ECBOT 10 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 14-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2017 |
14-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
126-305 |
126-255 |
-0-050 |
-0.1% |
127-055 |
| High |
127-010 |
126-260 |
-0-070 |
-0.2% |
128-035 |
| Low |
126-215 |
126-150 |
-0-065 |
-0.2% |
127-005 |
| Close |
126-230 |
126-220 |
-0-010 |
0.0% |
127-240 |
| Range |
0-115 |
0-110 |
-0-005 |
-4.4% |
1-030 |
| ATR |
0-145 |
0-143 |
-0-003 |
-1.7% |
0-000 |
| Volume |
19,911 |
10,961 |
-8,950 |
-45.0% |
161,562 |
|
| Daily Pivots for day following 14-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-220 |
127-170 |
126-280 |
|
| R3 |
127-110 |
127-060 |
126-250 |
|
| R2 |
127-000 |
127-000 |
126-240 |
|
| R1 |
126-270 |
126-270 |
126-230 |
126-240 |
| PP |
126-210 |
126-210 |
126-210 |
126-195 |
| S1 |
126-160 |
126-160 |
126-210 |
126-130 |
| S2 |
126-100 |
126-100 |
126-200 |
|
| S3 |
125-310 |
126-050 |
126-190 |
|
| S4 |
125-200 |
125-260 |
126-160 |
|
|
| 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 |
126-150 |
1-205 |
1.3% |
0-128 |
0.3% |
13% |
False |
True |
15,222 |
| 10 |
128-035 |
126-150 |
1-205 |
1.3% |
0-150 |
0.4% |
13% |
False |
True |
59,563 |
| 20 |
128-035 |
126-110 |
1-245 |
1.4% |
0-134 |
0.3% |
19% |
False |
False |
794,559 |
| 40 |
128-035 |
125-155 |
2-200 |
2.1% |
0-135 |
0.3% |
46% |
False |
False |
986,431 |
| 60 |
128-035 |
124-255 |
3-100 |
2.6% |
0-136 |
0.3% |
57% |
False |
False |
1,090,688 |
| 80 |
128-035 |
124-255 |
3-100 |
2.6% |
0-135 |
0.3% |
57% |
False |
False |
1,127,457 |
| 100 |
128-035 |
124-120 |
3-235 |
2.9% |
0-135 |
0.3% |
62% |
False |
False |
909,777 |
| 120 |
128-035 |
123-235 |
4-120 |
3.5% |
0-140 |
0.3% |
67% |
False |
False |
758,350 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-087 |
|
2.618 |
127-228 |
|
1.618 |
127-118 |
|
1.000 |
127-050 |
|
0.618 |
127-008 |
|
HIGH |
126-260 |
|
0.618 |
126-218 |
|
0.500 |
126-205 |
|
0.382 |
126-192 |
|
LOW |
126-150 |
|
0.618 |
126-082 |
|
1.000 |
126-040 |
|
1.618 |
125-292 |
|
2.618 |
125-182 |
|
4.250 |
125-003 |
|
|
| Fisher Pivots for day following 14-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
126-215 |
126-275 |
| PP |
126-210 |
126-257 |
| S1 |
126-205 |
126-238 |
|