ECBOT 10 Year T-Note Future December 2017
| Trading Metrics calculated at close of trading on 21-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2017 |
21-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
125-305 |
125-220 |
-0-085 |
-0.2% |
127-090 |
| High |
126-055 |
125-290 |
-0-085 |
-0.2% |
127-100 |
| Low |
125-170 |
125-180 |
0-010 |
0.0% |
126-055 |
| Close |
125-200 |
125-200 |
0-000 |
0.0% |
126-100 |
| Range |
0-205 |
0-110 |
-0-095 |
-46.3% |
1-045 |
| ATR |
0-141 |
0-139 |
-0-002 |
-1.6% |
0-000 |
| Volume |
1,546,871 |
1,288,393 |
-258,478 |
-16.7% |
5,820,111 |
|
| Daily Pivots for day following 21-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-233 |
126-167 |
125-261 |
|
| R3 |
126-123 |
126-057 |
125-230 |
|
| R2 |
126-013 |
126-013 |
125-220 |
|
| R1 |
125-267 |
125-267 |
125-210 |
125-245 |
| PP |
125-223 |
125-223 |
125-223 |
125-213 |
| S1 |
125-157 |
125-157 |
125-190 |
125-135 |
| S2 |
125-113 |
125-113 |
125-180 |
|
| S3 |
125-003 |
125-047 |
125-170 |
|
| S4 |
124-213 |
124-257 |
125-139 |
|
|
| 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% |
0-120 |
0.3% |
9% |
False |
False |
1,171,174 |
| 10 |
127-285 |
125-170 |
2-115 |
1.9% |
0-129 |
0.3% |
4% |
False |
False |
1,196,536 |
| 20 |
127-285 |
125-170 |
2-115 |
1.9% |
0-136 |
0.3% |
4% |
False |
False |
1,324,886 |
| 40 |
127-285 |
125-070 |
2-215 |
2.1% |
0-133 |
0.3% |
15% |
False |
False |
685,183 |
| 60 |
127-285 |
124-140 |
3-145 |
2.7% |
0-131 |
0.3% |
34% |
False |
False |
457,428 |
| 80 |
127-285 |
124-140 |
3-145 |
2.7% |
0-118 |
0.3% |
34% |
False |
False |
343,099 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-118 |
|
2.618 |
126-258 |
|
1.618 |
126-148 |
|
1.000 |
126-080 |
|
0.618 |
126-038 |
|
HIGH |
125-290 |
|
0.618 |
125-248 |
|
0.500 |
125-235 |
|
0.382 |
125-222 |
|
LOW |
125-180 |
|
0.618 |
125-112 |
|
1.000 |
125-070 |
|
1.618 |
125-002 |
|
2.618 |
124-212 |
|
4.250 |
124-032 |
|
|
| Fisher Pivots for day following 21-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
125-235 |
125-280 |
| PP |
125-223 |
125-253 |
| S1 |
125-212 |
125-227 |
|