ECBOT 10 Year T-Note Future December 2017
Trading Metrics calculated at close of trading on 24-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2017 |
24-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
124-250 |
124-310 |
0-060 |
0.2% |
125-230 |
High |
125-000 |
125-005 |
0-005 |
0.0% |
125-235 |
Low |
124-230 |
124-180 |
-0-050 |
-0.1% |
124-250 |
Close |
124-295 |
124-235 |
-0-060 |
-0.2% |
124-265 |
Range |
0-090 |
0-145 |
0-055 |
61.1% |
0-305 |
ATR |
0-130 |
0-131 |
0-001 |
0.8% |
0-000 |
Volume |
931,547 |
1,353,951 |
422,404 |
45.3% |
6,502,565 |
|
Daily Pivots for day following 24-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-042 |
125-283 |
124-315 |
|
R3 |
125-217 |
125-138 |
124-275 |
|
R2 |
125-072 |
125-072 |
124-262 |
|
R1 |
124-313 |
124-313 |
124-248 |
124-280 |
PP |
124-247 |
124-247 |
124-247 |
124-230 |
S1 |
124-168 |
124-168 |
124-222 |
124-135 |
S2 |
124-102 |
124-102 |
124-208 |
|
S3 |
123-277 |
124-023 |
124-195 |
|
S4 |
123-132 |
123-198 |
124-155 |
|
|
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 |
125-160 |
124-180 |
0-300 |
0.8% |
0-140 |
0.4% |
18% |
False |
True |
1,311,946 |
10 |
125-255 |
124-180 |
1-075 |
1.0% |
0-125 |
0.3% |
14% |
False |
True |
1,249,823 |
20 |
125-305 |
124-180 |
1-125 |
1.1% |
0-131 |
0.3% |
12% |
False |
True |
1,287,421 |
40 |
127-285 |
124-180 |
3-105 |
2.7% |
0-136 |
0.3% |
5% |
False |
True |
1,306,493 |
60 |
127-285 |
124-180 |
3-105 |
2.7% |
0-132 |
0.3% |
5% |
False |
True |
945,406 |
80 |
127-285 |
124-140 |
3-145 |
2.8% |
0-131 |
0.3% |
9% |
False |
False |
709,627 |
100 |
127-285 |
124-140 |
3-145 |
2.8% |
0-122 |
0.3% |
9% |
False |
False |
567,748 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-301 |
2.618 |
126-065 |
1.618 |
125-240 |
1.000 |
125-150 |
0.618 |
125-095 |
HIGH |
125-005 |
0.618 |
124-270 |
0.500 |
124-252 |
0.382 |
124-235 |
LOW |
124-180 |
0.618 |
124-090 |
1.000 |
124-035 |
1.618 |
123-265 |
2.618 |
123-120 |
4.250 |
122-204 |
|
|
Fisher Pivots for day following 24-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
124-252 |
124-318 |
PP |
124-247 |
124-290 |
S1 |
124-241 |
124-263 |
|