ECBOT 10 Year T-Note Future December 2017
Trading Metrics calculated at close of trading on 18-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2017 |
18-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
125-145 |
125-135 |
-0-010 |
0.0% |
125-015 |
High |
125-165 |
125-140 |
-0-025 |
-0.1% |
125-255 |
Low |
125-070 |
125-015 |
-0-055 |
-0.1% |
124-315 |
Close |
125-140 |
125-045 |
-0-095 |
-0.2% |
125-225 |
Range |
0-095 |
0-125 |
0-030 |
31.6% |
0-260 |
ATR |
0-127 |
0-127 |
0-000 |
-0.1% |
0-000 |
Volume |
1,087,579 |
1,059,325 |
-28,254 |
-2.6% |
5,176,870 |
|
Daily Pivots for day following 18-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-122 |
126-048 |
125-114 |
|
R3 |
125-317 |
125-243 |
125-079 |
|
R2 |
125-192 |
125-192 |
125-068 |
|
R1 |
125-118 |
125-118 |
125-056 |
125-092 |
PP |
125-067 |
125-067 |
125-067 |
125-054 |
S1 |
124-313 |
124-313 |
125-034 |
124-288 |
S2 |
124-262 |
124-262 |
125-022 |
|
S3 |
124-137 |
124-188 |
125-011 |
|
S4 |
124-012 |
124-063 |
124-296 |
|
|
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 |
125-015 |
0-240 |
0.6% |
0-117 |
0.3% |
12% |
False |
True |
1,174,776 |
10 |
125-255 |
124-225 |
1-030 |
0.9% |
0-115 |
0.3% |
40% |
False |
False |
1,126,591 |
20 |
126-045 |
124-225 |
1-140 |
1.1% |
0-125 |
0.3% |
30% |
False |
False |
1,255,744 |
40 |
127-285 |
124-225 |
3-060 |
2.5% |
0-132 |
0.3% |
14% |
False |
False |
1,266,159 |
60 |
127-285 |
124-225 |
3-060 |
2.5% |
0-131 |
0.3% |
14% |
False |
False |
853,928 |
80 |
127-285 |
124-140 |
3-145 |
2.8% |
0-131 |
0.3% |
20% |
False |
False |
640,905 |
100 |
127-285 |
124-140 |
3-145 |
2.8% |
0-120 |
0.3% |
20% |
False |
False |
512,744 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-031 |
2.618 |
126-147 |
1.618 |
126-022 |
1.000 |
125-265 |
0.618 |
125-217 |
HIGH |
125-140 |
0.618 |
125-092 |
0.500 |
125-078 |
0.382 |
125-063 |
LOW |
125-015 |
0.618 |
124-258 |
1.000 |
124-210 |
1.618 |
124-133 |
2.618 |
124-008 |
4.250 |
123-124 |
|
|
Fisher Pivots for day following 18-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
125-078 |
125-125 |
PP |
125-067 |
125-098 |
S1 |
125-056 |
125-072 |
|