ECBOT 10 Year T-Note Future December 2017
Trading Metrics calculated at close of trading on 11-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2017 |
11-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
125-045 |
125-040 |
-0-005 |
0.0% |
125-075 |
High |
125-140 |
125-115 |
-0-025 |
-0.1% |
125-195 |
Low |
125-005 |
125-020 |
0-015 |
0.0% |
124-225 |
Close |
125-085 |
125-075 |
-0-010 |
0.0% |
125-010 |
Range |
0-135 |
0-095 |
-0-040 |
-29.6% |
0-290 |
ATR |
0-134 |
0-131 |
-0-003 |
-2.1% |
0-000 |
Volume |
1,217,966 |
1,123,947 |
-94,019 |
-7.7% |
6,288,537 |
|
Daily Pivots for day following 11-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-035 |
125-310 |
125-127 |
|
R3 |
125-260 |
125-215 |
125-101 |
|
R2 |
125-165 |
125-165 |
125-092 |
|
R1 |
125-120 |
125-120 |
125-084 |
125-143 |
PP |
125-070 |
125-070 |
125-070 |
125-081 |
S1 |
125-025 |
125-025 |
125-066 |
125-048 |
S2 |
124-295 |
124-295 |
125-058 |
|
S3 |
124-200 |
124-250 |
125-049 |
|
S4 |
124-105 |
124-155 |
125-023 |
|
|
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 |
125-140 |
124-225 |
0-235 |
0.6% |
0-113 |
0.3% |
72% |
False |
False |
1,078,406 |
10 |
125-200 |
124-225 |
0-295 |
0.7% |
0-126 |
0.3% |
58% |
False |
False |
1,235,944 |
20 |
126-180 |
124-225 |
1-275 |
1.5% |
0-127 |
0.3% |
29% |
False |
False |
1,263,877 |
40 |
127-285 |
124-225 |
3-060 |
2.5% |
0-135 |
0.3% |
17% |
False |
False |
1,129,354 |
60 |
127-285 |
124-225 |
3-060 |
2.5% |
0-131 |
0.3% |
17% |
False |
False |
756,254 |
80 |
127-285 |
124-140 |
3-145 |
2.8% |
0-128 |
0.3% |
23% |
False |
False |
567,503 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-199 |
2.618 |
126-044 |
1.618 |
125-269 |
1.000 |
125-210 |
0.618 |
125-174 |
HIGH |
125-115 |
0.618 |
125-079 |
0.500 |
125-068 |
0.382 |
125-056 |
LOW |
125-020 |
0.618 |
124-281 |
1.000 |
124-245 |
1.618 |
124-186 |
2.618 |
124-091 |
4.250 |
123-256 |
|
|
Fisher Pivots for day following 11-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
125-073 |
125-073 |
PP |
125-070 |
125-070 |
S1 |
125-068 |
125-068 |
|