ECBOT 10 Year T-Note Future December 2017
| Trading Metrics calculated at close of trading on 25-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2017 |
25-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
124-310 |
124-205 |
-0-105 |
-0.3% |
125-230 |
| High |
125-005 |
124-220 |
-0-105 |
-0.3% |
125-235 |
| Low |
124-180 |
124-060 |
-0-120 |
-0.3% |
124-250 |
| Close |
124-235 |
124-145 |
-0-090 |
-0.2% |
124-265 |
| Range |
0-145 |
0-160 |
0-015 |
10.4% |
0-305 |
| ATR |
0-131 |
0-134 |
0-003 |
2.4% |
0-000 |
| Volume |
1,353,951 |
2,025,047 |
671,096 |
49.6% |
6,502,565 |
|
| Daily Pivots for day following 25-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-302 |
125-223 |
124-233 |
|
| R3 |
125-142 |
125-063 |
124-189 |
|
| R2 |
124-302 |
124-302 |
124-174 |
|
| R1 |
124-223 |
124-223 |
124-160 |
124-182 |
| PP |
124-142 |
124-142 |
124-142 |
124-121 |
| S1 |
124-063 |
124-063 |
124-130 |
124-022 |
| S2 |
123-302 |
123-302 |
124-116 |
|
| S3 |
123-142 |
123-223 |
124-101 |
|
| S4 |
122-302 |
123-063 |
124-057 |
|
|
| 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 |
124-060 |
1-100 |
1.1% |
0-147 |
0.4% |
20% |
False |
True |
1,505,090 |
| 10 |
125-255 |
124-060 |
1-195 |
1.3% |
0-132 |
0.3% |
17% |
False |
True |
1,339,933 |
| 20 |
125-255 |
124-060 |
1-195 |
1.3% |
0-129 |
0.3% |
17% |
False |
True |
1,287,939 |
| 40 |
127-285 |
124-060 |
3-225 |
3.0% |
0-135 |
0.3% |
7% |
False |
True |
1,308,550 |
| 60 |
127-285 |
124-060 |
3-225 |
3.0% |
0-132 |
0.3% |
7% |
False |
True |
979,048 |
| 80 |
127-285 |
124-060 |
3-225 |
3.0% |
0-131 |
0.3% |
7% |
False |
True |
734,939 |
| 100 |
127-285 |
124-060 |
3-225 |
3.0% |
0-124 |
0.3% |
7% |
False |
True |
587,999 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-260 |
|
2.618 |
125-319 |
|
1.618 |
125-159 |
|
1.000 |
125-060 |
|
0.618 |
124-319 |
|
HIGH |
124-220 |
|
0.618 |
124-159 |
|
0.500 |
124-140 |
|
0.382 |
124-121 |
|
LOW |
124-060 |
|
0.618 |
123-281 |
|
1.000 |
123-220 |
|
1.618 |
123-121 |
|
2.618 |
122-281 |
|
4.250 |
122-020 |
|
|
| Fisher Pivots for day following 25-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
124-143 |
124-192 |
| PP |
124-142 |
124-177 |
| S1 |
124-140 |
124-161 |
|