ECBOT 10 Year T-Note Future December 2017
Trading Metrics calculated at close of trading on 11-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2017 |
11-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
125-290 |
126-110 |
0-140 |
0.3% |
125-240 |
High |
126-120 |
126-175 |
0-055 |
0.1% |
126-175 |
Low |
125-280 |
126-075 |
0-115 |
0.3% |
125-175 |
Close |
126-080 |
126-160 |
0-080 |
0.2% |
126-160 |
Range |
0-160 |
0-100 |
-0-060 |
-37.5% |
1-000 |
ATR |
0-130 |
0-128 |
-0-002 |
-1.6% |
0-000 |
Volume |
21,653 |
22,564 |
911 |
4.2% |
70,341 |
|
Daily Pivots for day following 11-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-117 |
127-078 |
126-215 |
|
R3 |
127-017 |
126-298 |
126-188 |
|
R2 |
126-237 |
126-237 |
126-178 |
|
R1 |
126-198 |
126-198 |
126-169 |
126-218 |
PP |
126-137 |
126-137 |
126-137 |
126-146 |
S1 |
126-098 |
126-098 |
126-151 |
126-118 |
S2 |
126-037 |
126-037 |
126-142 |
|
S3 |
125-257 |
125-318 |
126-132 |
|
S4 |
125-157 |
125-218 |
126-105 |
|
|
Weekly Pivots for week ending 11-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-063 |
128-272 |
127-016 |
|
R3 |
128-063 |
127-272 |
126-248 |
|
R2 |
127-063 |
127-063 |
126-219 |
|
R1 |
126-272 |
126-272 |
126-189 |
127-008 |
PP |
126-063 |
126-063 |
126-063 |
126-091 |
S1 |
125-272 |
125-272 |
126-131 |
126-008 |
S2 |
125-063 |
125-063 |
126-101 |
|
S3 |
124-063 |
124-272 |
126-072 |
|
S4 |
123-063 |
123-272 |
125-304 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-280 |
2.618 |
127-117 |
1.618 |
127-017 |
1.000 |
126-275 |
0.618 |
126-237 |
HIGH |
126-175 |
0.618 |
126-137 |
0.500 |
126-125 |
0.382 |
126-113 |
LOW |
126-075 |
0.618 |
126-013 |
1.000 |
125-295 |
1.618 |
125-233 |
2.618 |
125-133 |
4.250 |
124-290 |
|
|
Fisher Pivots for day following 11-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
126-148 |
126-127 |
PP |
126-137 |
126-093 |
S1 |
126-125 |
126-060 |
|