ECBOT 10 Year T-Note Future December 2017
| Trading Metrics calculated at close of trading on 25-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2017 |
25-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
125-190 |
125-240 |
0-050 |
0.1% |
126-085 |
| High |
125-300 |
126-045 |
0-065 |
0.2% |
126-090 |
| Low |
125-185 |
125-230 |
0-045 |
0.1% |
125-170 |
| Close |
125-235 |
126-020 |
0-105 |
0.3% |
125-235 |
| Range |
0-115 |
0-135 |
0-020 |
17.4% |
0-240 |
| ATR |
0-137 |
0-137 |
0-000 |
-0.1% |
0-000 |
| Volume |
1,231,862 |
1,260,658 |
28,796 |
2.3% |
5,960,466 |
|
| Daily Pivots for day following 25-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-077 |
127-023 |
126-094 |
|
| R3 |
126-262 |
126-208 |
126-057 |
|
| R2 |
126-127 |
126-127 |
126-045 |
|
| R1 |
126-073 |
126-073 |
126-032 |
126-100 |
| PP |
125-312 |
125-312 |
125-312 |
126-005 |
| S1 |
125-258 |
125-258 |
126-008 |
125-285 |
| S2 |
125-177 |
125-177 |
125-315 |
|
| S3 |
125-042 |
125-123 |
125-303 |
|
| S4 |
124-227 |
124-308 |
125-266 |
|
|
| 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 |
126-070 |
125-170 |
0-220 |
0.5% |
0-131 |
0.3% |
77% |
False |
False |
1,285,600 |
| 10 |
127-005 |
125-170 |
1-155 |
1.2% |
0-124 |
0.3% |
36% |
False |
False |
1,206,611 |
| 20 |
127-285 |
125-170 |
2-115 |
1.9% |
0-139 |
0.3% |
23% |
False |
False |
1,349,373 |
| 40 |
127-285 |
125-105 |
2-180 |
2.0% |
0-132 |
0.3% |
29% |
False |
False |
747,302 |
| 60 |
127-285 |
124-140 |
3-145 |
2.7% |
0-132 |
0.3% |
47% |
False |
False |
498,933 |
| 80 |
127-285 |
124-140 |
3-145 |
2.7% |
0-120 |
0.3% |
47% |
False |
False |
374,256 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-299 |
|
2.618 |
127-078 |
|
1.618 |
126-263 |
|
1.000 |
126-180 |
|
0.618 |
126-128 |
|
HIGH |
126-045 |
|
0.618 |
125-313 |
|
0.500 |
125-298 |
|
0.382 |
125-282 |
|
LOW |
125-230 |
|
0.618 |
125-147 |
|
1.000 |
125-095 |
|
1.618 |
125-012 |
|
2.618 |
124-197 |
|
4.250 |
123-296 |
|
|
| Fisher Pivots for day following 25-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
126-006 |
125-317 |
| PP |
125-312 |
125-295 |
| S1 |
125-298 |
125-272 |
|