ECBOT 10 Year T-Note Future December 2017
| Trading Metrics calculated at close of trading on 23-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2017 |
23-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
125-110 |
124-250 |
-0-180 |
-0.4% |
125-230 |
| High |
125-135 |
125-000 |
-0-135 |
-0.3% |
125-235 |
| Low |
124-250 |
124-230 |
-0-020 |
-0.1% |
124-250 |
| Close |
124-265 |
124-295 |
0-030 |
0.1% |
124-265 |
| Range |
0-205 |
0-090 |
-0-115 |
-56.1% |
0-305 |
| ATR |
0-133 |
0-130 |
-0-003 |
-2.3% |
0-000 |
| Volume |
1,715,638 |
931,547 |
-784,091 |
-45.7% |
6,502,565 |
|
| Daily Pivots for day following 23-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-232 |
125-193 |
125-024 |
|
| R3 |
125-142 |
125-103 |
125-000 |
|
| R2 |
125-052 |
125-052 |
124-312 |
|
| R1 |
125-013 |
125-013 |
124-303 |
125-032 |
| PP |
124-282 |
124-282 |
124-282 |
124-291 |
| S1 |
124-243 |
124-243 |
124-287 |
124-263 |
| S2 |
124-192 |
124-192 |
124-279 |
|
| S3 |
124-102 |
124-153 |
124-270 |
|
| S4 |
124-012 |
124-063 |
124-246 |
|
|
| 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 |
125-165 |
124-230 |
0-255 |
0.6% |
0-130 |
0.3% |
25% |
False |
True |
1,258,672 |
| 10 |
125-255 |
124-230 |
1-025 |
0.9% |
0-124 |
0.3% |
19% |
False |
True |
1,236,225 |
| 20 |
126-040 |
124-225 |
1-135 |
1.1% |
0-128 |
0.3% |
15% |
False |
False |
1,274,021 |
| 40 |
127-285 |
124-225 |
3-060 |
2.6% |
0-134 |
0.3% |
7% |
False |
False |
1,311,697 |
| 60 |
127-285 |
124-225 |
3-060 |
2.6% |
0-131 |
0.3% |
7% |
False |
False |
922,875 |
| 80 |
127-285 |
124-140 |
3-145 |
2.8% |
0-131 |
0.3% |
14% |
False |
False |
692,705 |
| 100 |
127-285 |
124-140 |
3-145 |
2.8% |
0-122 |
0.3% |
14% |
False |
False |
554,209 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-062 |
|
2.618 |
125-236 |
|
1.618 |
125-146 |
|
1.000 |
125-090 |
|
0.618 |
125-056 |
|
HIGH |
125-000 |
|
0.618 |
124-286 |
|
0.500 |
124-275 |
|
0.382 |
124-264 |
|
LOW |
124-230 |
|
0.618 |
124-174 |
|
1.000 |
124-140 |
|
1.618 |
124-084 |
|
2.618 |
123-314 |
|
4.250 |
123-168 |
|
|
| Fisher Pivots for day following 23-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
124-288 |
125-035 |
| PP |
124-282 |
125-015 |
| S1 |
124-275 |
124-315 |
|