ECBOT 10 Year T-Note Future December 2017
| Trading Metrics calculated at close of trading on 06-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2017 |
06-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
125-050 |
125-075 |
0-025 |
0.1% |
124-235 |
| High |
125-130 |
125-135 |
0-005 |
0.0% |
125-130 |
| Low |
125-005 |
125-035 |
0-030 |
0.1% |
124-230 |
| Close |
125-050 |
125-115 |
0-065 |
0.2% |
125-050 |
| Range |
0-125 |
0-100 |
-0-025 |
-20.0% |
0-220 |
| ATR |
0-132 |
0-130 |
-0-002 |
-1.7% |
0-000 |
| Volume |
1,373,893 |
954,051 |
-419,842 |
-30.6% |
6,848,860 |
|
| Daily Pivots for day following 06-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-075 |
126-035 |
125-170 |
|
| R3 |
125-295 |
125-255 |
125-143 |
|
| R2 |
125-195 |
125-195 |
125-133 |
|
| R1 |
125-155 |
125-155 |
125-124 |
125-175 |
| PP |
125-095 |
125-095 |
125-095 |
125-105 |
| S1 |
125-055 |
125-055 |
125-106 |
125-075 |
| S2 |
124-315 |
124-315 |
125-097 |
|
| S3 |
124-215 |
124-275 |
125-088 |
|
| S4 |
124-115 |
124-175 |
125-060 |
|
|
| 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 |
125-135 |
124-230 |
0-225 |
0.6% |
0-111 |
0.3% |
91% |
True |
False |
1,312,103 |
| 10 |
125-135 |
124-060 |
1-075 |
1.0% |
0-128 |
0.3% |
95% |
True |
False |
1,501,279 |
| 20 |
125-255 |
124-060 |
1-195 |
1.3% |
0-126 |
0.3% |
73% |
False |
False |
1,368,752 |
| 40 |
127-005 |
124-060 |
2-265 |
2.3% |
0-127 |
0.3% |
41% |
False |
False |
1,313,983 |
| 60 |
127-285 |
124-060 |
3-225 |
3.0% |
0-132 |
0.3% |
32% |
False |
False |
1,171,330 |
| 80 |
127-285 |
124-060 |
3-225 |
3.0% |
0-130 |
0.3% |
32% |
False |
False |
880,123 |
| 100 |
127-285 |
124-060 |
3-225 |
3.0% |
0-128 |
0.3% |
32% |
False |
False |
704,336 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-240 |
|
2.618 |
126-077 |
|
1.618 |
125-297 |
|
1.000 |
125-235 |
|
0.618 |
125-197 |
|
HIGH |
125-135 |
|
0.618 |
125-097 |
|
0.500 |
125-085 |
|
0.382 |
125-073 |
|
LOW |
125-035 |
|
0.618 |
124-293 |
|
1.000 |
124-255 |
|
1.618 |
124-193 |
|
2.618 |
124-093 |
|
4.250 |
123-250 |
|
|
| Fisher Pivots for day following 06-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
125-105 |
125-093 |
| PP |
125-095 |
125-072 |
| S1 |
125-085 |
125-050 |
|