ECBOT 10 Year T-Note Future September 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 |
126-280 |
127-010 |
0-050 |
0.1% |
126-230 |
| High |
127-000 |
127-190 |
0-190 |
0.5% |
126-305 |
| Low |
126-255 |
127-010 |
0-075 |
0.2% |
126-160 |
| Close |
127-000 |
127-060 |
0-060 |
0.1% |
126-280 |
| Range |
0-065 |
0-180 |
0-115 |
177.0% |
0-145 |
| ATR |
0-128 |
0-132 |
0-004 |
3.5% |
0-000 |
| Volume |
1,952,451 |
2,641,883 |
689,432 |
35.3% |
6,746,046 |
|
| Daily Pivots for day following 29-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-307 |
128-203 |
127-159 |
|
| R3 |
128-127 |
128-023 |
127-110 |
|
| R2 |
127-267 |
127-267 |
127-093 |
|
| R1 |
127-163 |
127-163 |
127-076 |
127-215 |
| PP |
127-087 |
127-087 |
127-087 |
127-113 |
| S1 |
126-303 |
126-303 |
127-044 |
127-035 |
| S2 |
126-227 |
126-227 |
127-027 |
|
| S3 |
126-047 |
126-123 |
127-010 |
|
| S4 |
125-187 |
125-263 |
126-281 |
|
|
| Weekly Pivots for week ending 25-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-043 |
127-307 |
127-040 |
|
| R3 |
127-218 |
127-162 |
127-000 |
|
| R2 |
127-073 |
127-073 |
126-307 |
|
| R1 |
127-017 |
127-017 |
126-293 |
127-045 |
| PP |
126-248 |
126-248 |
126-248 |
126-262 |
| S1 |
126-192 |
126-192 |
126-267 |
126-220 |
| S2 |
126-103 |
126-103 |
126-253 |
|
| S3 |
125-278 |
126-047 |
126-240 |
|
| S4 |
125-133 |
125-222 |
126-200 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127-190 |
126-160 |
1-030 |
0.9% |
0-117 |
0.3% |
63% |
True |
False |
1,900,445 |
| 10 |
127-190 |
126-000 |
1-190 |
1.3% |
0-129 |
0.3% |
75% |
True |
False |
1,542,806 |
| 20 |
127-190 |
125-290 |
1-220 |
1.3% |
0-129 |
0.3% |
76% |
True |
False |
1,351,001 |
| 40 |
127-190 |
124-255 |
2-255 |
2.2% |
0-133 |
0.3% |
85% |
True |
False |
1,297,454 |
| 60 |
127-190 |
124-255 |
2-255 |
2.2% |
0-135 |
0.3% |
85% |
True |
False |
1,286,878 |
| 80 |
127-190 |
124-120 |
3-070 |
2.5% |
0-134 |
0.3% |
87% |
True |
False |
1,114,038 |
| 100 |
127-190 |
124-090 |
3-100 |
2.6% |
0-140 |
0.3% |
88% |
True |
False |
891,825 |
| 120 |
127-190 |
122-020 |
5-170 |
4.3% |
0-136 |
0.3% |
93% |
True |
False |
743,210 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-315 |
|
2.618 |
129-021 |
|
1.618 |
128-161 |
|
1.000 |
128-050 |
|
0.618 |
127-301 |
|
HIGH |
127-190 |
|
0.618 |
127-121 |
|
0.500 |
127-100 |
|
0.382 |
127-079 |
|
LOW |
127-010 |
|
0.618 |
126-219 |
|
1.000 |
126-150 |
|
1.618 |
126-039 |
|
2.618 |
125-179 |
|
4.250 |
124-205 |
|
|
| Fisher Pivots for day following 29-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
127-100 |
127-052 |
| PP |
127-087 |
127-043 |
| S1 |
127-073 |
127-035 |
|