ECBOT 10 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 12-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2017 |
12-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
127-165 |
127-080 |
-0-085 |
-0.2% |
127-055 |
| High |
127-175 |
127-080 |
-0-095 |
-0.2% |
128-035 |
| Low |
127-045 |
126-265 |
-0-100 |
-0.2% |
127-005 |
| Close |
127-080 |
126-290 |
-0-110 |
-0.3% |
127-240 |
| Range |
0-130 |
0-135 |
0-005 |
3.8% |
1-030 |
| ATR |
0-148 |
0-147 |
-0-001 |
-0.6% |
0-000 |
| Volume |
13,279 |
14,651 |
1,372 |
10.3% |
161,562 |
|
| Daily Pivots for day following 12-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-083 |
128-002 |
127-044 |
|
| R3 |
127-268 |
127-187 |
127-007 |
|
| R2 |
127-133 |
127-133 |
126-315 |
|
| R1 |
127-052 |
127-052 |
126-302 |
127-025 |
| PP |
126-318 |
126-318 |
126-318 |
126-305 |
| S1 |
126-237 |
126-237 |
126-278 |
126-210 |
| S2 |
126-183 |
126-183 |
126-265 |
|
| S3 |
126-048 |
126-102 |
126-253 |
|
| S4 |
125-233 |
125-287 |
126-216 |
|
|
| Weekly Pivots for week ending 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-290 |
130-135 |
128-113 |
|
| R3 |
129-260 |
129-105 |
128-016 |
|
| R2 |
128-230 |
128-230 |
127-304 |
|
| R1 |
128-075 |
128-075 |
127-272 |
128-153 |
| PP |
127-200 |
127-200 |
127-200 |
127-239 |
| S1 |
127-045 |
127-045 |
127-208 |
127-122 |
| S2 |
126-170 |
126-170 |
127-176 |
|
| S3 |
125-140 |
126-015 |
127-144 |
|
| S4 |
124-110 |
124-305 |
127-047 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128-035 |
126-265 |
1-090 |
1.0% |
0-150 |
0.4% |
6% |
False |
True |
22,541 |
| 10 |
128-035 |
126-265 |
1-090 |
1.0% |
0-153 |
0.4% |
6% |
False |
True |
442,840 |
| 20 |
128-035 |
126-000 |
2-035 |
1.7% |
0-141 |
0.3% |
43% |
False |
False |
921,072 |
| 40 |
128-035 |
125-155 |
2-200 |
2.1% |
0-135 |
0.3% |
54% |
False |
False |
1,043,174 |
| 60 |
128-035 |
124-255 |
3-100 |
2.6% |
0-137 |
0.3% |
64% |
False |
False |
1,125,209 |
| 80 |
128-035 |
124-255 |
3-100 |
2.6% |
0-134 |
0.3% |
64% |
False |
False |
1,132,212 |
| 100 |
128-035 |
124-120 |
3-235 |
2.9% |
0-136 |
0.3% |
68% |
False |
False |
909,616 |
| 120 |
128-035 |
123-235 |
4-120 |
3.4% |
0-140 |
0.3% |
73% |
False |
False |
758,093 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-014 |
|
2.618 |
128-113 |
|
1.618 |
127-298 |
|
1.000 |
127-215 |
|
0.618 |
127-163 |
|
HIGH |
127-080 |
|
0.618 |
127-028 |
|
0.500 |
127-012 |
|
0.382 |
126-317 |
|
LOW |
126-265 |
|
0.618 |
126-182 |
|
1.000 |
126-130 |
|
1.618 |
126-047 |
|
2.618 |
125-232 |
|
4.250 |
125-011 |
|
|
| Fisher Pivots for day following 12-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
127-012 |
127-150 |
| PP |
126-318 |
127-090 |
| S1 |
126-304 |
127-030 |
|