ECBOT 10 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 06-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2017 |
06-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
125-030 |
125-100 |
0-070 |
0.2% |
126-235 |
| High |
125-160 |
125-110 |
-0-050 |
-0.1% |
126-290 |
| Low |
124-315 |
124-255 |
-0-060 |
-0.2% |
125-145 |
| Close |
125-070 |
124-315 |
-0-075 |
-0.2% |
125-170 |
| Range |
0-165 |
0-175 |
0-010 |
6.1% |
1-145 |
| ATR |
0-144 |
0-146 |
0-002 |
1.5% |
0-000 |
| Volume |
1,649,926 |
1,567,162 |
-82,764 |
-5.0% |
8,074,207 |
|
| Daily Pivots for day following 06-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-218 |
126-122 |
125-091 |
|
| R3 |
126-043 |
125-267 |
125-043 |
|
| R2 |
125-188 |
125-188 |
125-027 |
|
| R1 |
125-092 |
125-092 |
125-011 |
125-053 |
| PP |
125-013 |
125-013 |
125-013 |
124-314 |
| S1 |
124-237 |
124-237 |
124-299 |
124-198 |
| S2 |
124-158 |
124-158 |
124-283 |
|
| S3 |
123-303 |
124-062 |
124-267 |
|
| S4 |
123-128 |
123-207 |
124-219 |
|
|
| Weekly Pivots for week ending 30-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-103 |
129-122 |
126-106 |
|
| R3 |
128-278 |
127-297 |
125-298 |
|
| R2 |
127-133 |
127-133 |
125-255 |
|
| R1 |
126-152 |
126-152 |
125-213 |
126-070 |
| PP |
125-308 |
125-308 |
125-308 |
125-268 |
| S1 |
125-007 |
125-007 |
125-127 |
124-245 |
| S2 |
124-163 |
124-163 |
125-085 |
|
| S3 |
123-018 |
123-182 |
125-042 |
|
| S4 |
121-193 |
122-037 |
124-234 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-075 |
124-255 |
1-140 |
1.2% |
0-175 |
0.4% |
13% |
False |
True |
1,608,910 |
| 10 |
126-290 |
124-255 |
2-035 |
1.7% |
0-148 |
0.4% |
9% |
False |
True |
1,391,399 |
| 20 |
127-080 |
124-255 |
2-145 |
2.0% |
0-144 |
0.4% |
8% |
False |
True |
1,311,433 |
| 40 |
127-080 |
124-120 |
2-280 |
2.3% |
0-138 |
0.3% |
21% |
False |
False |
1,010,324 |
| 60 |
127-080 |
124-120 |
2-280 |
2.3% |
0-142 |
0.4% |
21% |
False |
False |
675,008 |
| 80 |
127-080 |
122-020 |
5-060 |
4.2% |
0-142 |
0.4% |
56% |
False |
False |
506,302 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-214 |
|
2.618 |
126-248 |
|
1.618 |
126-073 |
|
1.000 |
125-285 |
|
0.618 |
125-218 |
|
HIGH |
125-110 |
|
0.618 |
125-043 |
|
0.500 |
125-023 |
|
0.382 |
125-002 |
|
LOW |
124-255 |
|
0.618 |
124-147 |
|
1.000 |
124-080 |
|
1.618 |
123-292 |
|
2.618 |
123-117 |
|
4.250 |
122-151 |
|
|
| Fisher Pivots for day following 06-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
125-023 |
125-065 |
| PP |
125-013 |
125-042 |
| S1 |
125-004 |
125-018 |
|