ECBOT 10 Year T-Note Future December 2017
| Trading Metrics calculated at close of trading on 02-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2017 |
02-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
125-170 |
125-075 |
-0-095 |
-0.2% |
125-240 |
| High |
125-200 |
125-125 |
-0-075 |
-0.2% |
126-045 |
| Low |
125-065 |
124-300 |
-0-085 |
-0.2% |
125-020 |
| Close |
125-100 |
125-080 |
-0-020 |
0.0% |
125-100 |
| Range |
0-135 |
0-145 |
0-010 |
7.4% |
1-025 |
| ATR |
0-141 |
0-141 |
0-000 |
0.2% |
0-000 |
| Volume |
1,811,508 |
1,322,271 |
-489,237 |
-27.0% |
7,841,565 |
|
| Daily Pivots for day following 02-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-177 |
126-113 |
125-160 |
|
| R3 |
126-032 |
125-288 |
125-120 |
|
| R2 |
125-207 |
125-207 |
125-107 |
|
| R1 |
125-143 |
125-143 |
125-093 |
125-175 |
| PP |
125-062 |
125-062 |
125-062 |
125-077 |
| S1 |
124-318 |
124-318 |
125-067 |
125-030 |
| S2 |
124-237 |
124-237 |
125-053 |
|
| S3 |
124-092 |
124-173 |
125-040 |
|
| S4 |
123-267 |
124-028 |
125-000 |
|
|
| 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 |
126-040 |
124-300 |
1-060 |
0.9% |
0-148 |
0.4% |
26% |
False |
True |
1,580,635 |
| 10 |
126-070 |
124-300 |
1-090 |
1.0% |
0-140 |
0.3% |
24% |
False |
True |
1,433,118 |
| 20 |
127-285 |
124-300 |
2-305 |
2.4% |
0-144 |
0.4% |
11% |
False |
True |
1,355,793 |
| 40 |
127-285 |
124-300 |
2-305 |
2.4% |
0-135 |
0.3% |
11% |
False |
True |
944,003 |
| 60 |
127-285 |
124-165 |
3-120 |
2.7% |
0-132 |
0.3% |
22% |
False |
False |
630,534 |
| 80 |
127-285 |
124-140 |
3-145 |
2.8% |
0-125 |
0.3% |
24% |
False |
False |
473,046 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-101 |
|
2.618 |
126-185 |
|
1.618 |
126-040 |
|
1.000 |
125-270 |
|
0.618 |
125-215 |
|
HIGH |
125-125 |
|
0.618 |
125-070 |
|
0.500 |
125-052 |
|
0.382 |
125-035 |
|
LOW |
124-300 |
|
0.618 |
124-210 |
|
1.000 |
124-155 |
|
1.618 |
124-065 |
|
2.618 |
123-240 |
|
4.250 |
123-004 |
|
|
| Fisher Pivots for day following 02-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
125-071 |
125-090 |
| PP |
125-062 |
125-087 |
| S1 |
125-052 |
125-083 |
|