ECBOT 10 Year T-Note Future December 2017
Trading Metrics calculated at close of trading on 05-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2017 |
05-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
125-125 |
125-120 |
-0-005 |
0.0% |
125-240 |
High |
125-195 |
125-140 |
-0-055 |
-0.1% |
126-045 |
Low |
125-060 |
125-030 |
-0-030 |
-0.1% |
125-020 |
Close |
125-105 |
125-050 |
-0-055 |
-0.1% |
125-100 |
Range |
0-135 |
0-110 |
-0-025 |
-18.5% |
1-025 |
ATR |
0-139 |
0-137 |
-0-002 |
-1.5% |
0-000 |
Volume |
1,209,896 |
990,526 |
-219,370 |
-18.1% |
7,841,565 |
|
Daily Pivots for day following 05-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-083 |
126-017 |
125-111 |
|
R3 |
125-293 |
125-227 |
125-080 |
|
R2 |
125-183 |
125-183 |
125-070 |
|
R1 |
125-117 |
125-117 |
125-060 |
125-095 |
PP |
125-073 |
125-073 |
125-073 |
125-063 |
S1 |
125-007 |
125-007 |
125-040 |
124-305 |
S2 |
124-283 |
124-283 |
125-030 |
|
S3 |
124-173 |
124-217 |
125-020 |
|
S4 |
124-063 |
124-107 |
124-310 |
|
|
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% |
0-128 |
0.3% |
32% |
False |
False |
1,257,837 |
10 |
126-045 |
124-300 |
1-065 |
1.0% |
0-135 |
0.3% |
18% |
False |
False |
1,355,110 |
20 |
127-285 |
124-300 |
2-305 |
2.4% |
0-132 |
0.3% |
7% |
False |
False |
1,275,823 |
40 |
127-285 |
124-300 |
2-305 |
2.4% |
0-136 |
0.3% |
7% |
False |
False |
1,022,235 |
60 |
127-285 |
124-285 |
3-000 |
2.4% |
0-133 |
0.3% |
9% |
False |
False |
682,967 |
80 |
127-285 |
124-140 |
3-145 |
2.8% |
0-128 |
0.3% |
21% |
False |
False |
512,488 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-287 |
2.618 |
126-108 |
1.618 |
125-318 |
1.000 |
125-250 |
0.618 |
125-208 |
HIGH |
125-140 |
0.618 |
125-098 |
0.500 |
125-085 |
0.382 |
125-072 |
LOW |
125-030 |
0.618 |
124-282 |
1.000 |
124-240 |
1.618 |
124-172 |
2.618 |
124-062 |
4.250 |
123-203 |
|
|
Fisher Pivots for day following 05-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
125-085 |
125-105 |
PP |
125-073 |
125-087 |
S1 |
125-062 |
125-068 |
|