ECBOT 10 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 11-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2017 |
11-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
126-085 |
126-215 |
0-130 |
0.3% |
126-030 |
| High |
126-215 |
126-280 |
0-065 |
0.2% |
126-280 |
| Low |
126-060 |
126-175 |
0-115 |
0.3% |
125-290 |
| Close |
126-180 |
126-260 |
0-080 |
0.2% |
126-260 |
| Range |
0-155 |
0-105 |
-0-050 |
-32.3% |
0-310 |
| ATR |
0-137 |
0-135 |
-0-002 |
-1.7% |
0-000 |
| Volume |
1,303,690 |
1,478,912 |
175,222 |
13.4% |
5,747,165 |
|
| Daily Pivots for day following 11-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-233 |
127-192 |
126-318 |
|
| R3 |
127-128 |
127-087 |
126-289 |
|
| R2 |
127-023 |
127-023 |
126-279 |
|
| R1 |
126-302 |
126-302 |
126-270 |
127-002 |
| PP |
126-238 |
126-238 |
126-238 |
126-249 |
| S1 |
126-197 |
126-197 |
126-250 |
126-218 |
| S2 |
126-133 |
126-133 |
126-241 |
|
| S3 |
126-028 |
126-092 |
126-231 |
|
| S4 |
125-243 |
125-307 |
126-202 |
|
|
| Weekly Pivots for week ending 11-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-140 |
129-030 |
127-110 |
|
| R3 |
128-150 |
128-040 |
127-025 |
|
| R2 |
127-160 |
127-160 |
126-317 |
|
| R1 |
127-050 |
127-050 |
126-288 |
127-105 |
| PP |
126-170 |
126-170 |
126-170 |
126-198 |
| S1 |
126-060 |
126-060 |
126-232 |
126-115 |
| S2 |
125-180 |
125-180 |
126-203 |
|
| S3 |
124-190 |
125-070 |
126-175 |
|
| S4 |
123-200 |
124-080 |
126-090 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-280 |
125-290 |
0-310 |
0.8% |
0-118 |
0.3% |
94% |
True |
False |
1,149,433 |
| 10 |
126-280 |
125-215 |
1-065 |
0.9% |
0-125 |
0.3% |
95% |
True |
False |
1,194,395 |
| 20 |
126-280 |
125-155 |
1-125 |
1.1% |
0-127 |
0.3% |
96% |
True |
False |
1,157,417 |
| 40 |
126-290 |
124-255 |
2-035 |
1.7% |
0-135 |
0.3% |
96% |
False |
False |
1,229,142 |
| 60 |
127-080 |
124-255 |
2-145 |
1.9% |
0-133 |
0.3% |
82% |
False |
False |
1,188,623 |
| 80 |
127-080 |
124-120 |
2-280 |
2.3% |
0-135 |
0.3% |
85% |
False |
False |
894,949 |
| 100 |
127-080 |
123-235 |
3-165 |
2.8% |
0-139 |
0.3% |
88% |
False |
False |
716,042 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-086 |
|
2.618 |
127-235 |
|
1.618 |
127-130 |
|
1.000 |
127-065 |
|
0.618 |
127-025 |
|
HIGH |
126-280 |
|
0.618 |
126-240 |
|
0.500 |
126-228 |
|
0.382 |
126-215 |
|
LOW |
126-175 |
|
0.618 |
126-110 |
|
1.000 |
126-070 |
|
1.618 |
126-005 |
|
2.618 |
125-220 |
|
4.250 |
125-049 |
|
|
| Fisher Pivots for day following 11-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
126-249 |
126-228 |
| PP |
126-238 |
126-197 |
| S1 |
126-228 |
126-165 |
|