ECBOT 10 Year T-Note Future December 2017
| Trading Metrics calculated at close of trading on 01-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2017 |
01-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
126-285 |
127-005 |
0-040 |
0.1% |
126-195 |
| High |
127-010 |
127-075 |
0-065 |
0.2% |
127-105 |
| Low |
126-230 |
126-190 |
-0-040 |
-0.1% |
126-170 |
| Close |
126-315 |
126-215 |
-0-100 |
-0.2% |
126-215 |
| Range |
0-100 |
0-205 |
0-105 |
105.0% |
0-255 |
| ATR |
0-125 |
0-130 |
0-006 |
4.6% |
0-000 |
| Volume |
1,384,311 |
1,564,183 |
179,872 |
13.0% |
7,774,771 |
|
| Daily Pivots for day following 01-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-242 |
128-113 |
127-008 |
|
| R3 |
128-037 |
127-228 |
126-271 |
|
| R2 |
127-152 |
127-152 |
126-253 |
|
| R1 |
127-023 |
127-023 |
126-234 |
126-305 |
| PP |
126-267 |
126-267 |
126-267 |
126-248 |
| S1 |
126-138 |
126-138 |
126-196 |
126-100 |
| S2 |
126-062 |
126-062 |
126-177 |
|
| S3 |
125-177 |
125-253 |
126-159 |
|
| S4 |
124-292 |
125-048 |
126-102 |
|
|
| Weekly Pivots for week ending 01-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-075 |
128-240 |
127-035 |
|
| R3 |
128-140 |
127-305 |
126-285 |
|
| R2 |
127-205 |
127-205 |
126-262 |
|
| R1 |
127-050 |
127-050 |
126-238 |
127-127 |
| PP |
126-270 |
126-270 |
126-270 |
126-309 |
| S1 |
126-115 |
126-115 |
126-192 |
126-193 |
| S2 |
126-015 |
126-015 |
126-168 |
|
| S3 |
125-080 |
125-180 |
126-145 |
|
| S4 |
124-145 |
124-245 |
126-075 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127-105 |
126-170 |
0-255 |
0.6% |
0-129 |
0.3% |
18% |
False |
False |
1,554,954 |
| 10 |
127-105 |
126-065 |
1-040 |
0.9% |
0-120 |
0.3% |
42% |
False |
False |
1,034,684 |
| 20 |
127-105 |
125-175 |
1-250 |
1.4% |
0-127 |
0.3% |
63% |
False |
False |
532,213 |
| 40 |
127-105 |
124-165 |
2-260 |
2.2% |
0-127 |
0.3% |
77% |
False |
False |
267,905 |
| 60 |
127-105 |
124-140 |
2-285 |
2.3% |
0-118 |
0.3% |
77% |
False |
False |
178,796 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-306 |
|
2.618 |
128-292 |
|
1.618 |
128-087 |
|
1.000 |
127-280 |
|
0.618 |
127-202 |
|
HIGH |
127-075 |
|
0.618 |
126-317 |
|
0.500 |
126-293 |
|
0.382 |
126-268 |
|
LOW |
126-190 |
|
0.618 |
126-063 |
|
1.000 |
125-305 |
|
1.618 |
125-178 |
|
2.618 |
124-293 |
|
4.250 |
123-279 |
|
|
| Fisher Pivots for day following 01-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
126-293 |
126-293 |
| PP |
126-267 |
126-267 |
| S1 |
126-241 |
126-241 |
|