ECBOT 10 Year T-Note Future September 2017
Trading Metrics calculated at close of trading on 20-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2017 |
20-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
126-145 |
126-100 |
-0-045 |
-0.1% |
127-165 |
High |
126-160 |
126-140 |
-0-020 |
0.0% |
127-175 |
Low |
126-080 |
126-095 |
0-015 |
0.0% |
126-150 |
Close |
126-090 |
126-110 |
0-020 |
0.0% |
126-190 |
Range |
0-080 |
0-045 |
-0-035 |
-43.8% |
1-025 |
ATR |
0-131 |
0-126 |
-0-006 |
-4.4% |
0-000 |
Volume |
20,428 |
9,392 |
-11,036 |
-54.0% |
67,872 |
|
Daily Pivots for day following 20-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-250 |
126-225 |
126-135 |
|
R3 |
126-205 |
126-180 |
126-122 |
|
R2 |
126-160 |
126-160 |
126-118 |
|
R1 |
126-135 |
126-135 |
126-114 |
126-148 |
PP |
126-115 |
126-115 |
126-115 |
126-121 |
S1 |
126-090 |
126-090 |
126-106 |
126-103 |
S2 |
126-070 |
126-070 |
126-102 |
|
S3 |
126-025 |
126-045 |
126-098 |
|
S4 |
125-300 |
126-000 |
126-085 |
|
|
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 |
126-265 |
126-080 |
0-185 |
0.5% |
0-081 |
0.2% |
16% |
False |
False |
10,926 |
10 |
128-035 |
126-080 |
1-275 |
1.5% |
0-112 |
0.3% |
5% |
False |
False |
14,952 |
20 |
128-035 |
126-080 |
1-275 |
1.5% |
0-123 |
0.3% |
5% |
False |
False |
568,164 |
40 |
128-035 |
125-155 |
2-200 |
2.1% |
0-129 |
0.3% |
33% |
False |
False |
888,267 |
60 |
128-035 |
124-255 |
3-100 |
2.6% |
0-135 |
0.3% |
47% |
False |
False |
1,033,595 |
80 |
128-035 |
124-255 |
3-100 |
2.6% |
0-133 |
0.3% |
47% |
False |
False |
1,070,810 |
100 |
128-035 |
124-120 |
3-235 |
3.0% |
0-133 |
0.3% |
53% |
False |
False |
910,082 |
120 |
128-035 |
123-250 |
4-105 |
3.4% |
0-138 |
0.3% |
59% |
False |
False |
758,713 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-011 |
2.618 |
126-258 |
1.618 |
126-213 |
1.000 |
126-185 |
0.618 |
126-168 |
HIGH |
126-140 |
0.618 |
126-123 |
0.500 |
126-118 |
0.382 |
126-112 |
LOW |
126-095 |
0.618 |
126-067 |
1.000 |
126-050 |
1.618 |
126-022 |
2.618 |
125-297 |
4.250 |
125-224 |
|
|
Fisher Pivots for day following 20-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
126-118 |
126-130 |
PP |
126-115 |
126-123 |
S1 |
126-113 |
126-117 |
|