ECBOT 10 Year T-Note Future September 2017
Trading Metrics calculated at close of trading on 15-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2017 |
15-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
126-255 |
126-260 |
0-005 |
0.0% |
127-165 |
High |
126-260 |
126-265 |
0-005 |
0.0% |
127-175 |
Low |
126-150 |
126-165 |
0-015 |
0.0% |
126-150 |
Close |
126-220 |
126-190 |
-0-030 |
-0.1% |
126-190 |
Range |
0-110 |
0-100 |
-0-010 |
-9.1% |
1-025 |
ATR |
0-143 |
0-140 |
-0-003 |
-2.1% |
0-000 |
Volume |
10,961 |
9,070 |
-1,891 |
-17.3% |
67,872 |
|
Daily Pivots for day following 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-187 |
127-128 |
126-245 |
|
R3 |
127-087 |
127-028 |
126-218 |
|
R2 |
126-307 |
126-307 |
126-208 |
|
R1 |
126-248 |
126-248 |
126-199 |
126-228 |
PP |
126-207 |
126-207 |
126-207 |
126-196 |
S1 |
126-148 |
126-148 |
126-181 |
126-128 |
S2 |
126-107 |
126-107 |
126-172 |
|
S3 |
126-007 |
126-048 |
126-163 |
|
S4 |
125-227 |
125-268 |
126-135 |
|
|
Weekly Pivots for week ending 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
130-033 |
129-137 |
127-060 |
|
R3 |
129-008 |
128-112 |
126-285 |
|
R2 |
127-303 |
127-303 |
126-253 |
|
R1 |
127-087 |
127-087 |
126-222 |
127-023 |
PP |
126-278 |
126-278 |
126-278 |
126-246 |
S1 |
126-062 |
126-062 |
126-158 |
125-318 |
S2 |
125-253 |
125-253 |
126-127 |
|
S3 |
124-228 |
125-037 |
126-095 |
|
S4 |
123-203 |
124-012 |
126-000 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
127-175 |
126-150 |
1-025 |
0.9% |
0-118 |
0.3% |
12% |
False |
False |
13,574 |
10 |
128-035 |
126-150 |
1-205 |
1.3% |
0-150 |
0.4% |
8% |
False |
False |
35,265 |
20 |
128-035 |
126-150 |
1-205 |
1.3% |
0-131 |
0.3% |
8% |
False |
False |
725,558 |
40 |
128-035 |
125-155 |
2-200 |
2.1% |
0-135 |
0.3% |
42% |
False |
False |
957,589 |
60 |
128-035 |
124-255 |
3-100 |
2.6% |
0-136 |
0.3% |
54% |
False |
False |
1,073,692 |
80 |
128-035 |
124-255 |
3-100 |
2.6% |
0-134 |
0.3% |
54% |
False |
False |
1,120,347 |
100 |
128-035 |
124-120 |
3-235 |
2.9% |
0-134 |
0.3% |
59% |
False |
False |
909,849 |
120 |
128-035 |
123-235 |
4-120 |
3.5% |
0-140 |
0.3% |
65% |
False |
False |
758,425 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-050 |
2.618 |
127-207 |
1.618 |
127-107 |
1.000 |
127-045 |
0.618 |
127-007 |
HIGH |
126-265 |
0.618 |
126-227 |
0.500 |
126-215 |
0.382 |
126-203 |
LOW |
126-165 |
0.618 |
126-103 |
1.000 |
126-065 |
1.618 |
126-003 |
2.618 |
125-223 |
4.250 |
125-060 |
|
|
Fisher Pivots for day following 15-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
126-215 |
126-240 |
PP |
126-207 |
126-223 |
S1 |
126-198 |
126-207 |
|