ECBOT 10 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 18-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2017 |
18-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
126-260 |
126-170 |
-0-090 |
-0.2% |
127-165 |
| High |
126-265 |
126-180 |
-0-085 |
-0.2% |
127-175 |
| Low |
126-165 |
126-110 |
-0-055 |
-0.1% |
126-150 |
| Close |
126-190 |
126-120 |
-0-070 |
-0.2% |
126-190 |
| Range |
0-100 |
0-070 |
-0-030 |
-30.0% |
1-025 |
| ATR |
0-140 |
0-135 |
-0-004 |
-3.0% |
0-000 |
| Volume |
9,070 |
4,782 |
-4,288 |
-47.3% |
67,872 |
|
| Daily Pivots for day following 18-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-027 |
126-303 |
126-158 |
|
| R3 |
126-277 |
126-233 |
126-139 |
|
| R2 |
126-207 |
126-207 |
126-133 |
|
| R1 |
126-163 |
126-163 |
126-126 |
126-150 |
| PP |
126-137 |
126-137 |
126-137 |
126-130 |
| S1 |
126-093 |
126-093 |
126-114 |
126-080 |
| S2 |
126-067 |
126-067 |
126-107 |
|
| S3 |
125-317 |
126-023 |
126-101 |
|
| S4 |
125-247 |
125-273 |
126-082 |
|
|
| 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 |
127-080 |
126-110 |
0-290 |
0.7% |
0-106 |
0.3% |
3% |
False |
True |
11,875 |
| 10 |
128-035 |
126-110 |
1-245 |
1.4% |
0-137 |
0.3% |
2% |
False |
True |
23,421 |
| 20 |
128-035 |
126-110 |
1-245 |
1.4% |
0-127 |
0.3% |
2% |
False |
True |
658,581 |
| 40 |
128-035 |
125-155 |
2-200 |
2.1% |
0-134 |
0.3% |
34% |
False |
False |
938,767 |
| 60 |
128-035 |
124-255 |
3-100 |
2.6% |
0-136 |
0.3% |
48% |
False |
False |
1,059,028 |
| 80 |
128-035 |
124-255 |
3-100 |
2.6% |
0-133 |
0.3% |
48% |
False |
False |
1,106,092 |
| 100 |
128-035 |
124-120 |
3-235 |
3.0% |
0-134 |
0.3% |
54% |
False |
False |
909,853 |
| 120 |
128-035 |
123-235 |
4-120 |
3.5% |
0-139 |
0.3% |
60% |
False |
False |
758,465 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-157 |
|
2.618 |
127-043 |
|
1.618 |
126-293 |
|
1.000 |
126-250 |
|
0.618 |
126-223 |
|
HIGH |
126-180 |
|
0.618 |
126-153 |
|
0.500 |
126-145 |
|
0.382 |
126-137 |
|
LOW |
126-110 |
|
0.618 |
126-067 |
|
1.000 |
126-040 |
|
1.618 |
125-317 |
|
2.618 |
125-247 |
|
4.250 |
125-133 |
|
|
| Fisher Pivots for day following 18-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
126-145 |
126-188 |
| PP |
126-137 |
126-165 |
| S1 |
126-128 |
126-143 |
|