ECBOT 10 Year T-Note Future December 2017
| Trading Metrics calculated at close of trading on 26-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2017 |
26-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
125-240 |
126-010 |
0-090 |
0.2% |
126-085 |
| High |
126-045 |
126-040 |
-0-005 |
0.0% |
126-090 |
| Low |
125-230 |
125-265 |
0-035 |
0.1% |
125-170 |
| Close |
126-020 |
126-000 |
-0-020 |
0.0% |
125-235 |
| Range |
0-135 |
0-095 |
-0-040 |
-29.6% |
0-240 |
| ATR |
0-137 |
0-134 |
-0-003 |
-2.2% |
0-000 |
| Volume |
1,260,658 |
1,085,938 |
-174,720 |
-13.9% |
5,960,466 |
|
| Daily Pivots for day following 26-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-280 |
126-235 |
126-052 |
|
| R3 |
126-185 |
126-140 |
126-026 |
|
| R2 |
126-090 |
126-090 |
126-017 |
|
| R1 |
126-045 |
126-045 |
126-009 |
126-020 |
| PP |
125-315 |
125-315 |
125-315 |
125-302 |
| S1 |
125-270 |
125-270 |
125-311 |
125-245 |
| S2 |
125-220 |
125-220 |
125-303 |
|
| S3 |
125-125 |
125-175 |
125-294 |
|
| S4 |
125-030 |
125-080 |
125-268 |
|
|
| 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 |
126-055 |
125-170 |
0-205 |
0.5% |
0-132 |
0.3% |
73% |
False |
False |
1,282,744 |
| 10 |
126-250 |
125-170 |
1-080 |
1.0% |
0-119 |
0.3% |
37% |
False |
False |
1,193,818 |
| 20 |
127-285 |
125-170 |
2-115 |
1.9% |
0-140 |
0.3% |
20% |
False |
False |
1,325,565 |
| 40 |
127-285 |
125-105 |
2-180 |
2.0% |
0-133 |
0.3% |
26% |
False |
False |
774,398 |
| 60 |
127-285 |
124-140 |
3-145 |
2.7% |
0-131 |
0.3% |
45% |
False |
False |
517,028 |
| 80 |
127-285 |
124-140 |
3-145 |
2.7% |
0-120 |
0.3% |
45% |
False |
False |
387,830 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-124 |
|
2.618 |
126-289 |
|
1.618 |
126-194 |
|
1.000 |
126-135 |
|
0.618 |
126-099 |
|
HIGH |
126-040 |
|
0.618 |
126-004 |
|
0.500 |
125-312 |
|
0.382 |
125-301 |
|
LOW |
125-265 |
|
0.618 |
125-206 |
|
1.000 |
125-170 |
|
1.618 |
125-111 |
|
2.618 |
125-016 |
|
4.250 |
124-181 |
|
|
| Fisher Pivots for day following 26-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
125-317 |
125-305 |
| PP |
125-315 |
125-290 |
| S1 |
125-312 |
125-275 |
|