ECBOT 10 Year T-Note Future December 2017
| Trading Metrics calculated at close of trading on 03-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2017 |
03-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
125-075 |
125-070 |
-0-005 |
0.0% |
125-240 |
| High |
125-125 |
125-130 |
0-005 |
0.0% |
126-045 |
| Low |
124-300 |
125-015 |
0-035 |
0.1% |
125-020 |
| Close |
125-080 |
125-105 |
0-025 |
0.1% |
125-100 |
| Range |
0-145 |
0-115 |
-0-030 |
-20.7% |
1-025 |
| ATR |
0-141 |
0-140 |
-0-002 |
-1.3% |
0-000 |
| Volume |
1,322,271 |
954,985 |
-367,286 |
-27.8% |
7,841,565 |
|
| Daily Pivots for day following 03-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-108 |
126-062 |
125-168 |
|
| R3 |
125-313 |
125-267 |
125-137 |
|
| R2 |
125-198 |
125-198 |
125-126 |
|
| R1 |
125-152 |
125-152 |
125-116 |
125-175 |
| PP |
125-083 |
125-083 |
125-083 |
125-095 |
| S1 |
125-037 |
125-037 |
125-094 |
125-060 |
| S2 |
124-288 |
124-288 |
125-084 |
|
| S3 |
124-173 |
124-242 |
125-073 |
|
| S4 |
124-058 |
124-127 |
125-042 |
|
|
| 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 |
125-305 |
124-300 |
1-005 |
0.8% |
0-152 |
0.4% |
38% |
False |
False |
1,554,445 |
| 10 |
126-055 |
124-300 |
1-075 |
1.0% |
0-142 |
0.4% |
32% |
False |
False |
1,418,594 |
| 20 |
127-285 |
124-300 |
2-305 |
2.4% |
0-138 |
0.3% |
13% |
False |
False |
1,314,796 |
| 40 |
127-285 |
124-300 |
2-305 |
2.4% |
0-136 |
0.3% |
13% |
False |
False |
967,677 |
| 60 |
127-285 |
124-165 |
3-120 |
2.7% |
0-133 |
0.3% |
24% |
False |
False |
646,422 |
| 80 |
127-285 |
124-140 |
3-145 |
2.8% |
0-125 |
0.3% |
26% |
False |
False |
484,983 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-299 |
|
2.618 |
126-111 |
|
1.618 |
125-316 |
|
1.000 |
125-245 |
|
0.618 |
125-201 |
|
HIGH |
125-130 |
|
0.618 |
125-086 |
|
0.500 |
125-073 |
|
0.382 |
125-059 |
|
LOW |
125-015 |
|
0.618 |
124-264 |
|
1.000 |
124-220 |
|
1.618 |
124-149 |
|
2.618 |
124-034 |
|
4.250 |
123-166 |
|
|
| Fisher Pivots for day following 03-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
125-094 |
125-100 |
| PP |
125-083 |
125-095 |
| S1 |
125-073 |
125-090 |
|