ECBOT 10 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 05-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2017 |
05-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
127-085 |
127-055 |
-0-030 |
-0.1% |
126-280 |
| High |
127-155 |
127-230 |
0-075 |
0.2% |
127-190 |
| Low |
126-280 |
127-005 |
0-045 |
0.1% |
126-255 |
| Close |
126-305 |
127-215 |
0-230 |
0.6% |
126-305 |
| Range |
0-195 |
0-225 |
0-030 |
15.4% |
0-255 |
| ATR |
0-131 |
0-139 |
0-008 |
6.2% |
0-000 |
| Volume |
123,220 |
76,783 |
-46,437 |
-37.7% |
6,191,359 |
|
| Daily Pivots for day following 05-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-185 |
129-105 |
128-019 |
|
| R3 |
128-280 |
128-200 |
127-277 |
|
| R2 |
128-055 |
128-055 |
127-256 |
|
| R1 |
127-295 |
127-295 |
127-236 |
128-015 |
| PP |
127-150 |
127-150 |
127-150 |
127-170 |
| S1 |
127-070 |
127-070 |
127-194 |
127-110 |
| S2 |
126-245 |
126-245 |
127-174 |
|
| S3 |
126-020 |
126-165 |
127-153 |
|
| S4 |
125-115 |
125-260 |
127-091 |
|
|
| Weekly Pivots for week ending 01-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-162 |
129-008 |
127-125 |
|
| R3 |
128-227 |
128-073 |
127-055 |
|
| R2 |
127-292 |
127-292 |
127-032 |
|
| R1 |
127-138 |
127-138 |
127-008 |
127-215 |
| PP |
127-037 |
127-037 |
127-037 |
127-075 |
| S1 |
126-203 |
126-203 |
126-282 |
126-280 |
| S2 |
126-102 |
126-102 |
126-258 |
|
| S3 |
125-167 |
125-268 |
126-235 |
|
| S4 |
124-232 |
125-013 |
126-165 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127-230 |
126-280 |
0-270 |
0.7% |
0-156 |
0.4% |
94% |
True |
False |
863,138 |
| 10 |
127-230 |
126-160 |
1-070 |
1.0% |
0-129 |
0.3% |
96% |
True |
False |
1,215,692 |
| 20 |
127-230 |
125-290 |
1-260 |
1.4% |
0-134 |
0.3% |
97% |
True |
False |
1,215,076 |
| 40 |
127-230 |
124-280 |
2-270 |
2.2% |
0-135 |
0.3% |
98% |
True |
False |
1,198,969 |
| 60 |
127-230 |
124-255 |
2-295 |
2.3% |
0-136 |
0.3% |
98% |
True |
False |
1,236,488 |
| 80 |
127-230 |
124-215 |
3-015 |
2.4% |
0-136 |
0.3% |
98% |
True |
False |
1,134,243 |
| 100 |
127-230 |
124-120 |
3-110 |
2.6% |
0-137 |
0.3% |
99% |
True |
False |
908,536 |
| 120 |
127-230 |
122-260 |
4-290 |
3.8% |
0-139 |
0.3% |
99% |
True |
False |
757,157 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-226 |
|
2.618 |
129-179 |
|
1.618 |
128-274 |
|
1.000 |
128-135 |
|
0.618 |
128-049 |
|
HIGH |
127-230 |
|
0.618 |
127-144 |
|
0.500 |
127-118 |
|
0.382 |
127-091 |
|
LOW |
127-005 |
|
0.618 |
126-186 |
|
1.000 |
126-100 |
|
1.618 |
125-281 |
|
2.618 |
125-056 |
|
4.250 |
124-009 |
|
|
| Fisher Pivots for day following 05-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
127-183 |
127-175 |
| PP |
127-150 |
127-135 |
| S1 |
127-118 |
127-095 |
|