ECBOT 10 Year T-Note Future December 2017
| Trading Metrics calculated at close of trading on 07-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2017 |
07-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
127-150 |
127-035 |
-0-115 |
-0.3% |
126-195 |
| High |
127-180 |
127-230 |
0-050 |
0.1% |
127-105 |
| Low |
127-020 |
127-030 |
0-010 |
0.0% |
126-170 |
| Close |
127-030 |
127-165 |
0-135 |
0.3% |
126-215 |
| Range |
0-160 |
0-200 |
0-040 |
25.0% |
0-255 |
| ATR |
0-141 |
0-145 |
0-004 |
3.0% |
0-000 |
| Volume |
1,425,016 |
1,554,856 |
129,840 |
9.1% |
7,774,771 |
|
| Daily Pivots for day following 07-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-102 |
129-013 |
127-275 |
|
| R3 |
128-222 |
128-133 |
127-220 |
|
| R2 |
128-022 |
128-022 |
127-202 |
|
| R1 |
127-253 |
127-253 |
127-183 |
127-298 |
| PP |
127-142 |
127-142 |
127-142 |
127-164 |
| S1 |
127-053 |
127-053 |
127-147 |
127-098 |
| S2 |
126-262 |
126-262 |
127-128 |
|
| S3 |
126-062 |
126-173 |
127-110 |
|
| S4 |
125-182 |
125-293 |
127-055 |
|
|
| 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 |
127-230 |
126-190 |
1-040 |
0.9% |
0-179 |
0.4% |
82% |
True |
False |
1,540,659 |
| 10 |
127-230 |
126-105 |
1-125 |
1.1% |
0-144 |
0.4% |
85% |
True |
False |
1,453,235 |
| 20 |
127-230 |
125-215 |
2-015 |
1.6% |
0-141 |
0.3% |
90% |
True |
False |
768,647 |
| 40 |
127-230 |
124-285 |
2-265 |
2.2% |
0-134 |
0.3% |
93% |
True |
False |
386,539 |
| 60 |
127-230 |
124-140 |
3-090 |
2.6% |
0-127 |
0.3% |
94% |
True |
False |
258,043 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-120 |
|
2.618 |
129-114 |
|
1.618 |
128-234 |
|
1.000 |
128-110 |
|
0.618 |
128-034 |
|
HIGH |
127-230 |
|
0.618 |
127-154 |
|
0.500 |
127-130 |
|
0.382 |
127-106 |
|
LOW |
127-030 |
|
0.618 |
126-226 |
|
1.000 |
126-150 |
|
1.618 |
126-026 |
|
2.618 |
125-146 |
|
4.250 |
124-140 |
|
|
| Fisher Pivots for day following 07-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
127-153 |
127-135 |
| PP |
127-142 |
127-105 |
| S1 |
127-130 |
127-075 |
|