ECBOT 10 Year T-Note Future December 2017
Trading Metrics calculated at close of trading on 04-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2017 |
04-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
125-070 |
125-125 |
0-055 |
0.1% |
125-240 |
High |
125-130 |
125-195 |
0-065 |
0.2% |
126-045 |
Low |
125-015 |
125-060 |
0-045 |
0.1% |
125-020 |
Close |
125-105 |
125-105 |
0-000 |
0.0% |
125-100 |
Range |
0-115 |
0-135 |
0-020 |
17.4% |
1-025 |
ATR |
0-140 |
0-139 |
0-000 |
-0.2% |
0-000 |
Volume |
954,985 |
1,209,896 |
254,911 |
26.7% |
7,841,565 |
|
Daily Pivots for day following 04-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-205 |
126-130 |
125-179 |
|
R3 |
126-070 |
125-315 |
125-142 |
|
R2 |
125-255 |
125-255 |
125-130 |
|
R1 |
125-180 |
125-180 |
125-117 |
125-150 |
PP |
125-120 |
125-120 |
125-120 |
125-105 |
S1 |
125-045 |
125-045 |
125-093 |
125-015 |
S2 |
124-305 |
124-305 |
125-080 |
|
S3 |
124-170 |
124-230 |
125-068 |
|
S4 |
124-035 |
124-095 |
125-031 |
|
|
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 |
125-200 |
124-300 |
0-220 |
0.5% |
0-138 |
0.3% |
57% |
False |
False |
1,393,483 |
10 |
126-045 |
124-300 |
1-065 |
1.0% |
0-135 |
0.3% |
32% |
False |
False |
1,384,897 |
20 |
127-285 |
124-300 |
2-305 |
2.4% |
0-137 |
0.3% |
13% |
False |
False |
1,304,040 |
40 |
127-285 |
124-300 |
2-305 |
2.4% |
0-137 |
0.3% |
13% |
False |
False |
997,758 |
60 |
127-285 |
124-270 |
3-015 |
2.4% |
0-134 |
0.3% |
16% |
False |
False |
666,512 |
80 |
127-285 |
124-140 |
3-145 |
2.8% |
0-127 |
0.3% |
26% |
False |
False |
500,107 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-129 |
2.618 |
126-228 |
1.618 |
126-093 |
1.000 |
126-010 |
0.618 |
125-278 |
HIGH |
125-195 |
0.618 |
125-143 |
0.500 |
125-128 |
0.382 |
125-112 |
LOW |
125-060 |
0.618 |
124-297 |
1.000 |
124-245 |
1.618 |
124-162 |
2.618 |
124-027 |
4.250 |
123-126 |
|
|
Fisher Pivots for day following 04-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
125-128 |
125-099 |
PP |
125-120 |
125-093 |
S1 |
125-112 |
125-088 |
|