ECBOT 10 Year T-Note Future December 2017
| Trading Metrics calculated at close of trading on 23-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2017 |
23-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
126-175 |
126-085 |
-0-090 |
-0.2% |
126-135 |
| High |
126-180 |
126-215 |
0-035 |
0.1% |
126-240 |
| Low |
126-075 |
126-065 |
-0-010 |
0.0% |
125-215 |
| Close |
126-085 |
126-205 |
0-120 |
0.3% |
126-145 |
| Range |
0-105 |
0-150 |
0-045 |
42.9% |
1-025 |
| ATR |
0-133 |
0-134 |
0-001 |
0.9% |
0-000 |
| Volume |
204,722 |
322,184 |
117,462 |
57.4% |
227,088 |
|
| Daily Pivots for day following 23-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-292 |
127-238 |
126-288 |
|
| R3 |
127-142 |
127-088 |
126-246 |
|
| R2 |
126-312 |
126-312 |
126-232 |
|
| R1 |
126-258 |
126-258 |
126-219 |
126-285 |
| PP |
126-162 |
126-162 |
126-162 |
126-175 |
| S1 |
126-108 |
126-108 |
126-191 |
126-135 |
| S2 |
126-012 |
126-012 |
126-177 |
|
| S3 |
125-182 |
125-278 |
126-164 |
|
| S4 |
125-032 |
125-128 |
126-122 |
|
|
| 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 |
126-010 |
0-230 |
0.6% |
0-133 |
0.3% |
85% |
False |
False |
138,918 |
| 10 |
126-240 |
125-215 |
1-025 |
0.9% |
0-138 |
0.3% |
90% |
False |
False |
84,059 |
| 20 |
126-240 |
125-070 |
1-170 |
1.2% |
0-129 |
0.3% |
93% |
False |
False |
45,481 |
| 40 |
126-240 |
124-140 |
2-100 |
1.8% |
0-128 |
0.3% |
95% |
False |
False |
23,699 |
| 60 |
126-245 |
124-140 |
2-105 |
1.8% |
0-111 |
0.3% |
95% |
False |
False |
15,837 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-213 |
|
2.618 |
127-288 |
|
1.618 |
127-138 |
|
1.000 |
127-045 |
|
0.618 |
126-308 |
|
HIGH |
126-215 |
|
0.618 |
126-158 |
|
0.500 |
126-140 |
|
0.382 |
126-122 |
|
LOW |
126-065 |
|
0.618 |
125-292 |
|
1.000 |
125-235 |
|
1.618 |
125-142 |
|
2.618 |
124-312 |
|
4.250 |
124-067 |
|
|
| Fisher Pivots for day following 23-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
126-183 |
126-183 |
| PP |
126-162 |
126-162 |
| S1 |
126-140 |
126-140 |
|