ECBOT 10 Year T-Note Future December 2017
Trading Metrics calculated at close of trading on 24-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2017 |
24-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
126-085 |
126-210 |
0-125 |
0.3% |
126-135 |
High |
126-215 |
126-210 |
-0-005 |
0.0% |
126-240 |
Low |
126-065 |
126-125 |
0-060 |
0.1% |
125-215 |
Close |
126-205 |
126-130 |
-0-075 |
-0.2% |
126-145 |
Range |
0-150 |
0-085 |
-0-065 |
-43.3% |
1-025 |
ATR |
0-134 |
0-130 |
-0-003 |
-2.6% |
0-000 |
Volume |
322,184 |
913,907 |
591,723 |
183.7% |
227,088 |
|
Daily Pivots for day following 24-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-090 |
127-035 |
126-177 |
|
R3 |
127-005 |
126-270 |
126-153 |
|
R2 |
126-240 |
126-240 |
126-146 |
|
R1 |
126-185 |
126-185 |
126-138 |
126-170 |
PP |
126-155 |
126-155 |
126-155 |
126-148 |
S1 |
126-100 |
126-100 |
126-122 |
126-085 |
S2 |
126-070 |
126-070 |
126-114 |
|
S3 |
125-305 |
126-015 |
126-107 |
|
S4 |
125-220 |
125-250 |
126-083 |
|
|
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 |
126-065 |
0-175 |
0.4% |
0-118 |
0.3% |
37% |
False |
False |
310,178 |
10 |
126-240 |
125-215 |
1-025 |
0.9% |
0-130 |
0.3% |
68% |
False |
False |
173,284 |
20 |
126-240 |
125-070 |
1-170 |
1.2% |
0-127 |
0.3% |
78% |
False |
False |
90,976 |
40 |
126-240 |
124-140 |
2-100 |
1.8% |
0-128 |
0.3% |
85% |
False |
False |
46,507 |
60 |
126-245 |
124-140 |
2-105 |
1.8% |
0-112 |
0.3% |
85% |
False |
False |
31,069 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-251 |
2.618 |
127-113 |
1.618 |
127-028 |
1.000 |
126-295 |
0.618 |
126-263 |
HIGH |
126-210 |
0.618 |
126-178 |
0.500 |
126-168 |
0.382 |
126-157 |
LOW |
126-125 |
0.618 |
126-072 |
1.000 |
126-040 |
1.618 |
125-307 |
2.618 |
125-222 |
4.250 |
125-084 |
|
|
Fisher Pivots for day following 24-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
126-168 |
126-140 |
PP |
126-155 |
126-137 |
S1 |
126-143 |
126-133 |
|