ECBOT 10 Year T-Note Future December 2017
| Trading Metrics calculated at close of trading on 27-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2017 |
27-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
126-010 |
125-300 |
-0-030 |
-0.1% |
126-085 |
| High |
126-040 |
125-305 |
-0-055 |
-0.1% |
126-090 |
| Low |
125-265 |
125-100 |
-0-165 |
-0.4% |
125-170 |
| Close |
126-000 |
125-140 |
-0-180 |
-0.4% |
125-235 |
| Range |
0-095 |
0-205 |
0-110 |
115.8% |
0-240 |
| ATR |
0-134 |
0-140 |
0-006 |
4.6% |
0-000 |
| Volume |
1,085,938 |
2,014,703 |
928,765 |
85.5% |
5,960,466 |
|
| Daily Pivots for day following 27-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-157 |
127-033 |
125-253 |
|
| R3 |
126-272 |
126-148 |
125-196 |
|
| R2 |
126-067 |
126-067 |
125-178 |
|
| R1 |
125-263 |
125-263 |
125-159 |
125-222 |
| PP |
125-182 |
125-182 |
125-182 |
125-161 |
| S1 |
125-058 |
125-058 |
125-121 |
125-018 |
| S2 |
124-297 |
124-297 |
125-102 |
|
| S3 |
124-092 |
124-173 |
125-084 |
|
| S4 |
123-207 |
123-288 |
125-027 |
|
|
| 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 |
126-045 |
125-100 |
0-265 |
0.7% |
0-132 |
0.3% |
15% |
False |
True |
1,376,310 |
| 10 |
126-180 |
125-100 |
1-080 |
1.0% |
0-128 |
0.3% |
10% |
False |
True |
1,291,810 |
| 20 |
127-285 |
125-100 |
2-185 |
2.1% |
0-141 |
0.4% |
5% |
False |
True |
1,329,162 |
| 40 |
127-285 |
125-100 |
2-185 |
2.1% |
0-134 |
0.3% |
5% |
False |
True |
824,602 |
| 60 |
127-285 |
124-140 |
3-145 |
2.8% |
0-132 |
0.3% |
29% |
False |
False |
550,606 |
| 80 |
127-285 |
124-140 |
3-145 |
2.8% |
0-122 |
0.3% |
29% |
False |
False |
413,014 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-216 |
|
2.618 |
127-202 |
|
1.618 |
126-317 |
|
1.000 |
126-190 |
|
0.618 |
126-112 |
|
HIGH |
125-305 |
|
0.618 |
125-227 |
|
0.500 |
125-202 |
|
0.382 |
125-178 |
|
LOW |
125-100 |
|
0.618 |
124-293 |
|
1.000 |
124-215 |
|
1.618 |
124-088 |
|
2.618 |
123-203 |
|
4.250 |
122-189 |
|
|
| Fisher Pivots for day following 27-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
125-202 |
125-232 |
| PP |
125-182 |
125-202 |
| S1 |
125-161 |
125-171 |
|