ECBOT 10 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 31-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2017 |
31-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
125-260 |
125-295 |
0-035 |
0.1% |
126-090 |
| High |
125-315 |
126-015 |
0-020 |
0.0% |
126-120 |
| Low |
125-175 |
125-265 |
0-090 |
0.2% |
125-155 |
| Close |
125-305 |
125-285 |
-0-020 |
0.0% |
125-305 |
| Range |
0-140 |
0-070 |
-0-070 |
-50.0% |
0-285 |
| ATR |
0-140 |
0-135 |
-0-005 |
-3.6% |
0-000 |
| Volume |
1,232,783 |
1,032,988 |
-199,795 |
-16.2% |
6,195,050 |
|
| Daily Pivots for day following 31-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-185 |
126-145 |
126-004 |
|
| R3 |
126-115 |
126-075 |
125-304 |
|
| R2 |
126-045 |
126-045 |
125-298 |
|
| R1 |
126-005 |
126-005 |
125-291 |
125-310 |
| PP |
125-295 |
125-295 |
125-295 |
125-287 |
| S1 |
125-255 |
125-255 |
125-279 |
125-240 |
| S2 |
125-225 |
125-225 |
125-272 |
|
| S3 |
125-155 |
125-185 |
125-266 |
|
| S4 |
125-085 |
125-115 |
125-246 |
|
|
| Weekly Pivots for week ending 28-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-195 |
128-055 |
126-142 |
|
| R3 |
127-230 |
127-090 |
126-063 |
|
| R2 |
126-265 |
126-265 |
126-037 |
|
| R1 |
126-125 |
126-125 |
126-011 |
126-052 |
| PP |
125-300 |
125-300 |
125-300 |
125-264 |
| S1 |
125-160 |
125-160 |
125-279 |
125-088 |
| S2 |
125-015 |
125-015 |
125-253 |
|
| S3 |
124-050 |
124-195 |
125-227 |
|
| S4 |
123-085 |
123-230 |
125-148 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-065 |
125-155 |
0-230 |
0.6% |
0-150 |
0.4% |
57% |
False |
False |
1,329,396 |
| 10 |
126-120 |
125-155 |
0-285 |
0.7% |
0-128 |
0.3% |
46% |
False |
False |
1,144,903 |
| 20 |
126-120 |
124-255 |
1-185 |
1.3% |
0-137 |
0.3% |
69% |
False |
False |
1,221,532 |
| 40 |
127-080 |
124-255 |
2-145 |
1.9% |
0-136 |
0.3% |
45% |
False |
False |
1,237,743 |
| 60 |
127-080 |
124-120 |
2-280 |
2.3% |
0-135 |
0.3% |
53% |
False |
False |
1,010,633 |
| 80 |
127-080 |
124-090 |
2-310 |
2.4% |
0-141 |
0.4% |
54% |
False |
False |
758,643 |
| 100 |
127-080 |
122-020 |
5-060 |
4.1% |
0-136 |
0.3% |
74% |
False |
False |
606,938 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-313 |
|
2.618 |
126-198 |
|
1.618 |
126-128 |
|
1.000 |
126-085 |
|
0.618 |
126-058 |
|
HIGH |
126-015 |
|
0.618 |
125-308 |
|
0.500 |
125-300 |
|
0.382 |
125-292 |
|
LOW |
125-265 |
|
0.618 |
125-222 |
|
1.000 |
125-195 |
|
1.618 |
125-152 |
|
2.618 |
125-082 |
|
4.250 |
124-287 |
|
|
| Fisher Pivots for day following 31-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
125-300 |
125-275 |
| PP |
125-295 |
125-265 |
| S1 |
125-290 |
125-255 |
|