ECBOT 10 Year T-Note Future December 2017
| Trading Metrics calculated at close of trading on 12-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2017 |
12-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
125-040 |
125-060 |
0-020 |
0.0% |
125-075 |
| High |
125-115 |
125-140 |
0-025 |
0.1% |
125-195 |
| Low |
125-020 |
125-050 |
0-030 |
0.1% |
124-225 |
| Close |
125-075 |
125-125 |
0-050 |
0.1% |
125-010 |
| Range |
0-095 |
0-090 |
-0-005 |
-5.3% |
0-290 |
| ATR |
0-131 |
0-128 |
-0-003 |
-2.2% |
0-000 |
| Volume |
1,123,947 |
1,120,475 |
-3,472 |
-0.3% |
6,288,537 |
|
| Daily Pivots for day following 12-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-055 |
126-020 |
125-174 |
|
| R3 |
125-285 |
125-250 |
125-150 |
|
| R2 |
125-195 |
125-195 |
125-141 |
|
| R1 |
125-160 |
125-160 |
125-133 |
125-177 |
| PP |
125-105 |
125-105 |
125-105 |
125-114 |
| S1 |
125-070 |
125-070 |
125-117 |
125-088 |
| S2 |
125-015 |
125-015 |
125-108 |
|
| S3 |
124-245 |
124-300 |
125-100 |
|
| S4 |
124-155 |
124-210 |
125-076 |
|
|
| 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% |
0-109 |
0.3% |
94% |
True |
False |
1,104,395 |
| 10 |
125-200 |
124-225 |
0-295 |
0.7% |
0-119 |
0.3% |
75% |
False |
False |
1,181,116 |
| 20 |
126-180 |
124-225 |
1-275 |
1.5% |
0-125 |
0.3% |
37% |
False |
False |
1,246,447 |
| 40 |
127-285 |
124-225 |
3-060 |
2.5% |
0-132 |
0.3% |
22% |
False |
False |
1,156,634 |
| 60 |
127-285 |
124-225 |
3-060 |
2.5% |
0-132 |
0.3% |
22% |
False |
False |
774,872 |
| 80 |
127-285 |
124-140 |
3-145 |
2.8% |
0-128 |
0.3% |
28% |
False |
False |
581,489 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-202 |
|
2.618 |
126-056 |
|
1.618 |
125-286 |
|
1.000 |
125-230 |
|
0.618 |
125-196 |
|
HIGH |
125-140 |
|
0.618 |
125-106 |
|
0.500 |
125-095 |
|
0.382 |
125-084 |
|
LOW |
125-050 |
|
0.618 |
124-314 |
|
1.000 |
124-280 |
|
1.618 |
124-224 |
|
2.618 |
124-134 |
|
4.250 |
123-308 |
|
|
| Fisher Pivots for day following 12-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
125-115 |
125-107 |
| PP |
125-105 |
125-090 |
| S1 |
125-095 |
125-072 |
|