ECBOT 10 Year T-Note Future December 2017
Trading Metrics calculated at close of trading on 03-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2017 |
03-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
124-310 |
125-050 |
0-060 |
0.2% |
124-235 |
High |
125-085 |
125-130 |
0-045 |
0.1% |
125-130 |
Low |
124-285 |
125-005 |
0-040 |
0.1% |
124-230 |
Close |
125-045 |
125-050 |
0-005 |
0.0% |
125-050 |
Range |
0-120 |
0-125 |
0-005 |
4.2% |
0-220 |
ATR |
0-133 |
0-132 |
-0-001 |
-0.4% |
0-000 |
Volume |
1,419,118 |
1,373,893 |
-45,225 |
-3.2% |
6,848,860 |
|
Daily Pivots for day following 03-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-117 |
126-048 |
125-119 |
|
R3 |
125-312 |
125-243 |
125-084 |
|
R2 |
125-187 |
125-187 |
125-073 |
|
R1 |
125-118 |
125-118 |
125-061 |
125-113 |
PP |
125-062 |
125-062 |
125-062 |
125-059 |
S1 |
124-313 |
124-313 |
125-039 |
124-308 |
S2 |
124-257 |
124-257 |
125-027 |
|
S3 |
124-132 |
124-188 |
125-016 |
|
S4 |
124-007 |
124-063 |
124-301 |
|
|
Weekly Pivots for week ending 03-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-050 |
126-270 |
125-171 |
|
R3 |
126-150 |
126-050 |
125-111 |
|
R2 |
125-250 |
125-250 |
125-090 |
|
R1 |
125-150 |
125-150 |
125-070 |
125-200 |
PP |
125-030 |
125-030 |
125-030 |
125-055 |
S1 |
124-250 |
124-250 |
125-030 |
124-300 |
S2 |
124-130 |
124-130 |
125-010 |
|
S3 |
123-230 |
124-030 |
124-310 |
|
S4 |
123-010 |
123-130 |
124-249 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
125-130 |
124-230 |
0-220 |
0.5% |
0-112 |
0.3% |
64% |
True |
False |
1,369,772 |
10 |
125-130 |
124-060 |
1-070 |
1.0% |
0-127 |
0.3% |
79% |
True |
False |
1,499,028 |
20 |
125-255 |
124-060 |
1-195 |
1.3% |
0-124 |
0.3% |
60% |
False |
False |
1,333,486 |
40 |
127-100 |
124-060 |
3-040 |
2.5% |
0-128 |
0.3% |
31% |
False |
False |
1,314,510 |
60 |
127-285 |
124-060 |
3-225 |
3.0% |
0-132 |
0.3% |
26% |
False |
False |
1,155,805 |
80 |
127-285 |
124-060 |
3-225 |
3.0% |
0-131 |
0.3% |
26% |
False |
False |
868,217 |
100 |
127-285 |
124-060 |
3-225 |
3.0% |
0-128 |
0.3% |
26% |
False |
False |
694,796 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-021 |
2.618 |
126-137 |
1.618 |
126-012 |
1.000 |
125-255 |
0.618 |
125-207 |
HIGH |
125-130 |
0.618 |
125-082 |
0.500 |
125-068 |
0.382 |
125-053 |
LOW |
125-005 |
0.618 |
124-248 |
1.000 |
124-200 |
1.618 |
124-123 |
2.618 |
123-318 |
4.250 |
123-114 |
|
|
Fisher Pivots for day following 03-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
125-068 |
125-040 |
PP |
125-062 |
125-030 |
S1 |
125-056 |
125-020 |
|