ECBOT 10 Year T-Note Future December 2017
| Trading Metrics calculated at close of trading on 08-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2017 |
08-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
127-035 |
127-205 |
0-170 |
0.4% |
126-295 |
| High |
127-230 |
127-285 |
0-055 |
0.1% |
127-285 |
| Low |
127-030 |
127-125 |
0-095 |
0.2% |
126-240 |
| Close |
127-165 |
127-160 |
-0-005 |
0.0% |
127-160 |
| Range |
0-200 |
0-160 |
-0-040 |
-20.0% |
1-045 |
| ATR |
0-145 |
0-146 |
0-001 |
0.7% |
0-000 |
| Volume |
1,554,856 |
1,416,654 |
-138,202 |
-8.9% |
6,171,456 |
|
| Daily Pivots for day following 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-030 |
128-255 |
127-248 |
|
| R3 |
128-190 |
128-095 |
127-204 |
|
| R2 |
128-030 |
128-030 |
127-189 |
|
| R1 |
127-255 |
127-255 |
127-175 |
127-222 |
| PP |
127-190 |
127-190 |
127-190 |
127-174 |
| S1 |
127-095 |
127-095 |
127-145 |
127-062 |
| S2 |
127-030 |
127-030 |
127-131 |
|
| S3 |
126-190 |
126-255 |
127-116 |
|
| S4 |
126-030 |
126-095 |
127-072 |
|
|
| Weekly Pivots for week ending 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-257 |
130-093 |
128-041 |
|
| R3 |
129-212 |
129-048 |
127-260 |
|
| R2 |
128-167 |
128-167 |
127-227 |
|
| R1 |
128-003 |
128-003 |
127-193 |
128-085 |
| PP |
127-122 |
127-122 |
127-122 |
127-162 |
| S1 |
126-278 |
126-278 |
127-127 |
127-040 |
| S2 |
126-077 |
126-077 |
127-093 |
|
| S3 |
125-032 |
125-233 |
127-060 |
|
| S4 |
123-307 |
124-188 |
126-279 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127-285 |
126-190 |
1-095 |
1.0% |
0-191 |
0.5% |
70% |
True |
False |
1,547,127 |
| 10 |
127-285 |
126-105 |
1-180 |
1.2% |
0-151 |
0.4% |
75% |
True |
False |
1,503,510 |
| 20 |
127-285 |
125-215 |
2-070 |
1.7% |
0-141 |
0.3% |
82% |
True |
False |
838,397 |
| 40 |
127-285 |
124-310 |
2-295 |
2.3% |
0-135 |
0.3% |
87% |
True |
False |
421,925 |
| 60 |
127-285 |
124-140 |
3-145 |
2.7% |
0-128 |
0.3% |
89% |
True |
False |
281,654 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-005 |
|
2.618 |
129-064 |
|
1.618 |
128-224 |
|
1.000 |
128-125 |
|
0.618 |
128-064 |
|
HIGH |
127-285 |
|
0.618 |
127-224 |
|
0.500 |
127-205 |
|
0.382 |
127-186 |
|
LOW |
127-125 |
|
0.618 |
127-026 |
|
1.000 |
126-285 |
|
1.618 |
126-186 |
|
2.618 |
126-026 |
|
4.250 |
125-085 |
|
|
| Fisher Pivots for day following 08-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
127-205 |
127-157 |
| PP |
127-190 |
127-155 |
| S1 |
127-175 |
127-152 |
|