ECBOT 10 Year T-Note Future December 2017
| Trading Metrics calculated at close of trading on 17-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2017 |
17-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
125-230 |
125-145 |
-0-085 |
-0.2% |
125-015 |
| High |
125-235 |
125-165 |
-0-070 |
-0.2% |
125-255 |
| Low |
125-115 |
125-070 |
-0-045 |
-0.1% |
124-315 |
| Close |
125-135 |
125-140 |
0-005 |
0.0% |
125-225 |
| Range |
0-120 |
0-095 |
-0-025 |
-20.9% |
0-260 |
| ATR |
0-129 |
0-127 |
-0-002 |
-1.9% |
0-000 |
| Volume |
1,140,752 |
1,087,579 |
-53,173 |
-4.7% |
5,176,870 |
|
| Daily Pivots for day following 17-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-090 |
126-050 |
125-192 |
|
| R3 |
125-315 |
125-275 |
125-166 |
|
| R2 |
125-220 |
125-220 |
125-157 |
|
| R1 |
125-180 |
125-180 |
125-149 |
125-152 |
| PP |
125-125 |
125-125 |
125-125 |
125-111 |
| S1 |
125-085 |
125-085 |
125-131 |
125-058 |
| S2 |
125-030 |
125-030 |
125-123 |
|
| S3 |
124-255 |
124-310 |
125-114 |
|
| S4 |
124-160 |
124-215 |
125-088 |
|
|
| 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 |
125-020 |
0-235 |
0.6% |
0-111 |
0.3% |
51% |
False |
False |
1,187,700 |
| 10 |
125-255 |
124-225 |
1-030 |
0.9% |
0-116 |
0.3% |
67% |
False |
False |
1,141,648 |
| 20 |
126-055 |
124-225 |
1-150 |
1.2% |
0-129 |
0.3% |
50% |
False |
False |
1,280,121 |
| 40 |
127-285 |
124-225 |
3-060 |
2.5% |
0-131 |
0.3% |
23% |
False |
False |
1,244,794 |
| 60 |
127-285 |
124-225 |
3-060 |
2.5% |
0-133 |
0.3% |
23% |
False |
False |
836,336 |
| 80 |
127-285 |
124-140 |
3-145 |
2.8% |
0-130 |
0.3% |
29% |
False |
False |
627,663 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-249 |
|
2.618 |
126-094 |
|
1.618 |
125-319 |
|
1.000 |
125-260 |
|
0.618 |
125-224 |
|
HIGH |
125-165 |
|
0.618 |
125-129 |
|
0.500 |
125-118 |
|
0.382 |
125-106 |
|
LOW |
125-070 |
|
0.618 |
125-011 |
|
1.000 |
124-295 |
|
1.618 |
124-236 |
|
2.618 |
124-141 |
|
4.250 |
123-306 |
|
|
| Fisher Pivots for day following 17-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
125-133 |
125-163 |
| PP |
125-125 |
125-155 |
| S1 |
125-118 |
125-148 |
|