ECBOT 10 Year T-Note Future December 2017
| Trading Metrics calculated at close of trading on 28-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2017 |
28-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
126-125 |
126-195 |
0-070 |
0.2% |
126-125 |
| High |
126-220 |
126-235 |
0-015 |
0.0% |
126-220 |
| Low |
126-105 |
126-170 |
0-065 |
0.2% |
126-065 |
| Close |
126-195 |
126-235 |
0-040 |
0.1% |
126-195 |
| Range |
0-115 |
0-065 |
-0-050 |
-43.5% |
0-155 |
| ATR |
0-129 |
0-125 |
-0-005 |
-3.6% |
0-000 |
| Volume |
1,088,873 |
1,562,098 |
473,225 |
43.5% |
2,572,070 |
|
| Daily Pivots for day following 28-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-088 |
127-067 |
126-271 |
|
| R3 |
127-023 |
127-002 |
126-253 |
|
| R2 |
126-278 |
126-278 |
126-247 |
|
| R1 |
126-257 |
126-257 |
126-241 |
126-268 |
| PP |
126-213 |
126-213 |
126-213 |
126-219 |
| S1 |
126-192 |
126-192 |
126-229 |
126-203 |
| S2 |
126-148 |
126-148 |
126-223 |
|
| S3 |
126-083 |
126-127 |
126-217 |
|
| S4 |
126-018 |
126-062 |
126-199 |
|
|
| 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 |
126-235 |
126-065 |
0-170 |
0.4% |
0-104 |
0.3% |
100% |
True |
False |
818,356 |
| 10 |
126-240 |
125-215 |
1-025 |
0.9% |
0-128 |
0.3% |
99% |
False |
False |
433,144 |
| 20 |
126-240 |
125-105 |
1-135 |
1.1% |
0-126 |
0.3% |
99% |
False |
False |
223,231 |
| 40 |
126-240 |
124-140 |
2-100 |
1.8% |
0-127 |
0.3% |
99% |
False |
False |
112,760 |
| 60 |
126-245 |
124-140 |
2-105 |
1.8% |
0-113 |
0.3% |
99% |
False |
False |
75,252 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-191 |
|
2.618 |
127-085 |
|
1.618 |
127-020 |
|
1.000 |
126-300 |
|
0.618 |
126-275 |
|
HIGH |
126-235 |
|
0.618 |
126-210 |
|
0.500 |
126-203 |
|
0.382 |
126-195 |
|
LOW |
126-170 |
|
0.618 |
126-130 |
|
1.000 |
126-105 |
|
1.618 |
126-065 |
|
2.618 |
126-000 |
|
4.250 |
125-214 |
|
|
| Fisher Pivots for day following 28-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
126-224 |
126-213 |
| PP |
126-213 |
126-192 |
| S1 |
126-203 |
126-170 |
|