ECBOT 10 Year T-Note Future December 2017
Trading Metrics calculated at close of trading on 19-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2017 |
19-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
126-085 |
126-030 |
-0-055 |
-0.1% |
127-090 |
High |
126-090 |
126-070 |
-0-020 |
0.0% |
127-100 |
Low |
126-010 |
125-300 |
-0-030 |
-0.1% |
126-055 |
Close |
126-025 |
125-315 |
-0-030 |
-0.1% |
126-100 |
Range |
0-080 |
0-090 |
0-010 |
12.5% |
1-045 |
ATR |
0-140 |
0-136 |
-0-004 |
-2.5% |
0-000 |
Volume |
793,121 |
1,100,219 |
307,098 |
38.7% |
5,820,111 |
|
Daily Pivots for day following 19-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-285 |
126-230 |
126-045 |
|
R3 |
126-195 |
126-140 |
126-020 |
|
R2 |
126-105 |
126-105 |
126-012 |
|
R1 |
126-050 |
126-050 |
126-003 |
126-033 |
PP |
126-015 |
126-015 |
126-015 |
126-006 |
S1 |
125-280 |
125-280 |
125-307 |
125-262 |
S2 |
125-245 |
125-245 |
125-299 |
|
S3 |
125-155 |
125-190 |
125-290 |
|
S4 |
125-065 |
125-100 |
125-265 |
|
|
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 |
126-250 |
125-300 |
0-270 |
0.7% |
0-106 |
0.3% |
6% |
False |
True |
1,104,892 |
10 |
127-285 |
125-300 |
1-305 |
1.6% |
0-134 |
0.3% |
2% |
False |
True |
1,210,997 |
20 |
127-285 |
125-300 |
1-305 |
1.6% |
0-133 |
0.3% |
2% |
False |
True |
1,209,468 |
40 |
127-285 |
125-045 |
2-240 |
2.2% |
0-135 |
0.3% |
31% |
False |
False |
614,443 |
60 |
127-285 |
124-140 |
3-145 |
2.7% |
0-130 |
0.3% |
45% |
False |
False |
410,178 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-133 |
2.618 |
126-306 |
1.618 |
126-216 |
1.000 |
126-160 |
0.618 |
126-126 |
HIGH |
126-070 |
0.618 |
126-036 |
0.500 |
126-025 |
0.382 |
126-014 |
LOW |
125-300 |
0.618 |
125-244 |
1.000 |
125-210 |
1.618 |
125-154 |
2.618 |
125-064 |
4.250 |
124-237 |
|
|
Fisher Pivots for day following 19-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
126-025 |
126-080 |
PP |
126-015 |
126-052 |
S1 |
126-005 |
126-023 |
|