ECBOT 10 Year T-Note Future September 2017
Trading Metrics calculated at close of trading on 25-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2017 |
25-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
126-300 |
126-215 |
-0-085 |
-0.2% |
126-230 |
High |
126-305 |
126-305 |
0-000 |
0.0% |
126-305 |
Low |
126-215 |
126-200 |
-0-015 |
0.0% |
126-160 |
Close |
126-220 |
126-280 |
0-060 |
0.1% |
126-280 |
Range |
0-090 |
0-105 |
0-015 |
16.7% |
0-145 |
ATR |
0-135 |
0-133 |
-0-002 |
-1.6% |
0-000 |
Volume |
1,746,329 |
1,954,747 |
208,418 |
11.9% |
6,746,046 |
|
Daily Pivots for day following 25-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-257 |
127-213 |
127-018 |
|
R3 |
127-152 |
127-108 |
126-309 |
|
R2 |
127-047 |
127-047 |
126-299 |
|
R1 |
127-003 |
127-003 |
126-290 |
127-025 |
PP |
126-262 |
126-262 |
126-262 |
126-272 |
S1 |
126-218 |
126-218 |
126-270 |
126-240 |
S2 |
126-157 |
126-157 |
126-261 |
|
S3 |
126-052 |
126-113 |
126-251 |
|
S4 |
125-267 |
126-008 |
126-222 |
|
|
Weekly Pivots for week ending 25-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-043 |
127-307 |
127-040 |
|
R3 |
127-218 |
127-162 |
127-000 |
|
R2 |
127-073 |
127-073 |
126-307 |
|
R1 |
127-017 |
127-017 |
126-293 |
127-045 |
PP |
126-248 |
126-248 |
126-248 |
126-262 |
S1 |
126-192 |
126-192 |
126-267 |
126-220 |
S2 |
126-103 |
126-103 |
126-253 |
|
S3 |
125-278 |
126-047 |
126-240 |
|
S4 |
125-133 |
125-222 |
126-200 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
126-305 |
126-160 |
0-145 |
0.4% |
0-110 |
0.3% |
83% |
True |
False |
1,349,209 |
10 |
127-015 |
126-000 |
1-015 |
0.8% |
0-134 |
0.3% |
84% |
False |
False |
1,298,611 |
20 |
127-015 |
125-215 |
1-120 |
1.1% |
0-129 |
0.3% |
87% |
False |
False |
1,246,503 |
40 |
127-015 |
124-255 |
2-080 |
1.8% |
0-135 |
0.3% |
92% |
False |
False |
1,255,384 |
60 |
127-080 |
124-255 |
2-145 |
1.9% |
0-136 |
0.3% |
85% |
False |
False |
1,249,658 |
80 |
127-080 |
124-120 |
2-280 |
2.3% |
0-134 |
0.3% |
87% |
False |
False |
1,056,756 |
100 |
127-080 |
124-090 |
2-310 |
2.3% |
0-140 |
0.3% |
87% |
False |
False |
845,890 |
120 |
127-080 |
122-020 |
5-060 |
4.1% |
0-134 |
0.3% |
93% |
False |
False |
704,924 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-111 |
2.618 |
127-260 |
1.618 |
127-155 |
1.000 |
127-090 |
0.618 |
127-050 |
HIGH |
126-305 |
0.618 |
126-265 |
0.500 |
126-252 |
0.382 |
126-240 |
LOW |
126-200 |
0.618 |
126-135 |
1.000 |
126-095 |
1.618 |
126-030 |
2.618 |
125-245 |
4.250 |
125-074 |
|
|
Fisher Pivots for day following 25-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
126-271 |
126-264 |
PP |
126-262 |
126-248 |
S1 |
126-252 |
126-232 |
|