ECBOT 10 Year T-Note Future December 2017
| Trading Metrics calculated at close of trading on 16-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2017 |
16-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
125-130 |
125-230 |
0-100 |
0.2% |
125-015 |
| High |
125-255 |
125-235 |
-0-020 |
0.0% |
125-255 |
| Low |
125-100 |
125-115 |
0-015 |
0.0% |
124-315 |
| Close |
125-225 |
125-135 |
-0-090 |
-0.2% |
125-225 |
| Range |
0-155 |
0-120 |
-0-035 |
-22.6% |
0-260 |
| ATR |
0-130 |
0-129 |
-0-001 |
-0.5% |
0-000 |
| Volume |
1,465,750 |
1,140,752 |
-324,998 |
-22.2% |
5,176,870 |
|
| Daily Pivots for day following 16-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-202 |
126-128 |
125-201 |
|
| R3 |
126-082 |
126-008 |
125-168 |
|
| R2 |
125-282 |
125-282 |
125-157 |
|
| R1 |
125-208 |
125-208 |
125-146 |
125-185 |
| PP |
125-162 |
125-162 |
125-162 |
125-150 |
| S1 |
125-088 |
125-088 |
125-124 |
125-065 |
| S2 |
125-042 |
125-042 |
125-113 |
|
| S3 |
124-242 |
124-288 |
125-102 |
|
| S4 |
124-122 |
124-168 |
125-069 |
|
|
| 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 |
125-005 |
0-250 |
0.6% |
0-119 |
0.3% |
52% |
False |
False |
1,213,778 |
| 10 |
125-255 |
124-225 |
1-030 |
0.9% |
0-118 |
0.3% |
66% |
False |
False |
1,128,388 |
| 20 |
126-070 |
124-225 |
1-165 |
1.2% |
0-129 |
0.3% |
47% |
False |
False |
1,280,753 |
| 40 |
127-285 |
124-225 |
3-060 |
2.5% |
0-131 |
0.3% |
23% |
False |
False |
1,218,664 |
| 60 |
127-285 |
124-225 |
3-060 |
2.5% |
0-133 |
0.3% |
23% |
False |
False |
818,252 |
| 80 |
127-285 |
124-140 |
3-145 |
2.8% |
0-129 |
0.3% |
29% |
False |
False |
614,069 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-105 |
|
2.618 |
126-229 |
|
1.618 |
126-109 |
|
1.000 |
126-035 |
|
0.618 |
125-309 |
|
HIGH |
125-235 |
|
0.618 |
125-189 |
|
0.500 |
125-175 |
|
0.382 |
125-161 |
|
LOW |
125-115 |
|
0.618 |
125-041 |
|
1.000 |
124-315 |
|
1.618 |
124-241 |
|
2.618 |
124-121 |
|
4.250 |
123-245 |
|
|
| Fisher Pivots for day following 16-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
125-175 |
125-153 |
| PP |
125-162 |
125-147 |
| S1 |
125-148 |
125-141 |
|