ECBOT 10 Year T-Note Future December 2017
Trading Metrics calculated at close of trading on 20-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2017 |
20-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
126-030 |
125-305 |
-0-045 |
-0.1% |
127-090 |
High |
126-070 |
126-055 |
-0-015 |
0.0% |
127-100 |
Low |
125-300 |
125-170 |
-0-130 |
-0.3% |
126-055 |
Close |
125-315 |
125-200 |
-0-115 |
-0.3% |
126-100 |
Range |
0-090 |
0-205 |
0-115 |
127.7% |
1-045 |
ATR |
0-136 |
0-141 |
0-005 |
3.6% |
0-000 |
Volume |
1,100,219 |
1,546,871 |
446,652 |
40.6% |
5,820,111 |
|
Daily Pivots for day following 20-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-223 |
127-097 |
125-313 |
|
R3 |
127-018 |
126-212 |
125-256 |
|
R2 |
126-133 |
126-133 |
125-238 |
|
R1 |
126-007 |
126-007 |
125-219 |
125-288 |
PP |
125-248 |
125-248 |
125-248 |
125-229 |
S1 |
125-122 |
125-122 |
125-181 |
125-083 |
S2 |
125-043 |
125-043 |
125-162 |
|
S3 |
124-158 |
124-237 |
125-144 |
|
S4 |
123-273 |
124-032 |
125-087 |
|
|
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 |
126-180 |
125-170 |
1-010 |
0.8% |
0-123 |
0.3% |
9% |
False |
True |
1,207,309 |
10 |
127-285 |
125-170 |
2-115 |
1.9% |
0-138 |
0.3% |
4% |
False |
True |
1,223,183 |
20 |
127-285 |
125-170 |
2-115 |
1.9% |
0-138 |
0.3% |
4% |
False |
True |
1,276,575 |
40 |
127-285 |
125-045 |
2-240 |
2.2% |
0-135 |
0.3% |
18% |
False |
False |
653,020 |
60 |
127-285 |
124-140 |
3-145 |
2.7% |
0-133 |
0.3% |
34% |
False |
False |
435,959 |
80 |
127-285 |
124-140 |
3-145 |
2.7% |
0-119 |
0.3% |
34% |
False |
False |
326,995 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-286 |
2.618 |
127-272 |
1.618 |
127-067 |
1.000 |
126-260 |
0.618 |
126-182 |
HIGH |
126-055 |
0.618 |
125-297 |
0.500 |
125-273 |
0.382 |
125-248 |
LOW |
125-170 |
0.618 |
125-043 |
1.000 |
124-285 |
1.618 |
124-158 |
2.618 |
123-273 |
4.250 |
122-259 |
|
|
Fisher Pivots for day following 20-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
125-273 |
125-290 |
PP |
125-248 |
125-260 |
S1 |
125-224 |
125-230 |
|