
6,240,067 |
|
Daily Pivots for day following 24-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-197 |
127-138 |
126-269 |
|
R3 |
127-107 |
127-048 |
126-245 |
|
R2 |
127-017 |
127-017 |
126-236 |
|
R1 |
126-278 |
126-278 |
126-228 |
126-262 |
PP |
126-247 |
126-247 |
126-247 |
126-239 |
S1 |
126-188 |
126-188 |
126-212 |
126-173 |
S2 |
126-157 |
126-157 |
126-204 |
|
S3 |
126-067 |
126-098 |
126-195 |
|
S4 |
125-297 |
126-008 |
126-171 |
|
|
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 |
126-160 |
0-175 |
0.4% |
0-120 |
0.3% |
34% |
False |
False |
1,227,124 |
10 |
127-015 |
126-000 |
1-015 |
0.8% |
0-134 |
0.3% |
66% |
False |
False |
1,251,027 |
20 |
127-015 |
125-175 |
1-160 |
1.2% |
0-131 |
0.3% |
76% |
False |
False |
1,210,405 |
40 |
127-015 |
124-255 |
2-080 |
1.8% |
0-138 |
0.3% |
84% |
False |
False |
1,254,413 |
60 |
127-080 |
124-255 |
2-145 |
1.9% |
0-136 |
0.3% |
77% |
False |
False |
1,236,826 |
80 |
127-080 |
124-120 |
2-280 |
2.3% |
0-135 |
0.3% |
80% |
False |
False |
1,032,382 |
100 |
127-080 |
124-090 |
2-310 |
2.3% |
0-140 |
0.3% |
81% |
False |
False |
826,349 |
120 |
127-080 |
122-020 |
5-060 |
4.1% |
0-133 |
0.3% |
89% |
False |
False |
688,634 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-047 |
2.618 |
127-221 |
1.618 |
127-131 |
1.000 |
127-075 |
0.618 |
127-041 |
HIGH |
126-305 |
0.618 |
126-271 |
0.500 |
126-260 |
0.382 |
126-249 |
LOW |
126-215 |
0.618 |
126-159 |
1.000 |
126-125 |
1.618 |
126-069 |
2.618 |
125-299 |
4.250 |
125-153 |
|
|
Fisher Pivots for day following 24-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
126-260 |
126-232 |
PP |
126-247 |
126-228 |
S1 |
126-233 |
126-224 |
|