ECBOT 10 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 28-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2017 |
28-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
126-215 |
126-280 |
0-065 |
0.2% |
126-230 |
| High |
126-305 |
127-000 |
0-015 |
0.0% |
126-305 |
| Low |
126-200 |
126-255 |
0-055 |
0.1% |
126-160 |
| Close |
126-280 |
127-000 |
0-040 |
0.1% |
126-280 |
| Range |
0-105 |
0-065 |
-0-040 |
-38.1% |
0-145 |
| ATR |
0-133 |
0-128 |
-0-005 |
-3.6% |
0-000 |
| Volume |
1,954,747 |
1,952,451 |
-2,296 |
-0.1% |
6,746,046 |
|
| Daily Pivots for day following 28-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-173 |
127-152 |
127-036 |
|
| R3 |
127-108 |
127-087 |
127-018 |
|
| R2 |
127-043 |
127-043 |
127-012 |
|
| R1 |
127-022 |
127-022 |
127-006 |
127-032 |
| PP |
126-298 |
126-298 |
126-298 |
126-304 |
| S1 |
126-277 |
126-277 |
126-314 |
126-288 |
| S2 |
126-233 |
126-233 |
126-308 |
|
| S3 |
126-168 |
126-212 |
126-302 |
|
| S4 |
126-103 |
126-147 |
126-284 |
|
|
| Weekly Pivots for week ending 25-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-043 |
127-307 |
127-040 |
|
| R3 |
127-218 |
127-162 |
127-000 |
|
| R2 |
127-073 |
127-073 |
126-307 |
|
| R1 |
127-017 |
127-017 |
126-293 |
127-045 |
| PP |
126-248 |
126-248 |
126-248 |
126-262 |
| S1 |
126-192 |
126-192 |
126-267 |
126-220 |
| S2 |
126-103 |
126-103 |
126-253 |
|
| S3 |
125-278 |
126-047 |
126-240 |
|
| S4 |
125-133 |
125-222 |
126-200 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127-000 |
126-160 |
0-160 |
0.4% |
0-103 |
0.3% |
100% |
True |
False |
1,568,247 |
| 10 |
127-015 |
126-000 |
1-015 |
0.8% |
0-129 |
0.3% |
96% |
False |
False |
1,399,304 |
| 20 |
127-015 |
125-215 |
1-120 |
1.1% |
0-129 |
0.3% |
97% |
False |
False |
1,292,476 |
| 40 |
127-015 |
124-255 |
2-080 |
1.8% |
0-133 |
0.3% |
98% |
False |
False |
1,257,004 |
| 60 |
127-080 |
124-255 |
2-145 |
1.9% |
0-134 |
0.3% |
90% |
False |
False |
1,255,987 |
| 80 |
127-080 |
124-120 |
2-280 |
2.3% |
0-134 |
0.3% |
91% |
False |
False |
1,081,094 |
| 100 |
127-080 |
124-090 |
2-310 |
2.3% |
0-139 |
0.3% |
92% |
False |
False |
865,409 |
| 120 |
127-080 |
122-020 |
5-060 |
4.1% |
0-134 |
0.3% |
95% |
False |
False |
721,194 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-276 |
|
2.618 |
127-170 |
|
1.618 |
127-105 |
|
1.000 |
127-065 |
|
0.618 |
127-040 |
|
HIGH |
127-000 |
|
0.618 |
126-295 |
|
0.500 |
126-288 |
|
0.382 |
126-280 |
|
LOW |
126-255 |
|
0.618 |
126-215 |
|
1.000 |
126-190 |
|
1.618 |
126-150 |
|
2.618 |
126-085 |
|
4.250 |
125-299 |
|
|
| Fisher Pivots for day following 28-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
126-309 |
126-300 |
| PP |
126-298 |
126-280 |
| S1 |
126-288 |
126-260 |
|