ECBOT 10 Year T-Note Future December 2017
| Trading Metrics calculated at close of trading on 13-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2017 |
13-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
125-060 |
125-130 |
0-070 |
0.2% |
125-015 |
| High |
125-140 |
125-255 |
0-115 |
0.3% |
125-255 |
| Low |
125-050 |
125-100 |
0-050 |
0.1% |
124-315 |
| Close |
125-125 |
125-225 |
0-100 |
0.2% |
125-225 |
| Range |
0-090 |
0-155 |
0-065 |
72.3% |
0-260 |
| ATR |
0-128 |
0-130 |
0-002 |
1.5% |
0-000 |
| Volume |
1,120,475 |
1,465,750 |
345,275 |
30.8% |
5,176,870 |
|
| Daily Pivots for day following 13-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-018 |
126-277 |
125-310 |
|
| R3 |
126-183 |
126-122 |
125-268 |
|
| R2 |
126-028 |
126-028 |
125-253 |
|
| R1 |
125-287 |
125-287 |
125-239 |
125-318 |
| PP |
125-193 |
125-193 |
125-193 |
125-209 |
| S1 |
125-132 |
125-132 |
125-211 |
125-162 |
| S2 |
125-038 |
125-038 |
125-197 |
|
| S3 |
124-203 |
124-297 |
125-182 |
|
| S4 |
124-048 |
124-142 |
125-140 |
|
|
| Weekly Pivots for week ending 13-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-298 |
127-202 |
126-048 |
|
| R3 |
127-038 |
126-262 |
125-296 |
|
| R2 |
126-098 |
126-098 |
125-273 |
|
| R1 |
126-002 |
126-002 |
125-249 |
126-050 |
| PP |
125-158 |
125-158 |
125-158 |
125-183 |
| S1 |
125-062 |
125-062 |
125-201 |
125-110 |
| S2 |
124-218 |
124-218 |
125-177 |
|
| S3 |
123-278 |
124-122 |
125-153 |
|
| S4 |
123-018 |
123-182 |
125-082 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-255 |
124-315 |
0-260 |
0.6% |
0-107 |
0.3% |
88% |
True |
False |
1,035,374 |
| 10 |
125-255 |
124-225 |
1-030 |
0.9% |
0-121 |
0.3% |
91% |
True |
False |
1,146,540 |
| 20 |
126-090 |
124-225 |
1-185 |
1.3% |
0-127 |
0.3% |
63% |
False |
False |
1,263,371 |
| 40 |
127-285 |
124-225 |
3-060 |
2.5% |
0-132 |
0.3% |
31% |
False |
False |
1,191,838 |
| 60 |
127-285 |
124-225 |
3-060 |
2.5% |
0-133 |
0.3% |
31% |
False |
False |
799,271 |
| 80 |
127-285 |
124-140 |
3-145 |
2.7% |
0-128 |
0.3% |
37% |
False |
False |
599,810 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-274 |
|
2.618 |
127-021 |
|
1.618 |
126-186 |
|
1.000 |
126-090 |
|
0.618 |
126-031 |
|
HIGH |
125-255 |
|
0.618 |
125-196 |
|
0.500 |
125-178 |
|
0.382 |
125-159 |
|
LOW |
125-100 |
|
0.618 |
125-004 |
|
1.000 |
124-265 |
|
1.618 |
124-169 |
|
2.618 |
124-014 |
|
4.250 |
123-081 |
|
|
| Fisher Pivots for day following 13-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
125-209 |
125-196 |
| PP |
125-193 |
125-167 |
| S1 |
125-178 |
125-138 |
|