ECBOT 10 Year T-Note Future December 2017
| Trading Metrics calculated at close of trading on 22-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2017 |
22-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
126-125 |
126-175 |
0-050 |
0.1% |
126-135 |
| High |
126-190 |
126-180 |
-0-010 |
0.0% |
126-240 |
| Low |
126-095 |
126-075 |
-0-020 |
0.0% |
125-215 |
| Close |
126-175 |
126-085 |
-0-090 |
-0.2% |
126-145 |
| Range |
0-095 |
0-105 |
0-010 |
10.5% |
1-025 |
| ATR |
0-135 |
0-133 |
-0-002 |
-1.6% |
0-000 |
| Volume |
42,384 |
204,722 |
162,338 |
383.0% |
227,088 |
|
| Daily Pivots for day following 22-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-108 |
127-042 |
126-143 |
|
| R3 |
127-003 |
126-257 |
126-114 |
|
| R2 |
126-218 |
126-218 |
126-104 |
|
| R1 |
126-152 |
126-152 |
126-095 |
126-132 |
| PP |
126-113 |
126-113 |
126-113 |
126-104 |
| S1 |
126-047 |
126-047 |
126-075 |
126-028 |
| S2 |
126-008 |
126-008 |
126-066 |
|
| S3 |
125-223 |
125-262 |
126-056 |
|
| S4 |
125-118 |
125-157 |
126-027 |
|
|
| Weekly Pivots for week ending 18-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-168 |
129-022 |
127-015 |
|
| R3 |
128-143 |
127-317 |
126-240 |
|
| R2 |
127-118 |
127-118 |
126-208 |
|
| R1 |
126-292 |
126-292 |
126-177 |
127-045 |
| PP |
126-093 |
126-093 |
126-093 |
126-130 |
| S1 |
125-267 |
125-267 |
126-113 |
126-020 |
| S2 |
125-068 |
125-068 |
126-082 |
|
| S3 |
124-043 |
124-242 |
126-050 |
|
| S4 |
123-018 |
123-217 |
125-275 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-240 |
125-215 |
1-025 |
0.9% |
0-141 |
0.3% |
55% |
False |
False |
80,329 |
| 10 |
126-240 |
125-215 |
1-025 |
0.9% |
0-136 |
0.3% |
55% |
False |
False |
52,984 |
| 20 |
126-240 |
125-045 |
1-195 |
1.3% |
0-131 |
0.3% |
70% |
False |
False |
29,465 |
| 40 |
126-240 |
124-140 |
2-100 |
1.8% |
0-130 |
0.3% |
79% |
False |
False |
15,650 |
| 60 |
126-245 |
124-140 |
2-105 |
1.8% |
0-112 |
0.3% |
79% |
False |
False |
10,468 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-306 |
|
2.618 |
127-135 |
|
1.618 |
127-030 |
|
1.000 |
126-285 |
|
0.618 |
126-245 |
|
HIGH |
126-180 |
|
0.618 |
126-140 |
|
0.500 |
126-128 |
|
0.382 |
126-115 |
|
LOW |
126-075 |
|
0.618 |
126-010 |
|
1.000 |
125-290 |
|
1.618 |
125-225 |
|
2.618 |
125-120 |
|
4.250 |
124-269 |
|
|
| Fisher Pivots for day following 22-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
126-128 |
126-158 |
| PP |
126-113 |
126-133 |
| S1 |
126-099 |
126-109 |
|