ECBOT 10 Year T-Note Future December 2017
Trading Metrics calculated at close of trading on 01-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2017 |
01-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
125-000 |
124-280 |
-0-040 |
-0.1% |
124-250 |
High |
125-035 |
125-045 |
0-010 |
0.0% |
125-005 |
Low |
124-280 |
124-230 |
-0-050 |
-0.1% |
124-060 |
Close |
124-300 |
124-290 |
-0-010 |
0.0% |
124-190 |
Range |
0-075 |
0-135 |
0-060 |
79.9% |
0-265 |
ATR |
0-134 |
0-134 |
0-000 |
0.1% |
0-000 |
Volume |
1,425,885 |
1,387,569 |
-38,316 |
-2.7% |
8,141,429 |
|
Daily Pivots for day following 01-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-060 |
125-310 |
125-044 |
|
R3 |
125-245 |
125-175 |
125-007 |
|
R2 |
125-110 |
125-110 |
124-315 |
|
R1 |
125-040 |
125-040 |
124-302 |
125-075 |
PP |
124-295 |
124-295 |
124-295 |
124-313 |
S1 |
124-225 |
124-225 |
124-278 |
124-260 |
S2 |
124-160 |
124-160 |
124-265 |
|
S3 |
124-025 |
124-090 |
124-253 |
|
S4 |
123-210 |
123-275 |
124-216 |
|
|
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 |
125-045 |
124-065 |
0-300 |
0.8% |
0-127 |
0.3% |
75% |
True |
False |
1,577,346 |
10 |
125-160 |
124-060 |
1-100 |
1.1% |
0-137 |
0.3% |
55% |
False |
False |
1,541,218 |
20 |
125-255 |
124-060 |
1-195 |
1.3% |
0-126 |
0.3% |
45% |
False |
False |
1,333,904 |
40 |
127-285 |
124-060 |
3-225 |
3.0% |
0-131 |
0.3% |
19% |
False |
False |
1,318,972 |
60 |
127-285 |
124-060 |
3-225 |
3.0% |
0-133 |
0.3% |
19% |
False |
False |
1,109,807 |
80 |
127-285 |
124-060 |
3-225 |
3.0% |
0-132 |
0.3% |
19% |
False |
False |
833,360 |
100 |
127-285 |
124-060 |
3-225 |
3.0% |
0-126 |
0.3% |
19% |
False |
False |
666,866 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-299 |
2.618 |
126-078 |
1.618 |
125-263 |
1.000 |
125-180 |
0.618 |
125-128 |
HIGH |
125-045 |
0.618 |
124-313 |
0.500 |
124-298 |
0.382 |
124-282 |
LOW |
124-230 |
0.618 |
124-147 |
1.000 |
124-095 |
1.618 |
124-012 |
2.618 |
123-197 |
4.250 |
122-296 |
|
|
Fisher Pivots for day following 01-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
124-298 |
124-298 |
PP |
124-295 |
124-295 |
S1 |
124-293 |
124-293 |
|