ECBOT 10 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 31-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2017 |
31-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
127-065 |
127-045 |
-0-020 |
0.0% |
126-230 |
| High |
127-075 |
127-095 |
0-020 |
0.0% |
126-305 |
| Low |
126-315 |
126-315 |
0-000 |
0.0% |
126-160 |
| Close |
127-025 |
127-080 |
0-055 |
0.1% |
126-280 |
| Range |
0-080 |
0-100 |
0-020 |
25.0% |
0-145 |
| ATR |
0-128 |
0-126 |
-0-002 |
-1.6% |
0-000 |
| Volume |
1,221,758 |
252,047 |
-969,711 |
-79.4% |
6,746,046 |
|
| Daily Pivots for day following 31-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-037 |
127-318 |
127-135 |
|
| R3 |
127-257 |
127-218 |
127-108 |
|
| R2 |
127-157 |
127-157 |
127-098 |
|
| R1 |
127-118 |
127-118 |
127-089 |
127-138 |
| PP |
127-057 |
127-057 |
127-057 |
127-066 |
| S1 |
127-018 |
127-018 |
127-071 |
127-038 |
| S2 |
126-277 |
126-277 |
127-062 |
|
| S3 |
126-177 |
126-238 |
127-052 |
|
| S4 |
126-077 |
126-138 |
127-025 |
|
|
| 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 |
126-200 |
0-310 |
0.8% |
0-106 |
0.3% |
65% |
False |
False |
1,604,577 |
| 10 |
127-190 |
126-160 |
1-030 |
0.9% |
0-113 |
0.3% |
69% |
False |
False |
1,415,851 |
| 20 |
127-190 |
125-290 |
1-220 |
1.3% |
0-126 |
0.3% |
80% |
False |
False |
1,303,396 |
| 40 |
127-190 |
124-255 |
2-255 |
2.2% |
0-129 |
0.3% |
88% |
False |
False |
1,253,872 |
| 60 |
127-190 |
124-255 |
2-255 |
2.2% |
0-134 |
0.3% |
88% |
False |
False |
1,273,059 |
| 80 |
127-190 |
124-120 |
3-070 |
2.5% |
0-134 |
0.3% |
89% |
False |
False |
1,132,098 |
| 100 |
127-190 |
124-120 |
3-070 |
2.5% |
0-137 |
0.3% |
89% |
False |
False |
906,553 |
| 120 |
127-190 |
122-020 |
5-170 |
4.3% |
0-137 |
0.3% |
94% |
False |
False |
755,492 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-200 |
|
2.618 |
128-037 |
|
1.618 |
127-257 |
|
1.000 |
127-195 |
|
0.618 |
127-157 |
|
HIGH |
127-095 |
|
0.618 |
127-057 |
|
0.500 |
127-045 |
|
0.382 |
127-033 |
|
LOW |
126-315 |
|
0.618 |
126-253 |
|
1.000 |
126-215 |
|
1.618 |
126-153 |
|
2.618 |
126-053 |
|
4.250 |
125-210 |
|
|
| Fisher Pivots for day following 31-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
127-068 |
127-093 |
| PP |
127-057 |
127-088 |
| S1 |
127-045 |
127-084 |
|