ECBOT 10 Year T-Note Future December 2017
Trading Metrics calculated at close of trading on 19-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2017 |
19-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
125-135 |
125-025 |
-0-110 |
-0.3% |
125-015 |
High |
125-140 |
125-160 |
0-020 |
0.0% |
125-255 |
Low |
125-015 |
125-025 |
0-010 |
0.0% |
124-315 |
Close |
125-045 |
125-085 |
0-040 |
0.1% |
125-225 |
Range |
0-125 |
0-135 |
0-010 |
8.0% |
0-260 |
ATR |
0-127 |
0-127 |
0-001 |
0.5% |
0-000 |
Volume |
1,059,325 |
1,499,271 |
439,946 |
41.5% |
5,176,870 |
|
Daily Pivots for day following 19-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-175 |
126-105 |
125-159 |
|
R3 |
126-040 |
125-290 |
125-122 |
|
R2 |
125-225 |
125-225 |
125-110 |
|
R1 |
125-155 |
125-155 |
125-097 |
125-190 |
PP |
125-090 |
125-090 |
125-090 |
125-107 |
S1 |
125-020 |
125-020 |
125-073 |
125-055 |
S2 |
124-275 |
124-275 |
125-060 |
|
S3 |
124-140 |
124-205 |
125-048 |
|
S4 |
124-005 |
124-070 |
125-011 |
|
|
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% |
0-126 |
0.3% |
29% |
False |
False |
1,250,535 |
10 |
125-255 |
124-225 |
1-030 |
0.9% |
0-118 |
0.3% |
51% |
False |
False |
1,177,465 |
20 |
126-045 |
124-225 |
1-140 |
1.1% |
0-126 |
0.3% |
39% |
False |
False |
1,266,288 |
40 |
127-285 |
124-225 |
3-060 |
2.5% |
0-131 |
0.3% |
18% |
False |
False |
1,295,587 |
60 |
127-285 |
124-225 |
3-060 |
2.5% |
0-131 |
0.3% |
18% |
False |
False |
878,885 |
80 |
127-285 |
124-140 |
3-145 |
2.8% |
0-130 |
0.3% |
24% |
False |
False |
659,643 |
100 |
127-285 |
124-140 |
3-145 |
2.8% |
0-119 |
0.3% |
24% |
False |
False |
527,737 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-094 |
2.618 |
126-193 |
1.618 |
126-058 |
1.000 |
125-295 |
0.618 |
125-243 |
HIGH |
125-160 |
0.618 |
125-108 |
0.500 |
125-092 |
0.382 |
125-077 |
LOW |
125-025 |
0.618 |
124-262 |
1.000 |
124-210 |
1.618 |
124-127 |
2.618 |
123-312 |
4.250 |
123-091 |
|
|
Fisher Pivots for day following 19-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
125-092 |
125-090 |
PP |
125-090 |
125-088 |
S1 |
125-087 |
125-087 |
|