ECBOT 10 Year T-Note Future December 2017
| Trading Metrics calculated at close of trading on 11-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2017 |
11-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
127-205 |
127-090 |
-0-115 |
-0.3% |
126-295 |
| High |
127-285 |
127-100 |
-0-185 |
-0.5% |
127-285 |
| Low |
127-125 |
126-280 |
-0-165 |
-0.4% |
126-240 |
| Close |
127-160 |
127-000 |
-0-160 |
-0.4% |
127-160 |
| Range |
0-160 |
0-140 |
-0-020 |
-12.5% |
1-045 |
| ATR |
0-146 |
0-150 |
0-004 |
2.6% |
0-000 |
| Volume |
1,416,654 |
975,119 |
-441,535 |
-31.2% |
6,171,456 |
|
| Daily Pivots for day following 11-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-120 |
128-040 |
127-077 |
|
| R3 |
127-300 |
127-220 |
127-038 |
|
| R2 |
127-160 |
127-160 |
127-026 |
|
| R1 |
127-080 |
127-080 |
127-013 |
127-050 |
| PP |
127-020 |
127-020 |
127-020 |
127-005 |
| S1 |
126-260 |
126-260 |
126-307 |
126-230 |
| S2 |
126-200 |
126-200 |
126-294 |
|
| S3 |
126-060 |
126-120 |
126-282 |
|
| S4 |
125-240 |
125-300 |
126-243 |
|
|
| Weekly Pivots for week ending 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-257 |
130-093 |
128-041 |
|
| R3 |
129-212 |
129-048 |
127-260 |
|
| R2 |
128-167 |
128-167 |
127-227 |
|
| R1 |
128-003 |
128-003 |
127-193 |
128-085 |
| PP |
127-122 |
127-122 |
127-122 |
127-162 |
| S1 |
126-278 |
126-278 |
127-127 |
127-040 |
| S2 |
126-077 |
126-077 |
127-093 |
|
| S3 |
125-032 |
125-233 |
127-060 |
|
| S4 |
123-307 |
124-188 |
126-279 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127-285 |
126-240 |
1-045 |
0.9% |
0-178 |
0.4% |
22% |
False |
False |
1,429,315 |
| 10 |
127-285 |
126-170 |
1-115 |
1.1% |
0-153 |
0.4% |
34% |
False |
False |
1,492,134 |
| 20 |
127-285 |
125-215 |
2-070 |
1.7% |
0-143 |
0.4% |
60% |
False |
False |
886,025 |
| 40 |
127-285 |
125-045 |
2-240 |
2.2% |
0-133 |
0.3% |
68% |
False |
False |
446,263 |
| 60 |
127-285 |
124-140 |
3-145 |
2.7% |
0-128 |
0.3% |
74% |
False |
False |
297,905 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-055 |
|
2.618 |
128-147 |
|
1.618 |
128-007 |
|
1.000 |
127-240 |
|
0.618 |
127-187 |
|
HIGH |
127-100 |
|
0.618 |
127-047 |
|
0.500 |
127-030 |
|
0.382 |
127-013 |
|
LOW |
126-280 |
|
0.618 |
126-193 |
|
1.000 |
126-140 |
|
1.618 |
126-053 |
|
2.618 |
125-233 |
|
4.250 |
125-005 |
|
|
| Fisher Pivots for day following 11-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
127-030 |
127-122 |
| PP |
127-020 |
127-082 |
| S1 |
127-010 |
127-041 |
|