ECBOT 10 Year T-Note Future December 2017
| Trading Metrics calculated at close of trading on 07-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2017 |
07-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
125-075 |
125-125 |
0-050 |
0.1% |
124-235 |
| High |
125-135 |
125-150 |
0-015 |
0.0% |
125-130 |
| Low |
125-035 |
125-060 |
0-025 |
0.1% |
124-230 |
| Close |
125-115 |
125-135 |
0-020 |
0.0% |
125-050 |
| Range |
0-100 |
0-090 |
-0-010 |
-10.0% |
0-220 |
| ATR |
0-130 |
0-127 |
-0-003 |
-2.2% |
0-000 |
| Volume |
954,051 |
1,281,128 |
327,077 |
34.3% |
6,848,860 |
|
| Daily Pivots for day following 07-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-065 |
126-030 |
125-185 |
|
| R3 |
125-295 |
125-260 |
125-160 |
|
| R2 |
125-205 |
125-205 |
125-152 |
|
| R1 |
125-170 |
125-170 |
125-143 |
125-188 |
| PP |
125-115 |
125-115 |
125-115 |
125-124 |
| S1 |
125-080 |
125-080 |
125-127 |
125-098 |
| S2 |
125-025 |
125-025 |
125-119 |
|
| S3 |
124-255 |
124-310 |
125-110 |
|
| S4 |
124-165 |
124-220 |
125-085 |
|
|
| 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 |
125-150 |
124-230 |
0-240 |
0.6% |
0-114 |
0.3% |
94% |
True |
False |
1,283,151 |
| 10 |
125-150 |
124-060 |
1-090 |
1.0% |
0-123 |
0.3% |
96% |
True |
False |
1,493,997 |
| 20 |
125-255 |
124-060 |
1-195 |
1.3% |
0-124 |
0.3% |
77% |
False |
False |
1,371,910 |
| 40 |
126-250 |
124-060 |
2-190 |
2.1% |
0-126 |
0.3% |
48% |
False |
False |
1,315,664 |
| 60 |
127-285 |
124-060 |
3-225 |
3.0% |
0-132 |
0.3% |
33% |
False |
False |
1,192,185 |
| 80 |
127-285 |
124-060 |
3-225 |
3.0% |
0-130 |
0.3% |
33% |
False |
False |
896,131 |
| 100 |
127-285 |
124-060 |
3-225 |
3.0% |
0-128 |
0.3% |
33% |
False |
False |
717,147 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-213 |
|
2.618 |
126-066 |
|
1.618 |
125-296 |
|
1.000 |
125-240 |
|
0.618 |
125-206 |
|
HIGH |
125-150 |
|
0.618 |
125-116 |
|
0.500 |
125-105 |
|
0.382 |
125-094 |
|
LOW |
125-060 |
|
0.618 |
125-004 |
|
1.000 |
124-290 |
|
1.618 |
124-234 |
|
2.618 |
124-144 |
|
4.250 |
123-317 |
|
|
| Fisher Pivots for day following 07-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
125-125 |
125-116 |
| PP |
125-115 |
125-097 |
| S1 |
125-105 |
125-078 |
|