ECBOT 10 Year T-Note Future December 2017
| Trading Metrics calculated at close of trading on 26-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2017 |
26-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
124-205 |
124-175 |
-0-030 |
-0.1% |
125-230 |
| High |
124-220 |
124-235 |
0-015 |
0.0% |
125-235 |
| Low |
124-060 |
124-090 |
0-030 |
0.1% |
124-250 |
| Close |
124-145 |
124-120 |
-0-025 |
-0.1% |
124-265 |
| Range |
0-160 |
0-145 |
-0-015 |
-9.4% |
0-305 |
| ATR |
0-134 |
0-135 |
0-001 |
0.6% |
0-000 |
| Volume |
2,025,047 |
1,763,165 |
-261,882 |
-12.9% |
6,502,565 |
|
| Daily Pivots for day following 26-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-263 |
125-177 |
124-200 |
|
| R3 |
125-118 |
125-032 |
124-160 |
|
| R2 |
124-293 |
124-293 |
124-147 |
|
| R1 |
124-207 |
124-207 |
124-133 |
124-178 |
| PP |
124-148 |
124-148 |
124-148 |
124-134 |
| S1 |
124-062 |
124-062 |
124-107 |
124-033 |
| S2 |
124-003 |
124-003 |
124-093 |
|
| S3 |
123-178 |
123-237 |
124-080 |
|
| S4 |
123-033 |
123-092 |
124-040 |
|
|
| 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 |
125-135 |
124-060 |
1-075 |
1.0% |
0-149 |
0.4% |
15% |
False |
False |
1,557,869 |
| 10 |
125-255 |
124-060 |
1-195 |
1.3% |
0-137 |
0.3% |
12% |
False |
False |
1,404,202 |
| 20 |
125-255 |
124-060 |
1-195 |
1.3% |
0-128 |
0.3% |
12% |
False |
False |
1,292,659 |
| 40 |
127-285 |
124-060 |
3-225 |
3.0% |
0-136 |
0.3% |
5% |
False |
False |
1,319,594 |
| 60 |
127-285 |
124-060 |
3-225 |
3.0% |
0-133 |
0.3% |
5% |
False |
False |
1,008,381 |
| 80 |
127-285 |
124-060 |
3-225 |
3.0% |
0-131 |
0.3% |
5% |
False |
False |
756,961 |
| 100 |
127-285 |
124-060 |
3-225 |
3.0% |
0-125 |
0.3% |
5% |
False |
False |
605,631 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-211 |
|
2.618 |
125-295 |
|
1.618 |
125-150 |
|
1.000 |
125-060 |
|
0.618 |
125-005 |
|
HIGH |
124-235 |
|
0.618 |
124-180 |
|
0.500 |
124-163 |
|
0.382 |
124-145 |
|
LOW |
124-090 |
|
0.618 |
124-000 |
|
1.000 |
123-265 |
|
1.618 |
123-175 |
|
2.618 |
123-030 |
|
4.250 |
122-114 |
|
|
| Fisher Pivots for day following 26-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
124-163 |
124-192 |
| PP |
124-148 |
124-168 |
| S1 |
124-134 |
124-144 |
|