ECBOT 10 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 01-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2017 |
01-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
127-045 |
127-085 |
0-040 |
0.1% |
126-280 |
| High |
127-095 |
127-155 |
0-060 |
0.1% |
127-190 |
| Low |
126-315 |
126-280 |
-0-035 |
-0.1% |
126-255 |
| Close |
127-080 |
126-305 |
-0-095 |
-0.2% |
126-305 |
| Range |
0-100 |
0-195 |
0-095 |
95.0% |
0-255 |
| ATR |
0-126 |
0-131 |
0-005 |
3.9% |
0-000 |
| Volume |
252,047 |
123,220 |
-128,827 |
-51.1% |
6,191,359 |
|
| Daily Pivots for day following 01-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-298 |
128-177 |
127-092 |
|
| R3 |
128-103 |
127-302 |
127-039 |
|
| R2 |
127-228 |
127-228 |
127-021 |
|
| R1 |
127-107 |
127-107 |
127-003 |
127-070 |
| PP |
127-033 |
127-033 |
127-033 |
127-015 |
| S1 |
126-232 |
126-232 |
126-287 |
126-195 |
| S2 |
126-158 |
126-158 |
126-269 |
|
| S3 |
125-283 |
126-037 |
126-251 |
|
| S4 |
125-088 |
125-162 |
126-198 |
|
|
| Weekly Pivots for week ending 01-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-162 |
129-008 |
127-125 |
|
| R3 |
128-227 |
128-073 |
127-055 |
|
| R2 |
127-292 |
127-292 |
127-032 |
|
| R1 |
127-138 |
127-138 |
127-008 |
127-215 |
| PP |
127-037 |
127-037 |
127-037 |
127-075 |
| S1 |
126-203 |
126-203 |
126-282 |
126-280 |
| S2 |
126-102 |
126-102 |
126-258 |
|
| S3 |
125-167 |
125-268 |
126-235 |
|
| S4 |
124-232 |
125-013 |
126-165 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127-190 |
126-255 |
0-255 |
0.6% |
0-124 |
0.3% |
20% |
False |
False |
1,238,271 |
| 10 |
127-190 |
126-160 |
1-030 |
0.9% |
0-117 |
0.3% |
41% |
False |
False |
1,293,740 |
| 20 |
127-190 |
125-290 |
1-220 |
1.3% |
0-127 |
0.3% |
62% |
False |
False |
1,246,231 |
| 40 |
127-190 |
124-275 |
2-235 |
2.2% |
0-131 |
0.3% |
77% |
False |
False |
1,219,214 |
| 60 |
127-190 |
124-255 |
2-255 |
2.2% |
0-136 |
0.3% |
77% |
False |
False |
1,253,373 |
| 80 |
127-190 |
124-120 |
3-070 |
2.5% |
0-134 |
0.3% |
80% |
False |
False |
1,133,532 |
| 100 |
127-190 |
124-120 |
3-070 |
2.5% |
0-137 |
0.3% |
80% |
False |
False |
907,784 |
| 120 |
127-190 |
122-220 |
4-290 |
3.9% |
0-138 |
0.3% |
87% |
False |
False |
756,517 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-024 |
|
2.618 |
129-026 |
|
1.618 |
128-151 |
|
1.000 |
128-030 |
|
0.618 |
127-276 |
|
HIGH |
127-155 |
|
0.618 |
127-081 |
|
0.500 |
127-058 |
|
0.382 |
127-034 |
|
LOW |
126-280 |
|
0.618 |
126-159 |
|
1.000 |
126-085 |
|
1.618 |
125-284 |
|
2.618 |
125-089 |
|
4.250 |
124-091 |
|
|
| Fisher Pivots for day following 01-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
127-058 |
127-058 |
| PP |
127-033 |
127-033 |
| S1 |
127-009 |
127-009 |
|