ECBOT 10 Year T-Note Future December 2017
| Trading Metrics calculated at close of trading on 29-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2017 |
29-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
126-195 |
126-270 |
0-075 |
0.2% |
126-125 |
| High |
126-235 |
127-105 |
0-190 |
0.5% |
126-220 |
| Low |
126-170 |
126-240 |
0-070 |
0.2% |
126-065 |
| Close |
126-235 |
126-300 |
0-065 |
0.2% |
126-195 |
| Range |
0-065 |
0-185 |
0-120 |
184.6% |
0-155 |
| ATR |
0-125 |
0-129 |
0-005 |
3.7% |
0-000 |
| Volume |
1,562,098 |
1,942,750 |
380,652 |
24.4% |
2,572,070 |
|
| Daily Pivots for day following 29-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-237 |
128-133 |
127-082 |
|
| R3 |
128-052 |
127-268 |
127-031 |
|
| R2 |
127-187 |
127-187 |
127-014 |
|
| R1 |
127-083 |
127-083 |
126-317 |
127-135 |
| PP |
127-002 |
127-002 |
127-002 |
127-027 |
| S1 |
126-218 |
126-218 |
126-283 |
126-270 |
| S2 |
126-137 |
126-137 |
126-266 |
|
| S3 |
125-272 |
126-033 |
126-249 |
|
| S4 |
125-087 |
125-168 |
126-198 |
|
|
| Weekly Pivots for week ending 25-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-305 |
127-245 |
126-280 |
|
| R3 |
127-150 |
127-090 |
126-238 |
|
| R2 |
126-315 |
126-315 |
126-223 |
|
| R1 |
126-255 |
126-255 |
126-209 |
126-285 |
| PP |
126-160 |
126-160 |
126-160 |
126-175 |
| S1 |
126-100 |
126-100 |
126-181 |
126-130 |
| S2 |
126-005 |
126-005 |
126-167 |
|
| S3 |
125-170 |
125-265 |
126-152 |
|
| S4 |
125-015 |
125-110 |
126-110 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127-105 |
126-065 |
1-040 |
0.9% |
0-120 |
0.3% |
65% |
True |
False |
1,165,962 |
| 10 |
127-105 |
125-215 |
1-210 |
1.3% |
0-131 |
0.3% |
76% |
True |
False |
623,146 |
| 20 |
127-105 |
125-175 |
1-250 |
1.4% |
0-126 |
0.3% |
78% |
True |
False |
320,042 |
| 40 |
127-105 |
124-140 |
2-285 |
2.3% |
0-127 |
0.3% |
86% |
True |
False |
161,327 |
| 60 |
127-105 |
124-140 |
2-285 |
2.3% |
0-116 |
0.3% |
86% |
True |
False |
107,631 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-251 |
|
2.618 |
128-269 |
|
1.618 |
128-084 |
|
1.000 |
127-290 |
|
0.618 |
127-219 |
|
HIGH |
127-105 |
|
0.618 |
127-034 |
|
0.500 |
127-012 |
|
0.382 |
126-311 |
|
LOW |
126-240 |
|
0.618 |
126-126 |
|
1.000 |
126-055 |
|
1.618 |
125-261 |
|
2.618 |
125-076 |
|
4.250 |
124-094 |
|
|
| Fisher Pivots for day following 29-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
127-012 |
126-288 |
| PP |
127-002 |
126-277 |
| S1 |
126-311 |
126-265 |
|