ECBOT 10 Year T-Note Future December 2017
| Trading Metrics calculated at close of trading on 14-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2017 |
14-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
126-205 |
126-160 |
-0-045 |
-0.1% |
126-295 |
| High |
126-250 |
126-180 |
-0-070 |
-0.2% |
127-285 |
| Low |
126-130 |
126-055 |
-0-075 |
-0.2% |
126-240 |
| Close |
126-145 |
126-130 |
-0-015 |
0.0% |
127-160 |
| Range |
0-120 |
0-125 |
0-005 |
4.2% |
1-045 |
| ATR |
0-147 |
0-146 |
-0-002 |
-1.1% |
0-000 |
| Volume |
1,034,784 |
1,469,070 |
434,286 |
42.0% |
6,171,456 |
|
| Daily Pivots for day following 14-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-177 |
127-118 |
126-199 |
|
| R3 |
127-052 |
126-313 |
126-164 |
|
| R2 |
126-247 |
126-247 |
126-153 |
|
| R1 |
126-188 |
126-188 |
126-141 |
126-155 |
| PP |
126-122 |
126-122 |
126-122 |
126-105 |
| S1 |
126-063 |
126-063 |
126-119 |
126-030 |
| S2 |
125-317 |
125-317 |
126-107 |
|
| S3 |
125-192 |
125-258 |
126-096 |
|
| S4 |
125-067 |
125-133 |
126-061 |
|
|
| 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 |
126-055 |
1-230 |
1.4% |
0-138 |
0.3% |
14% |
False |
True |
1,221,899 |
| 10 |
127-285 |
126-055 |
1-230 |
1.4% |
0-158 |
0.4% |
14% |
False |
True |
1,381,279 |
| 20 |
127-285 |
126-010 |
1-275 |
1.5% |
0-140 |
0.3% |
20% |
False |
False |
1,066,822 |
| 40 |
127-285 |
125-045 |
2-240 |
2.2% |
0-135 |
0.3% |
46% |
False |
False |
539,085 |
| 60 |
127-285 |
124-140 |
3-145 |
2.7% |
0-129 |
0.3% |
57% |
False |
False |
359,836 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-071 |
|
2.618 |
127-187 |
|
1.618 |
127-062 |
|
1.000 |
126-305 |
|
0.618 |
126-257 |
|
HIGH |
126-180 |
|
0.618 |
126-132 |
|
0.500 |
126-118 |
|
0.382 |
126-103 |
|
LOW |
126-055 |
|
0.618 |
125-298 |
|
1.000 |
125-250 |
|
1.618 |
125-173 |
|
2.618 |
125-048 |
|
4.250 |
124-164 |
|
|
| Fisher Pivots for day following 14-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
126-126 |
126-190 |
| PP |
126-122 |
126-170 |
| S1 |
126-118 |
126-150 |
|