ECBOT 10 Year T-Note Future December 2017
Trading Metrics calculated at close of trading on 30-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2017 |
30-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
126-270 |
126-305 |
0-035 |
0.1% |
126-125 |
High |
127-105 |
127-000 |
-0-105 |
-0.3% |
126-220 |
Low |
126-240 |
126-230 |
-0-010 |
0.0% |
126-065 |
Close |
126-300 |
126-260 |
-0-040 |
-0.1% |
126-195 |
Range |
0-185 |
0-090 |
-0-095 |
-51.4% |
0-155 |
ATR |
0-129 |
0-127 |
-0-003 |
-2.2% |
0-000 |
Volume |
1,942,750 |
1,321,429 |
-621,321 |
-32.0% |
2,572,070 |
|
Daily Pivots for day following 30-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-220 |
127-170 |
126-309 |
|
R3 |
127-130 |
127-080 |
126-285 |
|
R2 |
127-040 |
127-040 |
126-276 |
|
R1 |
126-310 |
126-310 |
126-268 |
126-290 |
PP |
126-270 |
126-270 |
126-270 |
126-260 |
S1 |
126-220 |
126-220 |
126-252 |
126-200 |
S2 |
126-180 |
126-180 |
126-244 |
|
S3 |
126-090 |
126-130 |
126-235 |
|
S4 |
126-000 |
126-040 |
126-211 |
|
|
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 |
127-105 |
126-105 |
1-000 |
0.8% |
0-108 |
0.3% |
48% |
False |
False |
1,365,811 |
10 |
127-105 |
126-010 |
1-095 |
1.0% |
0-121 |
0.3% |
60% |
False |
False |
752,365 |
20 |
127-105 |
125-175 |
1-250 |
1.4% |
0-126 |
0.3% |
71% |
False |
False |
385,955 |
40 |
127-105 |
124-140 |
2-285 |
2.3% |
0-126 |
0.3% |
82% |
False |
False |
194,328 |
60 |
127-105 |
124-140 |
2-285 |
2.3% |
0-118 |
0.3% |
82% |
False |
False |
129,655 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-062 |
2.618 |
127-236 |
1.618 |
127-146 |
1.000 |
127-090 |
0.618 |
127-056 |
HIGH |
127-000 |
0.618 |
126-286 |
0.500 |
126-275 |
0.382 |
126-264 |
LOW |
126-230 |
0.618 |
126-174 |
1.000 |
126-140 |
1.618 |
126-084 |
2.618 |
125-314 |
4.250 |
125-168 |
|
|
Fisher Pivots for day following 30-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
126-275 |
126-298 |
PP |
126-270 |
126-285 |
S1 |
126-265 |
126-273 |
|