ECBOT 10 Year T-Note Future December 2017
| Trading Metrics calculated at close of trading on 28-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2017 |
28-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
125-300 |
125-135 |
-0-165 |
-0.4% |
126-085 |
| High |
125-305 |
125-180 |
-0-125 |
-0.3% |
126-090 |
| Low |
125-100 |
125-020 |
-0-080 |
-0.2% |
125-170 |
| Close |
125-140 |
125-175 |
0-035 |
0.1% |
125-235 |
| Range |
0-205 |
0-160 |
-0-045 |
-21.9% |
0-240 |
| ATR |
0-140 |
0-142 |
0-001 |
1.0% |
0-000 |
| Volume |
2,014,703 |
1,668,758 |
-345,945 |
-17.2% |
5,960,466 |
|
| Daily Pivots for day following 28-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-285 |
126-230 |
125-263 |
|
| R3 |
126-125 |
126-070 |
125-219 |
|
| R2 |
125-285 |
125-285 |
125-204 |
|
| R1 |
125-230 |
125-230 |
125-190 |
125-258 |
| PP |
125-125 |
125-125 |
125-125 |
125-139 |
| S1 |
125-070 |
125-070 |
125-160 |
125-098 |
| S2 |
124-285 |
124-285 |
125-146 |
|
| S3 |
124-125 |
124-230 |
125-131 |
|
| S4 |
123-285 |
124-070 |
125-087 |
|
|
| 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 |
125-020 |
1-025 |
0.9% |
0-142 |
0.4% |
45% |
False |
True |
1,452,383 |
| 10 |
126-180 |
125-020 |
1-160 |
1.2% |
0-131 |
0.3% |
32% |
False |
True |
1,311,779 |
| 20 |
127-285 |
125-020 |
2-265 |
2.3% |
0-145 |
0.4% |
17% |
False |
True |
1,346,529 |
| 40 |
127-285 |
125-020 |
2-265 |
2.3% |
0-135 |
0.3% |
17% |
False |
True |
866,242 |
| 60 |
127-285 |
124-140 |
3-145 |
2.8% |
0-132 |
0.3% |
32% |
False |
False |
578,395 |
| 80 |
127-285 |
124-140 |
3-145 |
2.8% |
0-124 |
0.3% |
32% |
False |
False |
433,873 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-220 |
|
2.618 |
126-279 |
|
1.618 |
126-119 |
|
1.000 |
126-020 |
|
0.618 |
125-279 |
|
HIGH |
125-180 |
|
0.618 |
125-119 |
|
0.500 |
125-100 |
|
0.382 |
125-081 |
|
LOW |
125-020 |
|
0.618 |
124-241 |
|
1.000 |
124-180 |
|
1.618 |
124-081 |
|
2.618 |
123-241 |
|
4.250 |
122-300 |
|
|
| Fisher Pivots for day following 28-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
125-150 |
125-190 |
| PP |
125-125 |
125-185 |
| S1 |
125-100 |
125-180 |
|