ECBOT 10 Year T-Note Future December 2017
Trading Metrics calculated at close of trading on 02-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2017 |
02-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
124-280 |
124-310 |
0-030 |
0.1% |
124-250 |
High |
125-045 |
125-085 |
0-040 |
0.1% |
125-005 |
Low |
124-230 |
124-285 |
0-055 |
0.1% |
124-060 |
Close |
124-290 |
125-045 |
0-075 |
0.2% |
124-190 |
Range |
0-135 |
0-120 |
-0-015 |
-11.1% |
0-265 |
ATR |
0-134 |
0-133 |
-0-001 |
-0.7% |
0-000 |
Volume |
1,387,569 |
1,419,118 |
31,549 |
2.3% |
8,141,429 |
|
Daily Pivots for day following 02-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-072 |
126-018 |
125-111 |
|
R3 |
125-272 |
125-218 |
125-078 |
|
R2 |
125-152 |
125-152 |
125-067 |
|
R1 |
125-098 |
125-098 |
125-056 |
125-125 |
PP |
125-032 |
125-032 |
125-032 |
125-045 |
S1 |
124-298 |
124-298 |
125-034 |
125-005 |
S2 |
124-232 |
124-232 |
125-023 |
|
S3 |
124-112 |
124-178 |
125-012 |
|
S4 |
123-312 |
124-058 |
124-299 |
|
|
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 |
125-085 |
124-065 |
1-020 |
0.8% |
0-122 |
0.3% |
88% |
True |
False |
1,508,537 |
10 |
125-135 |
124-060 |
1-075 |
1.0% |
0-135 |
0.3% |
77% |
False |
False |
1,533,203 |
20 |
125-255 |
124-060 |
1-195 |
1.3% |
0-126 |
0.3% |
59% |
False |
False |
1,355,334 |
40 |
127-285 |
124-060 |
3-225 |
3.0% |
0-129 |
0.3% |
26% |
False |
False |
1,315,579 |
60 |
127-285 |
124-060 |
3-225 |
3.0% |
0-133 |
0.3% |
26% |
False |
False |
1,133,268 |
80 |
127-285 |
124-060 |
3-225 |
3.0% |
0-131 |
0.3% |
26% |
False |
False |
851,059 |
100 |
127-285 |
124-060 |
3-225 |
3.0% |
0-128 |
0.3% |
26% |
False |
False |
681,057 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-275 |
2.618 |
126-079 |
1.618 |
125-279 |
1.000 |
125-205 |
0.618 |
125-159 |
HIGH |
125-085 |
0.618 |
125-039 |
0.500 |
125-025 |
0.382 |
125-011 |
LOW |
124-285 |
0.618 |
124-211 |
1.000 |
124-165 |
1.618 |
124-091 |
2.618 |
123-291 |
4.250 |
123-095 |
|
|
Fisher Pivots for day following 02-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
125-038 |
125-029 |
PP |
125-032 |
125-013 |
S1 |
125-025 |
124-318 |
|