ECBOT 10 Year T-Note Future December 2017
| Trading Metrics calculated at close of trading on 13-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2017 |
13-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
126-305 |
126-205 |
-0-100 |
-0.2% |
126-295 |
| High |
127-005 |
126-250 |
-0-075 |
-0.2% |
127-285 |
| Low |
126-180 |
126-130 |
-0-050 |
-0.1% |
126-240 |
| Close |
126-205 |
126-145 |
-0-060 |
-0.1% |
127-160 |
| Range |
0-145 |
0-120 |
-0-025 |
-17.2% |
1-045 |
| ATR |
0-150 |
0-147 |
-0-002 |
-1.4% |
0-000 |
| Volume |
1,213,871 |
1,034,784 |
-179,087 |
-14.8% |
6,171,456 |
|
| Daily Pivots for day following 13-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-215 |
127-140 |
126-211 |
|
| R3 |
127-095 |
127-020 |
126-178 |
|
| R2 |
126-295 |
126-295 |
126-167 |
|
| R1 |
126-220 |
126-220 |
126-156 |
126-198 |
| PP |
126-175 |
126-175 |
126-175 |
126-164 |
| S1 |
126-100 |
126-100 |
126-134 |
126-078 |
| S2 |
126-055 |
126-055 |
126-123 |
|
| S3 |
125-255 |
125-300 |
126-112 |
|
| S4 |
125-135 |
125-180 |
126-079 |
|
|
| 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 |
126-130 |
1-155 |
1.2% |
0-153 |
0.4% |
3% |
False |
True |
1,239,056 |
| 10 |
127-285 |
126-130 |
1-155 |
1.2% |
0-155 |
0.4% |
3% |
False |
True |
1,366,515 |
| 20 |
127-285 |
125-215 |
2-070 |
1.8% |
0-143 |
0.4% |
35% |
False |
False |
994,830 |
| 40 |
127-285 |
125-045 |
2-240 |
2.2% |
0-134 |
0.3% |
48% |
False |
False |
502,442 |
| 60 |
127-285 |
124-140 |
3-145 |
2.7% |
0-129 |
0.3% |
58% |
False |
False |
335,379 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-120 |
|
2.618 |
127-244 |
|
1.618 |
127-124 |
|
1.000 |
127-050 |
|
0.618 |
127-004 |
|
HIGH |
126-250 |
|
0.618 |
126-204 |
|
0.500 |
126-190 |
|
0.382 |
126-176 |
|
LOW |
126-130 |
|
0.618 |
126-056 |
|
1.000 |
126-010 |
|
1.618 |
125-256 |
|
2.618 |
125-136 |
|
4.250 |
124-260 |
|
|
| Fisher Pivots for day following 13-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
126-190 |
126-275 |
| PP |
126-175 |
126-232 |
| S1 |
126-160 |
126-188 |
|