ECBOT 10 Year T-Note Future December 2017
Trading Metrics calculated at close of trading on 15-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2017 |
15-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
126-135 |
126-060 |
-0-075 |
-0.2% |
125-240 |
High |
126-145 |
126-060 |
-0-085 |
-0.2% |
126-175 |
Low |
126-045 |
125-220 |
-0-145 |
-0.4% |
125-175 |
Close |
126-075 |
125-265 |
-0-130 |
-0.3% |
126-160 |
Range |
0-100 |
0-160 |
0-060 |
60.0% |
1-000 |
ATR |
0-127 |
0-130 |
0-003 |
2.7% |
0-000 |
Volume |
29,812 |
42,733 |
12,921 |
43.3% |
70,341 |
|
Daily Pivots for day following 15-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-128 |
127-037 |
126-033 |
|
R3 |
126-288 |
126-197 |
125-309 |
|
R2 |
126-128 |
126-128 |
125-294 |
|
R1 |
126-037 |
126-037 |
125-280 |
126-002 |
PP |
125-288 |
125-288 |
125-288 |
125-271 |
S1 |
125-197 |
125-197 |
125-250 |
125-162 |
S2 |
125-128 |
125-128 |
125-236 |
|
S3 |
124-288 |
125-037 |
125-221 |
|
S4 |
124-128 |
124-197 |
125-177 |
|
|
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 |
128-100 |
2.618 |
127-159 |
1.618 |
126-319 |
1.000 |
126-220 |
0.618 |
126-159 |
HIGH |
126-060 |
0.618 |
125-319 |
0.500 |
125-300 |
0.382 |
125-281 |
LOW |
125-220 |
0.618 |
125-121 |
1.000 |
125-060 |
1.618 |
124-281 |
2.618 |
124-121 |
4.250 |
123-180 |
|
|
Fisher Pivots for day following 15-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
125-300 |
126-038 |
PP |
125-288 |
126-007 |
S1 |
125-277 |
125-296 |
|