ECBOT 10 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 13-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2017 |
13-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
127-080 |
126-305 |
-0-095 |
-0.2% |
127-055 |
| High |
127-080 |
127-010 |
-0-070 |
-0.2% |
128-035 |
| Low |
126-265 |
126-215 |
-0-050 |
-0.1% |
127-005 |
| Close |
126-290 |
126-230 |
-0-060 |
-0.1% |
127-240 |
| Range |
0-135 |
0-115 |
-0-020 |
-14.8% |
1-030 |
| ATR |
0-147 |
0-145 |
-0-002 |
-1.6% |
0-000 |
| Volume |
14,651 |
19,911 |
5,260 |
35.9% |
161,562 |
|
| Daily Pivots for day following 13-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-283 |
127-212 |
126-293 |
|
| R3 |
127-168 |
127-097 |
126-262 |
|
| R2 |
127-053 |
127-053 |
126-251 |
|
| R1 |
126-302 |
126-302 |
126-241 |
126-280 |
| PP |
126-258 |
126-258 |
126-258 |
126-248 |
| S1 |
126-187 |
126-187 |
126-219 |
126-165 |
| S2 |
126-143 |
126-143 |
126-209 |
|
| S3 |
126-028 |
126-072 |
126-198 |
|
| S4 |
125-233 |
125-277 |
126-167 |
|
|
| 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 |
126-215 |
1-140 |
1.1% |
0-142 |
0.4% |
3% |
False |
True |
18,979 |
| 10 |
128-035 |
126-215 |
1-140 |
1.1% |
0-147 |
0.4% |
3% |
False |
True |
180,642 |
| 20 |
128-035 |
126-000 |
2-035 |
1.7% |
0-138 |
0.3% |
34% |
False |
False |
861,724 |
| 40 |
128-035 |
125-155 |
2-200 |
2.1% |
0-134 |
0.3% |
47% |
False |
False |
1,008,848 |
| 60 |
128-035 |
124-255 |
3-100 |
2.6% |
0-136 |
0.3% |
58% |
False |
False |
1,108,778 |
| 80 |
128-035 |
124-255 |
3-100 |
2.6% |
0-134 |
0.3% |
58% |
False |
False |
1,130,876 |
| 100 |
128-035 |
124-120 |
3-235 |
2.9% |
0-136 |
0.3% |
63% |
False |
False |
909,714 |
| 120 |
128-035 |
123-235 |
4-120 |
3.5% |
0-140 |
0.3% |
68% |
False |
False |
758,259 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-179 |
|
2.618 |
127-311 |
|
1.618 |
127-196 |
|
1.000 |
127-125 |
|
0.618 |
127-081 |
|
HIGH |
127-010 |
|
0.618 |
126-286 |
|
0.500 |
126-273 |
|
0.382 |
126-259 |
|
LOW |
126-215 |
|
0.618 |
126-144 |
|
1.000 |
126-100 |
|
1.618 |
126-029 |
|
2.618 |
125-234 |
|
4.250 |
125-046 |
|
|
| Fisher Pivots for day following 13-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
126-273 |
127-035 |
| PP |
126-258 |
126-313 |
| S1 |
126-244 |
126-272 |
|