ECBOT 10 Year T-Note Future December 2017
| Trading Metrics calculated at close of trading on 18-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2017 |
18-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
126-160 |
126-085 |
-0-075 |
-0.2% |
127-090 |
| High |
126-180 |
126-090 |
-0-090 |
-0.2% |
127-100 |
| Low |
126-065 |
126-010 |
-0-055 |
-0.1% |
126-055 |
| Close |
126-100 |
126-025 |
-0-075 |
-0.2% |
126-100 |
| Range |
0-115 |
0-080 |
-0-035 |
-30.4% |
1-045 |
| ATR |
0-144 |
0-140 |
-0-004 |
-2.7% |
0-000 |
| Volume |
1,127,267 |
793,121 |
-334,146 |
-29.6% |
5,820,111 |
|
| Daily Pivots for day following 18-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-282 |
126-233 |
126-069 |
|
| R3 |
126-202 |
126-153 |
126-047 |
|
| R2 |
126-122 |
126-122 |
126-040 |
|
| R1 |
126-073 |
126-073 |
126-032 |
126-058 |
| PP |
126-042 |
126-042 |
126-042 |
126-034 |
| S1 |
125-313 |
125-313 |
126-018 |
125-298 |
| S2 |
125-282 |
125-282 |
126-010 |
|
| S3 |
125-202 |
125-233 |
126-003 |
|
| S4 |
125-122 |
125-153 |
125-301 |
|
|
| 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 |
127-005 |
126-010 |
0-315 |
0.8% |
0-117 |
0.3% |
5% |
False |
True |
1,127,622 |
| 10 |
127-285 |
126-010 |
1-275 |
1.5% |
0-148 |
0.4% |
3% |
False |
True |
1,278,468 |
| 20 |
127-285 |
126-010 |
1-275 |
1.5% |
0-134 |
0.3% |
3% |
False |
True |
1,156,576 |
| 40 |
127-285 |
125-045 |
2-240 |
2.2% |
0-135 |
0.3% |
34% |
False |
False |
587,001 |
| 60 |
127-285 |
124-140 |
3-145 |
2.7% |
0-130 |
0.3% |
48% |
False |
False |
391,841 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-110 |
|
2.618 |
126-299 |
|
1.618 |
126-219 |
|
1.000 |
126-170 |
|
0.618 |
126-139 |
|
HIGH |
126-090 |
|
0.618 |
126-059 |
|
0.500 |
126-050 |
|
0.382 |
126-041 |
|
LOW |
126-010 |
|
0.618 |
125-281 |
|
1.000 |
125-250 |
|
1.618 |
125-201 |
|
2.618 |
125-121 |
|
4.250 |
124-310 |
|
|
| Fisher Pivots for day following 18-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
126-050 |
126-095 |
| PP |
126-042 |
126-072 |
| S1 |
126-033 |
126-048 |
|