ECBOT 10 Year T-Note Future December 2017
Trading Metrics calculated at close of trading on 20-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2017 |
20-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
125-025 |
125-110 |
0-085 |
0.2% |
125-230 |
High |
125-160 |
125-135 |
-0-025 |
-0.1% |
125-235 |
Low |
125-025 |
124-250 |
-0-095 |
-0.2% |
124-250 |
Close |
125-085 |
124-265 |
-0-140 |
-0.3% |
124-265 |
Range |
0-135 |
0-205 |
0-070 |
51.8% |
0-305 |
ATR |
0-127 |
0-133 |
0-006 |
4.4% |
0-000 |
Volume |
1,499,271 |
1,715,638 |
216,367 |
14.4% |
6,502,565 |
|
Daily Pivots for day following 20-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-298 |
126-167 |
125-058 |
|
R3 |
126-093 |
125-282 |
125-001 |
|
R2 |
125-208 |
125-208 |
124-303 |
|
R1 |
125-077 |
125-077 |
124-284 |
125-040 |
PP |
125-003 |
125-003 |
125-003 |
124-305 |
S1 |
124-192 |
124-192 |
124-246 |
124-155 |
S2 |
124-118 |
124-118 |
124-227 |
|
S3 |
123-233 |
123-307 |
124-209 |
|
S4 |
123-028 |
123-102 |
124-152 |
|
|
Weekly Pivots for week ending 20-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-312 |
127-113 |
125-113 |
|
R3 |
127-007 |
126-128 |
125-029 |
|
R2 |
126-022 |
126-022 |
125-001 |
|
R1 |
125-143 |
125-143 |
124-293 |
125-090 |
PP |
125-037 |
125-037 |
125-037 |
125-010 |
S1 |
124-158 |
124-158 |
124-237 |
124-105 |
S2 |
124-052 |
124-052 |
124-209 |
|
S3 |
123-067 |
123-173 |
124-181 |
|
S4 |
122-082 |
122-188 |
124-097 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
125-235 |
124-250 |
0-305 |
0.8% |
0-136 |
0.3% |
5% |
False |
True |
1,300,513 |
10 |
125-255 |
124-250 |
1-005 |
0.8% |
0-121 |
0.3% |
5% |
False |
True |
1,167,943 |
20 |
126-045 |
124-225 |
1-140 |
1.2% |
0-131 |
0.3% |
9% |
False |
False |
1,290,476 |
40 |
127-285 |
124-225 |
3-060 |
2.6% |
0-134 |
0.3% |
4% |
False |
False |
1,315,630 |
60 |
127-285 |
124-225 |
3-060 |
2.6% |
0-132 |
0.3% |
4% |
False |
False |
907,412 |
80 |
127-285 |
124-140 |
3-145 |
2.8% |
0-131 |
0.3% |
11% |
False |
False |
681,068 |
100 |
127-285 |
124-140 |
3-145 |
2.8% |
0-121 |
0.3% |
11% |
False |
False |
544,893 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-046 |
2.618 |
127-032 |
1.618 |
126-147 |
1.000 |
126-020 |
0.618 |
125-262 |
HIGH |
125-135 |
0.618 |
125-057 |
0.500 |
125-033 |
0.382 |
125-008 |
LOW |
124-250 |
0.618 |
124-123 |
1.000 |
124-045 |
1.618 |
123-238 |
2.618 |
123-033 |
4.250 |
122-019 |
|
|
Fisher Pivots for day following 20-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
125-033 |
125-045 |
PP |
125-003 |
125-012 |
S1 |
124-294 |
124-298 |
|