ECBOT 10 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 08-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2017 |
08-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
127-125 |
127-275 |
0-150 |
0.4% |
127-055 |
| High |
127-305 |
128-035 |
0-050 |
0.1% |
128-035 |
| Low |
127-125 |
127-205 |
0-080 |
0.2% |
127-005 |
| Close |
127-245 |
127-240 |
-0-005 |
0.0% |
127-240 |
| Range |
0-180 |
0-150 |
-0-030 |
-16.7% |
1-030 |
| ATR |
0-144 |
0-145 |
0-000 |
0.3% |
0-000 |
| Volume |
29,746 |
17,309 |
-12,437 |
-41.8% |
161,562 |
|
| Daily Pivots for day following 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-077 |
128-308 |
128-003 |
|
| R3 |
128-247 |
128-158 |
127-281 |
|
| R2 |
128-097 |
128-097 |
127-268 |
|
| R1 |
128-008 |
128-008 |
127-254 |
127-298 |
| PP |
127-267 |
127-267 |
127-267 |
127-251 |
| S1 |
127-178 |
127-178 |
127-226 |
127-147 |
| S2 |
127-117 |
127-117 |
127-212 |
|
| S3 |
126-287 |
127-028 |
127-199 |
|
| S4 |
126-137 |
126-198 |
127-157 |
|
|
| Weekly Pivots for week ending 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-290 |
130-135 |
128-113 |
|
| R3 |
129-260 |
129-105 |
128-016 |
|
| R2 |
128-230 |
128-230 |
127-304 |
|
| R1 |
128-075 |
128-075 |
127-272 |
128-153 |
| PP |
127-200 |
127-200 |
127-200 |
127-239 |
| S1 |
127-045 |
127-045 |
127-208 |
127-122 |
| S2 |
126-170 |
126-170 |
127-176 |
|
| S3 |
125-140 |
126-015 |
127-144 |
|
| S4 |
124-110 |
124-305 |
127-047 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128-035 |
126-280 |
1-075 |
1.0% |
0-181 |
0.4% |
71% |
True |
False |
56,956 |
| 10 |
128-035 |
126-200 |
1-155 |
1.2% |
0-144 |
0.4% |
76% |
True |
False |
830,766 |
| 20 |
128-035 |
126-000 |
2-035 |
1.7% |
0-139 |
0.3% |
83% |
True |
False |
1,040,897 |
| 40 |
128-035 |
125-105 |
2-250 |
2.2% |
0-136 |
0.3% |
87% |
True |
False |
1,102,069 |
| 60 |
128-035 |
124-255 |
3-100 |
2.6% |
0-137 |
0.3% |
89% |
True |
False |
1,162,936 |
| 80 |
128-035 |
124-255 |
3-100 |
2.6% |
0-137 |
0.3% |
89% |
True |
False |
1,134,390 |
| 100 |
128-035 |
124-120 |
3-235 |
2.9% |
0-136 |
0.3% |
90% |
True |
False |
909,353 |
| 120 |
128-035 |
123-050 |
4-305 |
3.9% |
0-140 |
0.3% |
93% |
True |
False |
757,862 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-033 |
|
2.618 |
129-108 |
|
1.618 |
128-278 |
|
1.000 |
128-185 |
|
0.618 |
128-128 |
|
HIGH |
128-035 |
|
0.618 |
127-298 |
|
0.500 |
127-280 |
|
0.382 |
127-262 |
|
LOW |
127-205 |
|
0.618 |
127-112 |
|
1.000 |
127-055 |
|
1.618 |
126-282 |
|
2.618 |
126-132 |
|
4.250 |
125-207 |
|
|
| Fisher Pivots for day following 08-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
127-280 |
127-237 |
| PP |
127-267 |
127-233 |
| S1 |
127-253 |
127-230 |
|