ECBOT 10 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 11-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2017 |
11-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
127-275 |
127-165 |
-0-110 |
-0.3% |
127-055 |
| High |
128-035 |
127-175 |
-0-180 |
-0.4% |
128-035 |
| Low |
127-205 |
127-045 |
-0-160 |
-0.4% |
127-005 |
| Close |
127-240 |
127-080 |
-0-160 |
-0.4% |
127-240 |
| Range |
0-150 |
0-130 |
-0-020 |
-13.3% |
1-030 |
| ATR |
0-145 |
0-148 |
0-004 |
2.5% |
0-000 |
| Volume |
17,309 |
13,279 |
-4,030 |
-23.3% |
161,562 |
|
| Daily Pivots for day following 11-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-170 |
128-095 |
127-152 |
|
| R3 |
128-040 |
127-285 |
127-116 |
|
| R2 |
127-230 |
127-230 |
127-104 |
|
| R1 |
127-155 |
127-155 |
127-092 |
127-128 |
| PP |
127-100 |
127-100 |
127-100 |
127-086 |
| S1 |
127-025 |
127-025 |
127-068 |
126-317 |
| S2 |
126-290 |
126-290 |
127-056 |
|
| S3 |
126-160 |
126-215 |
127-044 |
|
| S4 |
126-030 |
126-085 |
127-008 |
|
|
| 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 |
127-005 |
1-030 |
0.9% |
0-168 |
0.4% |
21% |
False |
False |
34,968 |
| 10 |
128-035 |
126-255 |
1-100 |
1.0% |
0-146 |
0.4% |
35% |
False |
False |
636,620 |
| 20 |
128-035 |
126-000 |
2-035 |
1.7% |
0-140 |
0.3% |
59% |
False |
False |
967,615 |
| 40 |
128-035 |
125-155 |
2-200 |
2.1% |
0-134 |
0.3% |
67% |
False |
False |
1,062,516 |
| 60 |
128-035 |
124-255 |
3-100 |
2.6% |
0-136 |
0.3% |
74% |
False |
False |
1,141,967 |
| 80 |
128-035 |
124-255 |
3-100 |
2.6% |
0-135 |
0.3% |
74% |
False |
False |
1,133,371 |
| 100 |
128-035 |
124-120 |
3-235 |
2.9% |
0-136 |
0.3% |
77% |
False |
False |
909,482 |
| 120 |
128-035 |
123-235 |
4-120 |
3.4% |
0-139 |
0.3% |
80% |
False |
False |
757,971 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-088 |
|
2.618 |
128-195 |
|
1.618 |
128-065 |
|
1.000 |
127-305 |
|
0.618 |
127-255 |
|
HIGH |
127-175 |
|
0.618 |
127-125 |
|
0.500 |
127-110 |
|
0.382 |
127-095 |
|
LOW |
127-045 |
|
0.618 |
126-285 |
|
1.000 |
126-235 |
|
1.618 |
126-155 |
|
2.618 |
126-025 |
|
4.250 |
125-132 |
|
|
| Fisher Pivots for day following 11-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
127-110 |
127-200 |
| PP |
127-100 |
127-160 |
| S1 |
127-090 |
127-120 |
|