ECBOT 10 Year T-Note Future December 2017
| Trading Metrics calculated at close of trading on 27-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2017 |
27-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
124-175 |
124-095 |
-0-080 |
-0.2% |
124-250 |
| High |
124-235 |
124-240 |
0-005 |
0.0% |
125-005 |
| Low |
124-090 |
124-065 |
-0-025 |
-0.1% |
124-060 |
| Close |
124-120 |
124-190 |
0-070 |
0.2% |
124-190 |
| Range |
0-145 |
0-175 |
0-030 |
20.7% |
0-265 |
| ATR |
0-135 |
0-138 |
0-003 |
2.1% |
0-000 |
| Volume |
1,763,165 |
2,067,719 |
304,554 |
17.3% |
8,141,429 |
|
| Daily Pivots for day following 27-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-050 |
125-295 |
124-286 |
|
| R3 |
125-195 |
125-120 |
124-238 |
|
| R2 |
125-020 |
125-020 |
124-222 |
|
| R1 |
124-265 |
124-265 |
124-206 |
124-303 |
| PP |
124-165 |
124-165 |
124-165 |
124-184 |
| S1 |
124-090 |
124-090 |
124-174 |
124-128 |
| S2 |
123-310 |
123-310 |
124-158 |
|
| S3 |
123-135 |
123-235 |
124-142 |
|
| S4 |
122-280 |
123-060 |
124-094 |
|
|
| Weekly Pivots for week ending 27-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-027 |
126-213 |
125-016 |
|
| R3 |
126-082 |
125-268 |
124-263 |
|
| R2 |
125-137 |
125-137 |
124-239 |
|
| R1 |
125-003 |
125-003 |
124-214 |
124-258 |
| PP |
124-192 |
124-192 |
124-192 |
124-159 |
| S1 |
124-058 |
124-058 |
124-166 |
123-313 |
| S2 |
123-247 |
123-247 |
124-141 |
|
| S3 |
122-302 |
123-113 |
124-117 |
|
| S4 |
122-037 |
122-168 |
124-044 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-005 |
124-060 |
0-265 |
0.7% |
0-143 |
0.4% |
49% |
False |
False |
1,628,285 |
| 10 |
125-235 |
124-060 |
1-175 |
1.2% |
0-139 |
0.3% |
26% |
False |
False |
1,464,399 |
| 20 |
125-255 |
124-060 |
1-195 |
1.3% |
0-130 |
0.3% |
25% |
False |
False |
1,305,470 |
| 40 |
127-285 |
124-060 |
3-225 |
3.0% |
0-138 |
0.3% |
11% |
False |
False |
1,336,679 |
| 60 |
127-285 |
124-060 |
3-225 |
3.0% |
0-134 |
0.3% |
11% |
False |
False |
1,042,625 |
| 80 |
127-285 |
124-060 |
3-225 |
3.0% |
0-131 |
0.3% |
11% |
False |
False |
782,756 |
| 100 |
127-285 |
124-060 |
3-225 |
3.0% |
0-125 |
0.3% |
11% |
False |
False |
626,308 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-024 |
|
2.618 |
126-058 |
|
1.618 |
125-203 |
|
1.000 |
125-095 |
|
0.618 |
125-028 |
|
HIGH |
124-240 |
|
0.618 |
124-173 |
|
0.500 |
124-152 |
|
0.382 |
124-132 |
|
LOW |
124-065 |
|
0.618 |
123-277 |
|
1.000 |
123-210 |
|
1.618 |
123-102 |
|
2.618 |
122-247 |
|
4.250 |
121-281 |
|
|
| Fisher Pivots for day following 27-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
124-178 |
124-177 |
| PP |
124-165 |
124-163 |
| S1 |
124-152 |
124-150 |
|