ECBOT 10 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 17-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2017 |
17-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
125-130 |
125-185 |
0-055 |
0.1% |
124-290 |
| High |
126-010 |
125-265 |
-0-065 |
-0.2% |
126-010 |
| Low |
125-105 |
125-180 |
0-075 |
0.2% |
124-275 |
| Close |
125-215 |
125-240 |
0-025 |
0.1% |
125-215 |
| Range |
0-225 |
0-085 |
-0-140 |
-62.2% |
1-055 |
| ATR |
0-147 |
0-142 |
-0-004 |
-3.0% |
0-000 |
| Volume |
1,595,405 |
788,340 |
-807,065 |
-50.6% |
6,442,753 |
|
| Daily Pivots for day following 17-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-163 |
126-127 |
125-287 |
|
| R3 |
126-078 |
126-042 |
125-263 |
|
| R2 |
125-313 |
125-313 |
125-256 |
|
| R1 |
125-277 |
125-277 |
125-248 |
125-295 |
| PP |
125-228 |
125-228 |
125-228 |
125-237 |
| S1 |
125-192 |
125-192 |
125-232 |
125-210 |
| S2 |
125-143 |
125-143 |
125-224 |
|
| S3 |
125-058 |
125-107 |
125-217 |
|
| S4 |
124-293 |
125-022 |
125-193 |
|
|
| Weekly Pivots for week ending 14-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-012 |
128-168 |
126-101 |
|
| R3 |
127-277 |
127-113 |
125-318 |
|
| R2 |
126-222 |
126-222 |
125-284 |
|
| R1 |
126-058 |
126-058 |
125-249 |
126-140 |
| PP |
125-167 |
125-167 |
125-167 |
125-208 |
| S1 |
125-003 |
125-003 |
125-181 |
125-085 |
| S2 |
124-112 |
124-112 |
125-146 |
|
| S3 |
123-057 |
123-268 |
125-112 |
|
| S4 |
122-002 |
122-213 |
125-009 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-010 |
124-280 |
1-050 |
0.9% |
0-149 |
0.4% |
76% |
False |
False |
1,268,903 |
| 10 |
126-010 |
124-255 |
1-075 |
1.0% |
0-146 |
0.4% |
77% |
False |
False |
1,298,161 |
| 20 |
126-290 |
124-255 |
2-035 |
1.7% |
0-140 |
0.3% |
45% |
False |
False |
1,289,279 |
| 40 |
127-080 |
124-255 |
2-145 |
2.0% |
0-134 |
0.3% |
39% |
False |
False |
1,221,249 |
| 60 |
127-080 |
124-120 |
2-280 |
2.3% |
0-137 |
0.3% |
48% |
False |
False |
820,578 |
| 80 |
127-080 |
123-235 |
3-165 |
2.8% |
0-142 |
0.4% |
57% |
False |
False |
615,553 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-306 |
|
2.618 |
126-168 |
|
1.618 |
126-083 |
|
1.000 |
126-030 |
|
0.618 |
125-318 |
|
HIGH |
125-265 |
|
0.618 |
125-233 |
|
0.500 |
125-222 |
|
0.382 |
125-212 |
|
LOW |
125-180 |
|
0.618 |
125-127 |
|
1.000 |
125-095 |
|
1.618 |
125-042 |
|
2.618 |
124-277 |
|
4.250 |
124-139 |
|
|
| Fisher Pivots for day following 17-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
125-234 |
125-229 |
| PP |
125-228 |
125-218 |
| S1 |
125-222 |
125-208 |
|