ECBOT 10 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 18-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2017 |
18-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
125-185 |
125-220 |
0-035 |
0.1% |
124-290 |
| High |
125-265 |
126-055 |
0-110 |
0.3% |
126-010 |
| Low |
125-180 |
125-215 |
0-035 |
0.1% |
124-275 |
| Close |
125-240 |
126-035 |
0-115 |
0.3% |
125-215 |
| Range |
0-085 |
0-160 |
0-075 |
88.3% |
1-055 |
| ATR |
0-142 |
0-144 |
0-001 |
0.9% |
0-000 |
| Volume |
788,340 |
1,392,924 |
604,584 |
76.7% |
6,442,753 |
|
| Daily Pivots for day following 18-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-155 |
127-095 |
126-123 |
|
| R3 |
126-315 |
126-255 |
126-079 |
|
| R2 |
126-155 |
126-155 |
126-064 |
|
| R1 |
126-095 |
126-095 |
126-050 |
126-125 |
| PP |
125-315 |
125-315 |
125-315 |
126-010 |
| S1 |
125-255 |
125-255 |
126-020 |
125-285 |
| S2 |
125-155 |
125-155 |
126-006 |
|
| S3 |
124-315 |
125-095 |
125-311 |
|
| S4 |
124-155 |
124-255 |
125-267 |
|
|
| 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 |
126-055 |
125-045 |
1-010 |
0.8% |
0-158 |
0.4% |
94% |
True |
False |
1,331,884 |
| 10 |
126-055 |
124-255 |
1-120 |
1.1% |
0-144 |
0.4% |
95% |
True |
False |
1,335,064 |
| 20 |
126-290 |
124-255 |
2-035 |
1.7% |
0-140 |
0.3% |
62% |
False |
False |
1,308,637 |
| 40 |
127-080 |
124-255 |
2-145 |
1.9% |
0-135 |
0.3% |
54% |
False |
False |
1,252,903 |
| 60 |
127-080 |
124-120 |
2-280 |
2.3% |
0-138 |
0.3% |
60% |
False |
False |
843,624 |
| 80 |
127-080 |
123-235 |
3-165 |
2.8% |
0-143 |
0.4% |
68% |
False |
False |
632,964 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-095 |
|
2.618 |
127-154 |
|
1.618 |
126-314 |
|
1.000 |
126-215 |
|
0.618 |
126-154 |
|
HIGH |
126-055 |
|
0.618 |
125-314 |
|
0.500 |
125-295 |
|
0.382 |
125-276 |
|
LOW |
125-215 |
|
0.618 |
125-116 |
|
1.000 |
125-055 |
|
1.618 |
124-276 |
|
2.618 |
124-116 |
|
4.250 |
123-175 |
|
|
| Fisher Pivots for day following 18-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
126-015 |
125-317 |
| PP |
125-315 |
125-278 |
| S1 |
125-295 |
125-240 |
|