ECBOT 10 Year T-Note Future December 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 |
127-090 |
126-305 |
-0-105 |
-0.3% |
126-295 |
| High |
127-100 |
127-005 |
-0-095 |
-0.2% |
127-285 |
| Low |
126-280 |
126-180 |
-0-100 |
-0.2% |
126-240 |
| Close |
127-000 |
126-205 |
-0-115 |
-0.3% |
127-160 |
| Range |
0-140 |
0-145 |
0-005 |
3.6% |
1-045 |
| ATR |
0-150 |
0-150 |
0-000 |
-0.2% |
0-000 |
| Volume |
975,119 |
1,213,871 |
238,752 |
24.5% |
6,171,456 |
|
| Daily Pivots for day following 12-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-032 |
127-263 |
126-285 |
|
| R3 |
127-207 |
127-118 |
126-245 |
|
| R2 |
127-062 |
127-062 |
126-232 |
|
| R1 |
126-293 |
126-293 |
126-218 |
126-265 |
| PP |
126-237 |
126-237 |
126-237 |
126-222 |
| S1 |
126-148 |
126-148 |
126-192 |
126-120 |
| S2 |
126-092 |
126-092 |
126-178 |
|
| S3 |
125-267 |
126-003 |
126-165 |
|
| S4 |
125-122 |
125-178 |
126-125 |
|
|
| 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 |
126-180 |
1-105 |
1.0% |
0-161 |
0.4% |
6% |
False |
True |
1,317,103 |
| 10 |
127-285 |
126-180 |
1-105 |
1.0% |
0-161 |
0.4% |
6% |
False |
True |
1,457,311 |
| 20 |
127-285 |
125-215 |
2-070 |
1.8% |
0-145 |
0.4% |
44% |
False |
False |
945,228 |
| 40 |
127-285 |
125-045 |
2-240 |
2.2% |
0-134 |
0.3% |
55% |
False |
False |
476,597 |
| 60 |
127-285 |
124-140 |
3-145 |
2.7% |
0-129 |
0.3% |
64% |
False |
False |
318,136 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-301 |
|
2.618 |
128-065 |
|
1.618 |
127-240 |
|
1.000 |
127-150 |
|
0.618 |
127-095 |
|
HIGH |
127-005 |
|
0.618 |
126-270 |
|
0.500 |
126-252 |
|
0.382 |
126-235 |
|
LOW |
126-180 |
|
0.618 |
126-090 |
|
1.000 |
126-035 |
|
1.618 |
125-265 |
|
2.618 |
125-120 |
|
4.250 |
124-204 |
|
|
| Fisher Pivots for day following 12-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
126-252 |
127-072 |
| PP |
126-237 |
127-010 |
| S1 |
126-221 |
126-267 |
|