ECBOT 10 Year T-Note Future December 2017
Trading Metrics calculated at close of trading on 15-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2017 |
15-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
126-160 |
126-160 |
0-000 |
0.0% |
127-090 |
High |
126-180 |
126-180 |
0-000 |
0.0% |
127-100 |
Low |
126-055 |
126-065 |
0-010 |
0.0% |
126-055 |
Close |
126-130 |
126-100 |
-0-030 |
-0.1% |
126-100 |
Range |
0-125 |
0-115 |
-0-010 |
-8.0% |
1-045 |
ATR |
0-146 |
0-144 |
-0-002 |
-1.5% |
0-000 |
Volume |
1,469,070 |
1,127,267 |
-341,803 |
-23.3% |
5,820,111 |
|
Daily Pivots for day following 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-140 |
127-075 |
126-163 |
|
R3 |
127-025 |
126-280 |
126-132 |
|
R2 |
126-230 |
126-230 |
126-121 |
|
R1 |
126-165 |
126-165 |
126-111 |
126-140 |
PP |
126-115 |
126-115 |
126-115 |
126-102 |
S1 |
126-050 |
126-050 |
126-089 |
126-025 |
S2 |
126-000 |
126-000 |
126-079 |
|
S3 |
125-205 |
125-255 |
126-068 |
|
S4 |
125-090 |
125-140 |
126-037 |
|
|
Weekly Pivots for week ending 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
130-007 |
129-098 |
126-301 |
|
R3 |
128-282 |
128-053 |
126-200 |
|
R2 |
127-237 |
127-237 |
126-167 |
|
R1 |
127-008 |
127-008 |
126-133 |
126-260 |
PP |
126-192 |
126-192 |
126-192 |
126-158 |
S1 |
125-283 |
125-283 |
126-067 |
125-215 |
S2 |
125-147 |
125-147 |
126-033 |
|
S3 |
124-102 |
124-238 |
126-000 |
|
S4 |
123-057 |
123-193 |
125-219 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
127-100 |
126-055 |
1-045 |
0.9% |
0-129 |
0.3% |
12% |
False |
False |
1,164,022 |
10 |
127-285 |
126-055 |
1-230 |
1.4% |
0-160 |
0.4% |
8% |
False |
False |
1,355,575 |
20 |
127-285 |
126-055 |
1-230 |
1.4% |
0-137 |
0.3% |
8% |
False |
False |
1,120,305 |
40 |
127-285 |
125-045 |
2-240 |
2.2% |
0-136 |
0.3% |
43% |
False |
False |
567,220 |
60 |
127-285 |
124-140 |
3-145 |
2.7% |
0-129 |
0.3% |
54% |
False |
False |
378,624 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-029 |
2.618 |
127-161 |
1.618 |
127-046 |
1.000 |
126-295 |
0.618 |
126-251 |
HIGH |
126-180 |
0.618 |
126-136 |
0.500 |
126-122 |
0.382 |
126-109 |
LOW |
126-065 |
0.618 |
125-314 |
1.000 |
125-270 |
1.618 |
125-199 |
2.618 |
125-084 |
4.250 |
124-216 |
|
|
Fisher Pivots for day following 15-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
126-122 |
126-153 |
PP |
126-115 |
126-135 |
S1 |
126-107 |
126-118 |
|