ECBOT 10 Year T-Note Future December 2017
| Trading Metrics calculated at close of trading on 31-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2017 |
31-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
126-305 |
126-285 |
-0-020 |
0.0% |
126-125 |
| High |
127-000 |
127-010 |
0-010 |
0.0% |
126-220 |
| Low |
126-230 |
126-230 |
0-000 |
0.0% |
126-065 |
| Close |
126-260 |
126-315 |
0-055 |
0.1% |
126-195 |
| Range |
0-090 |
0-100 |
0-010 |
11.1% |
0-155 |
| ATR |
0-127 |
0-125 |
-0-002 |
-1.5% |
0-000 |
| Volume |
1,321,429 |
1,384,311 |
62,882 |
4.8% |
2,572,070 |
|
| Daily Pivots for day following 31-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-272 |
127-233 |
127-050 |
|
| R3 |
127-172 |
127-133 |
127-023 |
|
| R2 |
127-072 |
127-072 |
127-013 |
|
| R1 |
127-033 |
127-033 |
127-004 |
127-053 |
| PP |
126-292 |
126-292 |
126-292 |
126-301 |
| S1 |
126-253 |
126-253 |
126-306 |
126-273 |
| S2 |
126-192 |
126-192 |
126-297 |
|
| S3 |
126-092 |
126-153 |
126-288 |
|
| S4 |
125-312 |
126-053 |
126-260 |
|
|
| 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% |
0-111 |
0.3% |
66% |
False |
False |
1,459,892 |
| 10 |
127-105 |
126-065 |
1-040 |
0.9% |
0-115 |
0.3% |
69% |
False |
False |
885,035 |
| 20 |
127-105 |
125-175 |
1-250 |
1.4% |
0-125 |
0.3% |
81% |
False |
False |
454,518 |
| 40 |
127-105 |
124-140 |
2-285 |
2.3% |
0-124 |
0.3% |
88% |
False |
False |
228,834 |
| 60 |
127-105 |
124-140 |
2-285 |
2.3% |
0-115 |
0.3% |
88% |
False |
False |
152,727 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-115 |
|
2.618 |
127-272 |
|
1.618 |
127-172 |
|
1.000 |
127-110 |
|
0.618 |
127-072 |
|
HIGH |
127-010 |
|
0.618 |
126-292 |
|
0.500 |
126-280 |
|
0.382 |
126-268 |
|
LOW |
126-230 |
|
0.618 |
126-168 |
|
1.000 |
126-130 |
|
1.618 |
126-068 |
|
2.618 |
125-288 |
|
4.250 |
125-125 |
|
|
| Fisher Pivots for day following 31-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
126-303 |
127-008 |
| PP |
126-292 |
127-003 |
| S1 |
126-280 |
126-319 |
|