ECBOT 10 Year T-Note Future December 2017
| Trading Metrics calculated at close of trading on 29-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2017 |
29-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
125-135 |
125-170 |
0-035 |
0.1% |
125-240 |
| High |
125-180 |
125-200 |
0-020 |
0.0% |
126-045 |
| Low |
125-020 |
125-065 |
0-045 |
0.1% |
125-020 |
| Close |
125-175 |
125-100 |
-0-075 |
-0.2% |
125-100 |
| Range |
0-160 |
0-135 |
-0-025 |
-15.6% |
1-025 |
| ATR |
0-142 |
0-141 |
0-000 |
-0.3% |
0-000 |
| Volume |
1,668,758 |
1,811,508 |
142,750 |
8.6% |
7,841,565 |
|
| Daily Pivots for day following 29-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-207 |
126-128 |
125-174 |
|
| R3 |
126-072 |
125-313 |
125-137 |
|
| R2 |
125-257 |
125-257 |
125-125 |
|
| R1 |
125-178 |
125-178 |
125-112 |
125-150 |
| PP |
125-122 |
125-122 |
125-122 |
125-107 |
| S1 |
125-043 |
125-043 |
125-088 |
125-015 |
| S2 |
124-307 |
124-307 |
125-075 |
|
| S3 |
124-172 |
124-228 |
125-063 |
|
| S4 |
124-037 |
124-093 |
125-026 |
|
|
| Weekly Pivots for week ending 29-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-237 |
128-033 |
125-290 |
|
| R3 |
127-212 |
127-008 |
125-195 |
|
| R2 |
126-187 |
126-187 |
125-163 |
|
| R1 |
125-303 |
125-303 |
125-132 |
125-232 |
| PP |
125-162 |
125-162 |
125-162 |
125-126 |
| S1 |
124-278 |
124-278 |
125-068 |
124-208 |
| S2 |
124-137 |
124-137 |
125-037 |
|
| S3 |
123-112 |
123-253 |
125-005 |
|
| S4 |
122-087 |
122-228 |
124-230 |
|
|
| 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% |
0-146 |
0.4% |
23% |
False |
False |
1,568,313 |
| 10 |
126-090 |
125-020 |
1-070 |
1.0% |
0-133 |
0.3% |
21% |
False |
False |
1,380,203 |
| 20 |
127-285 |
125-020 |
2-265 |
2.3% |
0-147 |
0.4% |
9% |
False |
False |
1,367,889 |
| 40 |
127-285 |
125-020 |
2-265 |
2.3% |
0-136 |
0.3% |
9% |
False |
False |
911,203 |
| 60 |
127-285 |
124-140 |
3-145 |
2.8% |
0-131 |
0.3% |
25% |
False |
False |
608,519 |
| 80 |
127-285 |
124-140 |
3-145 |
2.8% |
0-123 |
0.3% |
25% |
False |
False |
456,517 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-134 |
|
2.618 |
126-233 |
|
1.618 |
126-098 |
|
1.000 |
126-015 |
|
0.618 |
125-283 |
|
HIGH |
125-200 |
|
0.618 |
125-148 |
|
0.500 |
125-132 |
|
0.382 |
125-117 |
|
LOW |
125-065 |
|
0.618 |
124-302 |
|
1.000 |
124-250 |
|
1.618 |
124-167 |
|
2.618 |
124-032 |
|
4.250 |
123-131 |
|
|
| Fisher Pivots for day following 29-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
125-132 |
125-162 |
| PP |
125-122 |
125-142 |
| S1 |
125-111 |
125-121 |
|