ECBOT 10 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 19-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2017 |
19-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
125-220 |
126-035 |
0-135 |
0.3% |
124-290 |
| High |
126-055 |
126-060 |
0-005 |
0.0% |
126-010 |
| Low |
125-215 |
125-305 |
0-090 |
0.2% |
124-275 |
| Close |
126-035 |
126-015 |
-0-020 |
0.0% |
125-215 |
| Range |
0-160 |
0-075 |
-0-085 |
-53.1% |
1-055 |
| ATR |
0-144 |
0-139 |
-0-005 |
-3.4% |
0-000 |
| Volume |
1,392,924 |
907,676 |
-485,248 |
-34.8% |
6,442,753 |
|
| Daily Pivots for day following 19-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-245 |
126-205 |
126-056 |
|
| R3 |
126-170 |
126-130 |
126-036 |
|
| R2 |
126-095 |
126-095 |
126-029 |
|
| R1 |
126-055 |
126-055 |
126-022 |
126-038 |
| PP |
126-020 |
126-020 |
126-020 |
126-011 |
| S1 |
125-300 |
125-300 |
126-008 |
125-282 |
| S2 |
125-265 |
125-265 |
126-001 |
|
| S3 |
125-190 |
125-225 |
125-314 |
|
| S4 |
125-115 |
125-150 |
125-294 |
|
|
| 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 |
126-060 |
125-085 |
0-295 |
0.7% |
0-135 |
0.3% |
85% |
True |
False |
1,188,882 |
| 10 |
126-060 |
124-255 |
1-125 |
1.1% |
0-135 |
0.3% |
90% |
True |
False |
1,260,839 |
| 20 |
126-290 |
124-255 |
2-035 |
1.7% |
0-137 |
0.3% |
59% |
False |
False |
1,299,204 |
| 40 |
127-080 |
124-255 |
2-145 |
1.9% |
0-136 |
0.3% |
51% |
False |
False |
1,268,484 |
| 60 |
127-080 |
124-120 |
2-280 |
2.3% |
0-136 |
0.3% |
58% |
False |
False |
858,675 |
| 80 |
127-080 |
123-235 |
3-165 |
2.8% |
0-143 |
0.4% |
66% |
False |
False |
644,310 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-059 |
|
2.618 |
126-256 |
|
1.618 |
126-181 |
|
1.000 |
126-135 |
|
0.618 |
126-106 |
|
HIGH |
126-060 |
|
0.618 |
126-031 |
|
0.500 |
126-022 |
|
0.382 |
126-014 |
|
LOW |
125-305 |
|
0.618 |
125-259 |
|
1.000 |
125-230 |
|
1.618 |
125-184 |
|
2.618 |
125-109 |
|
4.250 |
124-306 |
|
|
| Fisher Pivots for day following 19-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
126-022 |
125-317 |
| PP |
126-020 |
125-298 |
| S1 |
126-018 |
125-280 |
|