ECBOT 10 Year T-Note Future December 2017
| Trading Metrics calculated at close of trading on 10-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2017 |
10-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
125-015 |
125-045 |
0-030 |
0.1% |
125-075 |
| High |
125-055 |
125-140 |
0-085 |
0.2% |
125-195 |
| Low |
124-315 |
125-005 |
0-010 |
0.0% |
124-225 |
| Close |
125-030 |
125-085 |
0-055 |
0.1% |
125-010 |
| Range |
0-060 |
0-135 |
0-075 |
125.0% |
0-290 |
| ATR |
0-133 |
0-134 |
0-000 |
0.1% |
0-000 |
| Volume |
248,732 |
1,217,966 |
969,234 |
389.7% |
6,288,537 |
|
| Daily Pivots for day following 10-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-162 |
126-098 |
125-159 |
|
| R3 |
126-027 |
125-283 |
125-122 |
|
| R2 |
125-212 |
125-212 |
125-110 |
|
| R1 |
125-148 |
125-148 |
125-097 |
125-180 |
| PP |
125-077 |
125-077 |
125-077 |
125-092 |
| S1 |
125-013 |
125-013 |
125-073 |
125-045 |
| S2 |
124-262 |
124-262 |
125-060 |
|
| S3 |
124-127 |
124-198 |
125-048 |
|
| S4 |
123-312 |
124-063 |
125-011 |
|
|
| Weekly Pivots for week ending 06-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-267 |
127-108 |
125-170 |
|
| R3 |
126-297 |
126-138 |
125-090 |
|
| R2 |
126-007 |
126-007 |
125-063 |
|
| R1 |
125-168 |
125-168 |
125-037 |
125-103 |
| PP |
125-037 |
125-037 |
125-037 |
125-004 |
| S1 |
124-198 |
124-198 |
124-303 |
124-132 |
| S2 |
124-067 |
124-067 |
124-277 |
|
| S3 |
123-097 |
123-228 |
124-250 |
|
| S4 |
122-127 |
122-258 |
124-171 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-195 |
124-225 |
0-290 |
0.7% |
0-121 |
0.3% |
62% |
False |
False |
1,095,595 |
| 10 |
125-305 |
124-225 |
1-080 |
1.0% |
0-137 |
0.3% |
45% |
False |
False |
1,325,020 |
| 20 |
126-250 |
124-225 |
2-025 |
1.7% |
0-128 |
0.3% |
27% |
False |
False |
1,259,419 |
| 40 |
127-285 |
124-225 |
3-060 |
2.5% |
0-136 |
0.3% |
18% |
False |
False |
1,102,323 |
| 60 |
127-285 |
124-225 |
3-060 |
2.5% |
0-132 |
0.3% |
18% |
False |
False |
737,538 |
| 80 |
127-285 |
124-140 |
3-145 |
2.8% |
0-129 |
0.3% |
24% |
False |
False |
553,457 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-074 |
|
2.618 |
126-173 |
|
1.618 |
126-038 |
|
1.000 |
125-275 |
|
0.618 |
125-223 |
|
HIGH |
125-140 |
|
0.618 |
125-088 |
|
0.500 |
125-072 |
|
0.382 |
125-057 |
|
LOW |
125-005 |
|
0.618 |
124-242 |
|
1.000 |
124-190 |
|
1.618 |
124-107 |
|
2.618 |
123-292 |
|
4.250 |
123-071 |
|
|
| Fisher Pivots for day following 10-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
125-081 |
125-064 |
| PP |
125-077 |
125-043 |
| S1 |
125-072 |
125-022 |
|