ECBOT 10 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 07-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2017 |
07-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
127-230 |
127-125 |
-0-105 |
-0.3% |
126-280 |
| High |
127-260 |
127-305 |
0-045 |
0.1% |
127-190 |
| Low |
127-105 |
127-125 |
0-020 |
0.0% |
126-255 |
| Close |
127-110 |
127-245 |
0-135 |
0.3% |
126-305 |
| Range |
0-155 |
0-180 |
0-025 |
16.1% |
0-255 |
| ATR |
0-141 |
0-144 |
0-004 |
2.8% |
0-000 |
| Volume |
37,724 |
29,746 |
-7,978 |
-21.1% |
6,191,359 |
|
| Daily Pivots for day following 07-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-125 |
129-045 |
128-024 |
|
| R3 |
128-265 |
128-185 |
127-294 |
|
| R2 |
128-085 |
128-085 |
127-278 |
|
| R1 |
128-005 |
128-005 |
127-261 |
128-045 |
| PP |
127-225 |
127-225 |
127-225 |
127-245 |
| S1 |
127-145 |
127-145 |
127-228 |
127-185 |
| S2 |
127-045 |
127-045 |
127-212 |
|
| S3 |
126-185 |
126-285 |
127-195 |
|
| S4 |
126-005 |
126-105 |
127-146 |
|
|
| 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 |
127-305 |
126-280 |
1-025 |
0.8% |
0-171 |
0.4% |
83% |
True |
False |
103,904 |
| 10 |
127-305 |
126-200 |
1-105 |
1.0% |
0-138 |
0.3% |
86% |
True |
False |
1,003,668 |
| 20 |
127-305 |
126-000 |
1-305 |
1.5% |
0-139 |
0.3% |
90% |
True |
False |
1,105,216 |
| 40 |
127-305 |
125-085 |
2-220 |
2.1% |
0-136 |
0.3% |
93% |
True |
False |
1,133,138 |
| 60 |
127-305 |
124-255 |
3-050 |
2.5% |
0-139 |
0.3% |
94% |
True |
False |
1,203,353 |
| 80 |
127-305 |
124-255 |
3-050 |
2.5% |
0-137 |
0.3% |
94% |
True |
False |
1,134,673 |
| 100 |
127-305 |
124-120 |
3-185 |
2.8% |
0-138 |
0.3% |
95% |
True |
False |
909,203 |
| 120 |
127-305 |
123-020 |
4-285 |
3.8% |
0-140 |
0.3% |
96% |
True |
False |
757,718 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-110 |
|
2.618 |
129-136 |
|
1.618 |
128-276 |
|
1.000 |
128-165 |
|
0.618 |
128-096 |
|
HIGH |
127-305 |
|
0.618 |
127-236 |
|
0.500 |
127-215 |
|
0.382 |
127-194 |
|
LOW |
127-125 |
|
0.618 |
127-014 |
|
1.000 |
126-265 |
|
1.618 |
126-154 |
|
2.618 |
125-294 |
|
4.250 |
125-000 |
|
|
| Fisher Pivots for day following 07-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
127-235 |
127-215 |
| PP |
127-225 |
127-185 |
| S1 |
127-215 |
127-155 |
|