ECBOT 10 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 02-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2017 |
02-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
125-270 |
126-060 |
0-110 |
0.3% |
126-090 |
| High |
126-080 |
126-085 |
0-005 |
0.0% |
126-120 |
| Low |
125-215 |
125-310 |
0-095 |
0.2% |
125-155 |
| Close |
126-075 |
126-035 |
-0-040 |
-0.1% |
125-305 |
| Range |
0-185 |
0-095 |
-0-090 |
-48.7% |
0-285 |
| ATR |
0-139 |
0-136 |
-0-003 |
-2.3% |
0-000 |
| Volume |
1,471,383 |
1,337,711 |
-133,672 |
-9.1% |
6,195,050 |
|
| Daily Pivots for day following 02-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-002 |
126-273 |
126-087 |
|
| R3 |
126-227 |
126-178 |
126-061 |
|
| R2 |
126-132 |
126-132 |
126-052 |
|
| R1 |
126-083 |
126-083 |
126-044 |
126-060 |
| PP |
126-037 |
126-037 |
126-037 |
126-025 |
| S1 |
125-308 |
125-308 |
126-026 |
125-285 |
| S2 |
125-262 |
125-262 |
126-018 |
|
| S3 |
125-167 |
125-213 |
126-009 |
|
| S4 |
125-072 |
125-118 |
125-303 |
|
|
| 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 |
126-085 |
125-175 |
0-230 |
0.6% |
0-123 |
0.3% |
78% |
True |
False |
1,320,643 |
| 10 |
126-120 |
125-155 |
0-285 |
0.7% |
0-133 |
0.3% |
70% |
False |
False |
1,195,753 |
| 20 |
126-120 |
124-255 |
1-185 |
1.3% |
0-134 |
0.3% |
83% |
False |
False |
1,228,296 |
| 40 |
127-080 |
124-255 |
2-145 |
1.9% |
0-137 |
0.3% |
54% |
False |
False |
1,258,208 |
| 60 |
127-080 |
124-120 |
2-280 |
2.3% |
0-135 |
0.3% |
60% |
False |
False |
1,057,254 |
| 80 |
127-080 |
124-090 |
2-310 |
2.4% |
0-139 |
0.3% |
62% |
False |
False |
793,748 |
| 100 |
127-080 |
122-020 |
5-060 |
4.1% |
0-138 |
0.3% |
78% |
False |
False |
635,029 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-169 |
|
2.618 |
127-014 |
|
1.618 |
126-239 |
|
1.000 |
126-180 |
|
0.618 |
126-144 |
|
HIGH |
126-085 |
|
0.618 |
126-049 |
|
0.500 |
126-038 |
|
0.382 |
126-026 |
|
LOW |
125-310 |
|
0.618 |
125-251 |
|
1.000 |
125-215 |
|
1.618 |
125-156 |
|
2.618 |
125-061 |
|
4.250 |
124-226 |
|
|
| Fisher Pivots for day following 02-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
126-038 |
126-020 |
| PP |
126-037 |
126-005 |
| S1 |
126-036 |
125-310 |
|