ECBOT 10 Year T-Note Future December 2017
| Trading Metrics calculated at close of trading on 25-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2017 |
25-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
126-210 |
126-125 |
-0-085 |
-0.2% |
126-125 |
| High |
126-210 |
126-220 |
0-010 |
0.0% |
126-220 |
| Low |
126-125 |
126-105 |
-0-020 |
0.0% |
126-065 |
| Close |
126-130 |
126-195 |
0-065 |
0.2% |
126-195 |
| Range |
0-085 |
0-115 |
0-030 |
35.3% |
0-155 |
| ATR |
0-130 |
0-129 |
-0-001 |
-0.8% |
0-000 |
| Volume |
913,907 |
1,088,873 |
174,966 |
19.1% |
2,572,070 |
|
| Daily Pivots for day following 25-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-198 |
127-152 |
126-258 |
|
| R3 |
127-083 |
127-037 |
126-227 |
|
| R2 |
126-288 |
126-288 |
126-216 |
|
| R1 |
126-242 |
126-242 |
126-206 |
126-265 |
| PP |
126-173 |
126-173 |
126-173 |
126-185 |
| S1 |
126-127 |
126-127 |
126-184 |
126-150 |
| S2 |
126-058 |
126-058 |
126-174 |
|
| S3 |
125-263 |
126-012 |
126-163 |
|
| S4 |
125-148 |
125-217 |
126-132 |
|
|
| Weekly Pivots for week ending 25-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-305 |
127-245 |
126-280 |
|
| R3 |
127-150 |
127-090 |
126-238 |
|
| R2 |
126-315 |
126-315 |
126-223 |
|
| R1 |
126-255 |
126-255 |
126-209 |
126-285 |
| PP |
126-160 |
126-160 |
126-160 |
126-175 |
| S1 |
126-100 |
126-100 |
126-181 |
126-130 |
| S2 |
126-005 |
126-005 |
126-167 |
|
| S3 |
125-170 |
125-265 |
126-152 |
|
| S4 |
125-015 |
125-110 |
126-110 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-220 |
126-065 |
0-155 |
0.4% |
0-110 |
0.3% |
84% |
True |
False |
514,414 |
| 10 |
126-240 |
125-215 |
1-025 |
0.9% |
0-132 |
0.3% |
87% |
False |
False |
279,915 |
| 20 |
126-240 |
125-105 |
1-135 |
1.1% |
0-126 |
0.3% |
90% |
False |
False |
145,232 |
| 40 |
126-240 |
124-140 |
2-100 |
1.8% |
0-128 |
0.3% |
94% |
False |
False |
73,713 |
| 60 |
126-245 |
124-140 |
2-105 |
1.8% |
0-114 |
0.3% |
93% |
False |
False |
49,217 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-069 |
|
2.618 |
127-201 |
|
1.618 |
127-086 |
|
1.000 |
127-015 |
|
0.618 |
126-291 |
|
HIGH |
126-220 |
|
0.618 |
126-176 |
|
0.500 |
126-162 |
|
0.382 |
126-149 |
|
LOW |
126-105 |
|
0.618 |
126-034 |
|
1.000 |
125-310 |
|
1.618 |
125-239 |
|
2.618 |
125-124 |
|
4.250 |
124-256 |
|
|
| Fisher Pivots for day following 25-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
126-184 |
126-178 |
| PP |
126-173 |
126-160 |
| S1 |
126-162 |
126-142 |
|