ECBOT 10 Year T-Note Future December 2017
Trading Metrics calculated at close of trading on 31-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2017 |
31-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
124-235 |
125-000 |
0-085 |
0.2% |
124-250 |
High |
125-015 |
125-035 |
0-020 |
0.0% |
125-005 |
Low |
124-230 |
124-280 |
0-050 |
0.1% |
124-060 |
Close |
125-005 |
124-300 |
-0-025 |
-0.1% |
124-190 |
Range |
0-105 |
0-075 |
-0-030 |
-28.6% |
0-265 |
ATR |
0-138 |
0-134 |
-0-005 |
-3.3% |
0-000 |
Volume |
1,242,395 |
1,425,885 |
183,490 |
14.8% |
8,141,429 |
|
Daily Pivots for day following 31-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-217 |
125-173 |
125-021 |
|
R3 |
125-142 |
125-098 |
125-001 |
|
R2 |
125-067 |
125-067 |
124-314 |
|
R1 |
125-023 |
125-023 |
124-307 |
125-008 |
PP |
124-312 |
124-312 |
124-312 |
124-304 |
S1 |
124-268 |
124-268 |
124-293 |
124-252 |
S2 |
124-237 |
124-237 |
124-286 |
|
S3 |
124-162 |
124-193 |
124-279 |
|
S4 |
124-087 |
124-118 |
124-259 |
|
|
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 |
125-035 |
124-060 |
0-295 |
0.7% |
0-132 |
0.3% |
81% |
True |
False |
1,704,842 |
10 |
125-160 |
124-060 |
1-100 |
1.1% |
0-136 |
0.3% |
57% |
False |
False |
1,508,394 |
20 |
125-255 |
124-060 |
1-195 |
1.3% |
0-126 |
0.3% |
47% |
False |
False |
1,325,021 |
40 |
127-285 |
124-060 |
3-225 |
3.0% |
0-132 |
0.3% |
20% |
False |
False |
1,319,908 |
60 |
127-285 |
124-060 |
3-225 |
3.0% |
0-133 |
0.3% |
20% |
False |
False |
1,086,791 |
80 |
127-285 |
124-060 |
3-225 |
3.0% |
0-132 |
0.3% |
20% |
False |
False |
816,072 |
100 |
127-285 |
124-060 |
3-225 |
3.0% |
0-125 |
0.3% |
20% |
False |
False |
652,990 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-034 |
2.618 |
125-231 |
1.618 |
125-156 |
1.000 |
125-110 |
0.618 |
125-081 |
HIGH |
125-035 |
0.618 |
125-006 |
0.500 |
124-318 |
0.382 |
124-309 |
LOW |
124-280 |
0.618 |
124-234 |
1.000 |
124-205 |
1.618 |
124-159 |
2.618 |
124-084 |
4.250 |
123-281 |
|
|
Fisher Pivots for day following 31-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
124-318 |
124-270 |
PP |
124-312 |
124-240 |
S1 |
124-306 |
124-210 |
|