ECBOT 10 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 16-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2017 |
16-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
126-175 |
126-035 |
-0-140 |
-0.3% |
126-030 |
| High |
126-180 |
126-185 |
0-005 |
0.0% |
126-280 |
| Low |
126-005 |
126-000 |
-0-005 |
0.0% |
125-290 |
| Close |
126-050 |
126-165 |
0-115 |
0.3% |
126-260 |
| Range |
0-175 |
0-185 |
0-010 |
5.7% |
0-310 |
| ATR |
0-137 |
0-140 |
0-003 |
2.5% |
0-000 |
| Volume |
1,206,856 |
1,354,262 |
147,406 |
12.2% |
5,747,165 |
|
| Daily Pivots for day following 16-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-032 |
127-283 |
126-267 |
|
| R3 |
127-167 |
127-098 |
126-216 |
|
| R2 |
126-302 |
126-302 |
126-199 |
|
| R1 |
126-233 |
126-233 |
126-182 |
126-267 |
| PP |
126-117 |
126-117 |
126-117 |
126-134 |
| S1 |
126-048 |
126-048 |
126-148 |
126-082 |
| S2 |
125-252 |
125-252 |
126-131 |
|
| S3 |
125-067 |
125-183 |
126-114 |
|
| S4 |
124-202 |
124-318 |
126-063 |
|
|
| 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 |
126-000 |
0-280 |
0.7% |
0-147 |
0.4% |
59% |
False |
True |
1,257,848 |
| 10 |
126-280 |
125-290 |
0-310 |
0.8% |
0-137 |
0.3% |
63% |
False |
False |
1,160,851 |
| 20 |
126-280 |
125-155 |
1-125 |
1.1% |
0-135 |
0.3% |
74% |
False |
False |
1,178,302 |
| 40 |
126-290 |
124-255 |
2-035 |
1.7% |
0-136 |
0.3% |
81% |
False |
False |
1,238,753 |
| 60 |
127-080 |
124-255 |
2-145 |
1.9% |
0-135 |
0.3% |
70% |
False |
False |
1,238,423 |
| 80 |
127-080 |
124-120 |
2-280 |
2.3% |
0-135 |
0.3% |
74% |
False |
False |
938,582 |
| 100 |
127-080 |
123-235 |
3-165 |
2.8% |
0-141 |
0.3% |
79% |
False |
False |
751,108 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-011 |
|
2.618 |
128-029 |
|
1.618 |
127-164 |
|
1.000 |
127-050 |
|
0.618 |
126-299 |
|
HIGH |
126-185 |
|
0.618 |
126-114 |
|
0.500 |
126-092 |
|
0.382 |
126-071 |
|
LOW |
126-000 |
|
0.618 |
125-206 |
|
1.000 |
125-135 |
|
1.618 |
125-021 |
|
2.618 |
124-156 |
|
4.250 |
123-174 |
|
|
| Fisher Pivots for day following 16-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
126-141 |
126-152 |
| PP |
126-117 |
126-140 |
| S1 |
126-092 |
126-128 |
|