ECBOT 10 Year T-Note Future September 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 |
127-055 |
127-230 |
0-175 |
0.4% |
126-280 |
| High |
127-230 |
127-260 |
0-030 |
0.1% |
127-190 |
| Low |
127-005 |
127-105 |
0-100 |
0.2% |
126-255 |
| Close |
127-215 |
127-110 |
-0-105 |
-0.3% |
126-305 |
| Range |
0-225 |
0-155 |
-0-070 |
-31.1% |
0-255 |
| ATR |
0-139 |
0-141 |
0-001 |
0.8% |
0-000 |
| Volume |
76,783 |
37,724 |
-39,059 |
-50.9% |
6,191,359 |
|
| Daily Pivots for day following 06-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-303 |
128-202 |
127-195 |
|
| R3 |
128-148 |
128-047 |
127-153 |
|
| R2 |
127-313 |
127-313 |
127-138 |
|
| R1 |
127-212 |
127-212 |
127-124 |
127-185 |
| PP |
127-158 |
127-158 |
127-158 |
127-145 |
| S1 |
127-057 |
127-057 |
127-096 |
127-030 |
| S2 |
127-003 |
127-003 |
127-082 |
|
| S3 |
126-168 |
126-222 |
127-067 |
|
| S4 |
126-013 |
126-067 |
127-025 |
|
|
| 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 |
127-260 |
126-280 |
0-300 |
0.7% |
0-151 |
0.4% |
50% |
True |
False |
342,306 |
| 10 |
127-260 |
126-160 |
1-100 |
1.0% |
0-134 |
0.3% |
64% |
True |
False |
1,121,375 |
| 20 |
127-260 |
126-000 |
1-260 |
1.4% |
0-137 |
0.3% |
74% |
True |
False |
1,171,279 |
| 40 |
127-260 |
125-045 |
2-215 |
2.1% |
0-136 |
0.3% |
82% |
True |
False |
1,172,962 |
| 60 |
127-260 |
124-255 |
3-005 |
2.4% |
0-137 |
0.3% |
84% |
True |
False |
1,219,234 |
| 80 |
127-260 |
124-255 |
3-005 |
2.4% |
0-136 |
0.3% |
84% |
True |
False |
1,134,581 |
| 100 |
127-260 |
124-120 |
3-140 |
2.7% |
0-138 |
0.3% |
86% |
True |
False |
908,910 |
| 120 |
127-260 |
122-300 |
4-280 |
3.8% |
0-139 |
0.3% |
90% |
True |
False |
757,470 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-279 |
|
2.618 |
129-026 |
|
1.618 |
128-191 |
|
1.000 |
128-095 |
|
0.618 |
128-036 |
|
HIGH |
127-260 |
|
0.618 |
127-201 |
|
0.500 |
127-182 |
|
0.382 |
127-164 |
|
LOW |
127-105 |
|
0.618 |
127-009 |
|
1.000 |
126-270 |
|
1.618 |
126-174 |
|
2.618 |
126-019 |
|
4.250 |
125-086 |
|
|
| Fisher Pivots for day following 06-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
127-182 |
127-110 |
| PP |
127-158 |
127-110 |
| S1 |
127-134 |
127-110 |
|