ECBOT 10 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 12-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2017 |
12-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
125-010 |
125-055 |
0-045 |
0.1% |
125-165 |
| High |
125-075 |
125-235 |
0-160 |
0.4% |
125-195 |
| Low |
124-280 |
125-045 |
0-085 |
0.2% |
124-255 |
| Close |
125-055 |
125-165 |
0-110 |
0.3% |
124-270 |
| Range |
0-115 |
0-190 |
0-075 |
65.2% |
0-260 |
| ATR |
0-138 |
0-141 |
0-004 |
2.7% |
0-000 |
| Volume |
1,078,017 |
1,622,688 |
544,671 |
50.5% |
5,750,520 |
|
| Daily Pivots for day following 12-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-078 |
126-312 |
125-270 |
|
| R3 |
126-208 |
126-122 |
125-217 |
|
| R2 |
126-018 |
126-018 |
125-200 |
|
| R1 |
125-252 |
125-252 |
125-182 |
125-295 |
| PP |
125-148 |
125-148 |
125-148 |
125-170 |
| S1 |
125-062 |
125-062 |
125-148 |
125-105 |
| S2 |
124-278 |
124-278 |
125-130 |
|
| S3 |
124-088 |
124-192 |
125-113 |
|
| S4 |
123-218 |
124-002 |
125-060 |
|
|
| Weekly Pivots for week ending 07-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-167 |
126-318 |
125-093 |
|
| R3 |
126-227 |
126-058 |
125-022 |
|
| R2 |
125-287 |
125-287 |
124-318 |
|
| R1 |
125-118 |
125-118 |
124-294 |
125-073 |
| PP |
125-027 |
125-027 |
125-027 |
125-004 |
| S1 |
124-178 |
124-178 |
124-246 |
124-133 |
| S2 |
124-087 |
124-087 |
124-222 |
|
| S3 |
123-147 |
123-238 |
124-199 |
|
| S4 |
122-207 |
122-298 |
124-127 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-235 |
124-255 |
0-300 |
0.7% |
0-134 |
0.3% |
77% |
True |
False |
1,332,796 |
| 10 |
126-105 |
124-255 |
1-170 |
1.2% |
0-152 |
0.4% |
47% |
False |
False |
1,494,425 |
| 20 |
127-080 |
124-255 |
2-145 |
2.0% |
0-146 |
0.4% |
29% |
False |
False |
1,343,782 |
| 40 |
127-080 |
124-255 |
2-145 |
2.0% |
0-138 |
0.3% |
29% |
False |
False |
1,136,208 |
| 60 |
127-080 |
124-120 |
2-280 |
2.3% |
0-139 |
0.3% |
40% |
False |
False |
759,912 |
| 80 |
127-080 |
123-020 |
4-060 |
3.3% |
0-142 |
0.4% |
59% |
False |
False |
570,008 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-083 |
|
2.618 |
127-092 |
|
1.618 |
126-222 |
|
1.000 |
126-105 |
|
0.618 |
126-032 |
|
HIGH |
125-235 |
|
0.618 |
125-162 |
|
0.500 |
125-140 |
|
0.382 |
125-118 |
|
LOW |
125-045 |
|
0.618 |
124-248 |
|
1.000 |
124-175 |
|
1.618 |
124-058 |
|
2.618 |
123-188 |
|
4.250 |
122-197 |
|
|
| Fisher Pivots for day following 12-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
125-157 |
125-142 |
| PP |
125-148 |
125-118 |
| S1 |
125-140 |
125-095 |
|