ECBOT 10 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 08-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2017 |
08-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
126-030 |
126-055 |
0-025 |
0.1% |
125-295 |
| High |
126-070 |
126-075 |
0-005 |
0.0% |
126-150 |
| Low |
125-300 |
125-290 |
-0-010 |
0.0% |
125-215 |
| Close |
126-055 |
126-005 |
-0-050 |
-0.1% |
126-025 |
| Range |
0-090 |
0-105 |
0-015 |
16.6% |
0-255 |
| ATR |
0-135 |
0-133 |
-0-002 |
-1.6% |
0-000 |
| Volume |
699,883 |
913,666 |
213,783 |
30.5% |
6,196,791 |
|
| Daily Pivots for day following 08-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-012 |
126-273 |
126-063 |
|
| R3 |
126-227 |
126-168 |
126-034 |
|
| R2 |
126-122 |
126-122 |
126-024 |
|
| R1 |
126-063 |
126-063 |
126-015 |
126-040 |
| PP |
126-017 |
126-017 |
126-017 |
126-005 |
| S1 |
125-278 |
125-278 |
125-315 |
125-255 |
| S2 |
125-232 |
125-232 |
125-306 |
|
| S3 |
125-127 |
125-173 |
125-296 |
|
| S4 |
125-022 |
125-068 |
125-267 |
|
|
| Weekly Pivots for week ending 04-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-148 |
128-022 |
126-165 |
|
| R3 |
127-213 |
127-087 |
126-095 |
|
| R2 |
126-278 |
126-278 |
126-072 |
|
| R1 |
126-152 |
126-152 |
126-048 |
126-215 |
| PP |
126-023 |
126-023 |
126-023 |
126-055 |
| S1 |
125-217 |
125-217 |
126-002 |
125-280 |
| S2 |
125-088 |
125-088 |
125-298 |
|
| S3 |
124-153 |
124-282 |
125-275 |
|
| S4 |
123-218 |
124-027 |
125-205 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-150 |
125-290 |
0-180 |
0.4% |
0-120 |
0.3% |
19% |
False |
True |
1,061,193 |
| 10 |
126-150 |
125-155 |
0-315 |
0.8% |
0-130 |
0.3% |
54% |
False |
False |
1,195,557 |
| 20 |
126-150 |
125-045 |
1-105 |
1.1% |
0-135 |
0.3% |
66% |
False |
False |
1,174,644 |
| 40 |
127-080 |
124-255 |
2-145 |
1.9% |
0-138 |
0.3% |
50% |
False |
False |
1,243,211 |
| 60 |
127-080 |
124-255 |
2-145 |
1.9% |
0-135 |
0.3% |
50% |
False |
False |
1,122,349 |
| 80 |
127-080 |
124-120 |
2-280 |
2.3% |
0-138 |
0.3% |
57% |
False |
False |
843,318 |
| 100 |
127-080 |
122-300 |
4-100 |
3.4% |
0-140 |
0.3% |
71% |
False |
False |
674,708 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-201 |
|
2.618 |
127-030 |
|
1.618 |
126-245 |
|
1.000 |
126-180 |
|
0.618 |
126-140 |
|
HIGH |
126-075 |
|
0.618 |
126-035 |
|
0.500 |
126-023 |
|
0.382 |
126-010 |
|
LOW |
125-290 |
|
0.618 |
125-225 |
|
1.000 |
125-185 |
|
1.618 |
125-120 |
|
2.618 |
125-015 |
|
4.250 |
124-164 |
|
|
| Fisher Pivots for day following 08-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
126-023 |
126-055 |
| PP |
126-017 |
126-038 |
| S1 |
126-011 |
126-022 |
|