ECBOT 10 Year T-Note Future December 2017
| Trading Metrics calculated at close of trading on 06-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2017 |
06-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
126-295 |
127-150 |
0-175 |
0.4% |
126-195 |
| High |
127-150 |
127-180 |
0-030 |
0.1% |
127-105 |
| Low |
126-240 |
127-020 |
0-100 |
0.2% |
126-170 |
| Close |
127-135 |
127-030 |
-0-105 |
-0.3% |
126-215 |
| Range |
0-230 |
0-160 |
-0-070 |
-30.4% |
0-255 |
| ATR |
0-139 |
0-141 |
0-001 |
1.1% |
0-000 |
| Volume |
1,774,930 |
1,425,016 |
-349,914 |
-19.7% |
7,774,771 |
|
| Daily Pivots for day following 06-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-237 |
128-133 |
127-118 |
|
| R3 |
128-077 |
127-293 |
127-074 |
|
| R2 |
127-237 |
127-237 |
127-059 |
|
| R1 |
127-133 |
127-133 |
127-045 |
127-105 |
| PP |
127-077 |
127-077 |
127-077 |
127-063 |
| S1 |
126-293 |
126-293 |
127-015 |
126-265 |
| S2 |
126-237 |
126-237 |
127-001 |
|
| S3 |
126-077 |
126-133 |
126-306 |
|
| S4 |
125-237 |
125-293 |
126-262 |
|
|
| Weekly Pivots for week ending 01-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-075 |
128-240 |
127-035 |
|
| R3 |
128-140 |
127-305 |
126-285 |
|
| R2 |
127-205 |
127-205 |
126-262 |
|
| R1 |
127-050 |
127-050 |
126-238 |
127-127 |
| PP |
126-270 |
126-270 |
126-270 |
126-309 |
| S1 |
126-115 |
126-115 |
126-192 |
126-193 |
| S2 |
126-015 |
126-015 |
126-168 |
|
| S3 |
125-080 |
125-180 |
126-145 |
|
| S4 |
124-145 |
124-245 |
126-075 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127-180 |
126-190 |
0-310 |
0.8% |
0-157 |
0.4% |
52% |
True |
False |
1,493,973 |
| 10 |
127-180 |
126-065 |
1-115 |
1.1% |
0-139 |
0.3% |
66% |
True |
False |
1,329,968 |
| 20 |
127-180 |
125-215 |
1-285 |
1.5% |
0-137 |
0.3% |
75% |
True |
False |
691,476 |
| 40 |
127-180 |
124-270 |
2-230 |
2.1% |
0-133 |
0.3% |
83% |
True |
False |
347,748 |
| 60 |
127-180 |
124-140 |
3-040 |
2.5% |
0-123 |
0.3% |
85% |
True |
False |
232,129 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-220 |
|
2.618 |
128-279 |
|
1.618 |
128-119 |
|
1.000 |
128-020 |
|
0.618 |
127-279 |
|
HIGH |
127-180 |
|
0.618 |
127-119 |
|
0.500 |
127-100 |
|
0.382 |
127-081 |
|
LOW |
127-020 |
|
0.618 |
126-241 |
|
1.000 |
126-180 |
|
1.618 |
126-081 |
|
2.618 |
125-241 |
|
4.250 |
124-300 |
|
|
| Fisher Pivots for day following 06-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
127-100 |
127-028 |
| PP |
127-077 |
127-027 |
| S1 |
127-053 |
127-025 |
|