ECBOT 10 Year T-Note Future December 2017
Trading Metrics calculated at close of trading on 30-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2017 |
30-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
124-095 |
124-235 |
0-140 |
0.4% |
124-250 |
High |
124-240 |
125-015 |
0-095 |
0.2% |
125-005 |
Low |
124-065 |
124-230 |
0-165 |
0.4% |
124-060 |
Close |
124-190 |
125-005 |
0-135 |
0.3% |
124-190 |
Range |
0-175 |
0-105 |
-0-070 |
-40.0% |
0-265 |
ATR |
0-138 |
0-138 |
0-001 |
0.4% |
0-000 |
Volume |
2,067,719 |
1,242,395 |
-825,324 |
-39.9% |
8,141,429 |
|
Daily Pivots for day following 30-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-292 |
125-253 |
125-063 |
|
R3 |
125-187 |
125-148 |
125-034 |
|
R2 |
125-082 |
125-082 |
125-024 |
|
R1 |
125-043 |
125-043 |
125-015 |
125-062 |
PP |
124-297 |
124-297 |
124-297 |
124-306 |
S1 |
124-258 |
124-258 |
124-315 |
124-278 |
S2 |
124-192 |
124-192 |
124-306 |
|
S3 |
124-087 |
124-153 |
124-296 |
|
S4 |
123-302 |
124-048 |
124-267 |
|
|
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 |
125-015 |
124-060 |
0-275 |
0.7% |
0-146 |
0.4% |
96% |
True |
False |
1,690,455 |
10 |
125-165 |
124-060 |
1-105 |
1.1% |
0-138 |
0.3% |
62% |
False |
False |
1,474,563 |
20 |
125-255 |
124-060 |
1-195 |
1.3% |
0-128 |
0.3% |
51% |
False |
False |
1,301,476 |
40 |
127-285 |
124-060 |
3-225 |
3.0% |
0-136 |
0.3% |
22% |
False |
False |
1,328,634 |
60 |
127-285 |
124-060 |
3-225 |
3.0% |
0-133 |
0.3% |
22% |
False |
False |
1,063,161 |
80 |
127-285 |
124-060 |
3-225 |
3.0% |
0-131 |
0.3% |
22% |
False |
False |
798,270 |
100 |
127-285 |
124-060 |
3-225 |
3.0% |
0-125 |
0.3% |
22% |
False |
False |
638,732 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-141 |
2.618 |
125-290 |
1.618 |
125-185 |
1.000 |
125-120 |
0.618 |
125-080 |
HIGH |
125-015 |
0.618 |
124-295 |
0.500 |
124-283 |
0.382 |
124-270 |
LOW |
124-230 |
0.618 |
124-165 |
1.000 |
124-125 |
1.618 |
124-060 |
2.618 |
123-275 |
4.250 |
123-104 |
|
|
Fisher Pivots for day following 30-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
124-311 |
124-283 |
PP |
124-297 |
124-242 |
S1 |
124-283 |
124-200 |
|