ECBOT 10 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 14-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2017 |
14-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
126-215 |
126-240 |
0-025 |
0.1% |
126-030 |
| High |
126-280 |
126-255 |
-0-025 |
-0.1% |
126-280 |
| Low |
126-175 |
126-140 |
-0-035 |
-0.1% |
125-290 |
| Close |
126-260 |
126-175 |
-0-085 |
-0.2% |
126-260 |
| Range |
0-105 |
0-115 |
0-010 |
9.5% |
0-310 |
| ATR |
0-135 |
0-134 |
-0-001 |
-0.8% |
0-000 |
| Volume |
1,478,912 |
945,523 |
-533,389 |
-36.1% |
5,747,165 |
|
| Daily Pivots for day following 14-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-215 |
127-150 |
126-238 |
|
| R3 |
127-100 |
127-035 |
126-207 |
|
| R2 |
126-305 |
126-305 |
126-196 |
|
| R1 |
126-240 |
126-240 |
126-186 |
126-215 |
| PP |
126-190 |
126-190 |
126-190 |
126-178 |
| S1 |
126-125 |
126-125 |
126-164 |
126-100 |
| S2 |
126-075 |
126-075 |
126-154 |
|
| S3 |
125-280 |
126-010 |
126-143 |
|
| S4 |
125-165 |
125-215 |
126-112 |
|
|
| 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% |
0-123 |
0.3% |
66% |
False |
False |
1,198,561 |
| 10 |
126-280 |
125-215 |
1-065 |
1.0% |
0-129 |
0.3% |
73% |
False |
False |
1,185,649 |
| 20 |
126-280 |
125-155 |
1-125 |
1.1% |
0-129 |
0.3% |
76% |
False |
False |
1,165,276 |
| 40 |
126-290 |
124-255 |
2-035 |
1.7% |
0-134 |
0.3% |
83% |
False |
False |
1,227,278 |
| 60 |
127-080 |
124-255 |
2-145 |
1.9% |
0-132 |
0.3% |
71% |
False |
False |
1,202,592 |
| 80 |
127-080 |
124-120 |
2-280 |
2.3% |
0-135 |
0.3% |
76% |
False |
False |
906,753 |
| 100 |
127-080 |
123-235 |
3-165 |
2.8% |
0-139 |
0.3% |
80% |
False |
False |
725,497 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-104 |
|
2.618 |
127-236 |
|
1.618 |
127-121 |
|
1.000 |
127-050 |
|
0.618 |
127-006 |
|
HIGH |
126-255 |
|
0.618 |
126-211 |
|
0.500 |
126-198 |
|
0.382 |
126-184 |
|
LOW |
126-140 |
|
0.618 |
126-069 |
|
1.000 |
126-025 |
|
1.618 |
125-274 |
|
2.618 |
125-159 |
|
4.250 |
124-291 |
|
|
| Fisher Pivots for day following 14-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
126-198 |
126-173 |
| PP |
126-190 |
126-172 |
| S1 |
126-183 |
126-170 |
|