ECBOT 10 Year T-Note Future December 2017
Trading Metrics calculated at close of trading on 22-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2017 |
22-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
125-220 |
125-190 |
-0-030 |
-0.1% |
126-085 |
High |
125-290 |
125-300 |
0-010 |
0.0% |
126-090 |
Low |
125-180 |
125-185 |
0-005 |
0.0% |
125-170 |
Close |
125-200 |
125-235 |
0-035 |
0.1% |
125-235 |
Range |
0-110 |
0-115 |
0-005 |
4.5% |
0-240 |
ATR |
0-139 |
0-137 |
-0-002 |
-1.2% |
0-000 |
Volume |
1,288,393 |
1,231,862 |
-56,531 |
-4.4% |
5,960,466 |
|
Daily Pivots for day following 22-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-265 |
126-205 |
125-298 |
|
R3 |
126-150 |
126-090 |
125-267 |
|
R2 |
126-035 |
126-035 |
125-256 |
|
R1 |
125-295 |
125-295 |
125-246 |
126-005 |
PP |
125-240 |
125-240 |
125-240 |
125-255 |
S1 |
125-180 |
125-180 |
125-224 |
125-210 |
S2 |
125-125 |
125-125 |
125-214 |
|
S3 |
125-010 |
125-065 |
125-203 |
|
S4 |
124-215 |
124-270 |
125-172 |
|
|
Weekly Pivots for week ending 22-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-032 |
127-213 |
126-047 |
|
R3 |
127-112 |
126-293 |
125-301 |
|
R2 |
126-192 |
126-192 |
125-279 |
|
R1 |
126-053 |
126-053 |
125-257 |
126-003 |
PP |
125-272 |
125-272 |
125-272 |
125-246 |
S1 |
125-133 |
125-133 |
125-213 |
125-083 |
S2 |
125-032 |
125-032 |
125-191 |
|
S3 |
124-112 |
124-213 |
125-169 |
|
S4 |
123-192 |
123-293 |
125-103 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
126-090 |
125-170 |
0-240 |
0.6% |
0-120 |
0.3% |
27% |
False |
False |
1,192,093 |
10 |
127-100 |
125-170 |
1-250 |
1.4% |
0-125 |
0.3% |
11% |
False |
False |
1,178,057 |
20 |
127-285 |
125-170 |
2-115 |
1.9% |
0-138 |
0.3% |
9% |
False |
False |
1,340,783 |
40 |
127-285 |
125-070 |
2-215 |
2.1% |
0-132 |
0.3% |
19% |
False |
False |
715,880 |
60 |
127-285 |
124-140 |
3-145 |
2.7% |
0-131 |
0.3% |
38% |
False |
False |
477,932 |
80 |
127-285 |
124-140 |
3-145 |
2.7% |
0-118 |
0.3% |
38% |
False |
False |
358,498 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-149 |
2.618 |
126-281 |
1.618 |
126-166 |
1.000 |
126-095 |
0.618 |
126-051 |
HIGH |
125-300 |
0.618 |
125-256 |
0.500 |
125-242 |
0.382 |
125-229 |
LOW |
125-185 |
0.618 |
125-114 |
1.000 |
125-070 |
1.618 |
124-319 |
2.618 |
124-204 |
4.250 |
124-016 |
|
|
Fisher Pivots for day following 22-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
125-242 |
125-273 |
PP |
125-240 |
125-260 |
S1 |
125-238 |
125-248 |
|