ECBOT 10 Year T-Note Future December 2017
| Trading Metrics calculated at close of trading on 05-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2017 |
05-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
127-005 |
126-295 |
-0-030 |
-0.1% |
126-195 |
| High |
127-075 |
127-150 |
0-075 |
0.2% |
127-105 |
| Low |
126-190 |
126-240 |
0-050 |
0.1% |
126-170 |
| Close |
126-215 |
127-135 |
0-240 |
0.6% |
126-215 |
| Range |
0-205 |
0-230 |
0-025 |
12.2% |
0-255 |
| ATR |
0-130 |
0-139 |
0-009 |
6.8% |
0-000 |
| Volume |
1,564,183 |
1,774,930 |
210,747 |
13.5% |
7,774,771 |
|
| Daily Pivots for day following 05-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-118 |
129-037 |
127-262 |
|
| R3 |
128-208 |
128-127 |
127-198 |
|
| R2 |
127-298 |
127-298 |
127-177 |
|
| R1 |
127-217 |
127-217 |
127-156 |
127-258 |
| PP |
127-068 |
127-068 |
127-068 |
127-089 |
| S1 |
126-307 |
126-307 |
127-114 |
127-028 |
| S2 |
126-158 |
126-158 |
127-093 |
|
| S3 |
125-248 |
126-077 |
127-072 |
|
| S4 |
125-018 |
125-167 |
127-008 |
|
|
| 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 |
127-150 |
126-190 |
0-280 |
0.7% |
0-162 |
0.4% |
95% |
True |
False |
1,597,520 |
| 10 |
127-150 |
126-065 |
1-085 |
1.0% |
0-133 |
0.3% |
96% |
True |
False |
1,207,938 |
| 20 |
127-150 |
125-175 |
1-295 |
1.5% |
0-134 |
0.3% |
98% |
True |
False |
620,558 |
| 40 |
127-150 |
124-165 |
2-305 |
2.3% |
0-131 |
0.3% |
98% |
True |
False |
312,235 |
| 60 |
127-150 |
124-140 |
3-010 |
2.4% |
0-121 |
0.3% |
98% |
True |
False |
208,379 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-168 |
|
2.618 |
129-112 |
|
1.618 |
128-202 |
|
1.000 |
128-060 |
|
0.618 |
127-292 |
|
HIGH |
127-150 |
|
0.618 |
127-062 |
|
0.500 |
127-035 |
|
0.382 |
127-008 |
|
LOW |
126-240 |
|
0.618 |
126-098 |
|
1.000 |
126-010 |
|
1.618 |
125-188 |
|
2.618 |
124-278 |
|
4.250 |
123-222 |
|
|
| Fisher Pivots for day following 05-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
127-102 |
127-093 |
| PP |
127-068 |
127-052 |
| S1 |
127-035 |
127-010 |
|