ECBOT 10 Year T-Note Future September 2017
Trading Metrics calculated at close of trading on 19-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2017 |
19-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
126-170 |
126-145 |
-0-025 |
-0.1% |
127-165 |
High |
126-180 |
126-160 |
-0-020 |
0.0% |
127-175 |
Low |
126-110 |
126-080 |
-0-030 |
-0.1% |
126-150 |
Close |
126-120 |
126-090 |
-0-030 |
-0.1% |
126-190 |
Range |
0-070 |
0-080 |
0-010 |
14.3% |
1-025 |
ATR |
0-135 |
0-131 |
-0-004 |
-2.9% |
0-000 |
Volume |
4,782 |
20,428 |
15,646 |
327.2% |
67,872 |
|
Daily Pivots for day following 19-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-030 |
126-300 |
126-134 |
|
R3 |
126-270 |
126-220 |
126-112 |
|
R2 |
126-190 |
126-190 |
126-105 |
|
R1 |
126-140 |
126-140 |
126-097 |
126-125 |
PP |
126-110 |
126-110 |
126-110 |
126-103 |
S1 |
126-060 |
126-060 |
126-083 |
126-045 |
S2 |
126-030 |
126-030 |
126-075 |
|
S3 |
125-270 |
125-300 |
126-068 |
|
S4 |
125-190 |
125-220 |
126-046 |
|
|
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 |
127-010 |
126-080 |
0-250 |
0.6% |
0-095 |
0.2% |
4% |
False |
True |
13,030 |
10 |
128-035 |
126-080 |
1-275 |
1.5% |
0-123 |
0.3% |
2% |
False |
True |
17,786 |
20 |
128-035 |
126-080 |
1-275 |
1.5% |
0-126 |
0.3% |
2% |
False |
True |
616,739 |
40 |
128-035 |
125-155 |
2-200 |
2.1% |
0-133 |
0.3% |
30% |
False |
False |
924,751 |
60 |
128-035 |
124-255 |
3-100 |
2.6% |
0-136 |
0.3% |
45% |
False |
False |
1,047,465 |
80 |
128-035 |
124-255 |
3-100 |
2.6% |
0-134 |
0.3% |
45% |
False |
False |
1,087,848 |
100 |
128-035 |
124-120 |
3-235 |
3.0% |
0-134 |
0.3% |
51% |
False |
False |
910,031 |
120 |
128-035 |
123-245 |
4-110 |
3.4% |
0-139 |
0.3% |
58% |
False |
False |
758,635 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-180 |
2.618 |
127-049 |
1.618 |
126-289 |
1.000 |
126-240 |
0.618 |
126-209 |
HIGH |
126-160 |
0.618 |
126-129 |
0.500 |
126-120 |
0.382 |
126-111 |
LOW |
126-080 |
0.618 |
126-031 |
1.000 |
126-000 |
1.618 |
125-271 |
2.618 |
125-191 |
4.250 |
125-060 |
|
|
Fisher Pivots for day following 19-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
126-120 |
126-172 |
PP |
126-110 |
126-145 |
S1 |
126-100 |
126-118 |
|