ECBOT 10 Year T-Note Future December 2017
| Trading Metrics calculated at close of trading on 08-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2017 |
08-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
125-125 |
125-120 |
-0-005 |
0.0% |
124-235 |
| High |
125-150 |
125-150 |
0-000 |
0.0% |
125-130 |
| Low |
125-060 |
125-050 |
-0-010 |
0.0% |
124-230 |
| Close |
125-135 |
125-080 |
-0-055 |
-0.1% |
125-050 |
| Range |
0-090 |
0-100 |
0-010 |
11.1% |
0-220 |
| ATR |
0-127 |
0-125 |
-0-002 |
-1.5% |
0-000 |
| Volume |
1,281,128 |
1,001,966 |
-279,162 |
-21.8% |
6,848,860 |
|
| Daily Pivots for day following 08-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-073 |
126-017 |
125-135 |
|
| R3 |
125-293 |
125-237 |
125-108 |
|
| R2 |
125-193 |
125-193 |
125-098 |
|
| R1 |
125-137 |
125-137 |
125-089 |
125-115 |
| PP |
125-093 |
125-093 |
125-093 |
125-083 |
| S1 |
125-037 |
125-037 |
125-071 |
125-015 |
| S2 |
124-313 |
124-313 |
125-062 |
|
| S3 |
124-213 |
124-257 |
125-052 |
|
| S4 |
124-113 |
124-157 |
125-025 |
|
|
| 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 |
124-285 |
0-185 |
0.5% |
0-107 |
0.3% |
62% |
True |
False |
1,206,031 |
| 10 |
125-150 |
124-065 |
1-085 |
1.0% |
0-117 |
0.3% |
83% |
True |
False |
1,391,688 |
| 20 |
125-255 |
124-060 |
1-195 |
1.3% |
0-124 |
0.3% |
66% |
False |
False |
1,365,811 |
| 40 |
126-180 |
124-060 |
2-120 |
1.9% |
0-126 |
0.3% |
45% |
False |
False |
1,314,844 |
| 60 |
127-285 |
124-060 |
3-225 |
3.0% |
0-131 |
0.3% |
29% |
False |
False |
1,208,173 |
| 80 |
127-285 |
124-060 |
3-225 |
3.0% |
0-130 |
0.3% |
29% |
False |
False |
908,643 |
| 100 |
127-285 |
124-060 |
3-225 |
3.0% |
0-127 |
0.3% |
29% |
False |
False |
727,165 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-255 |
|
2.618 |
126-092 |
|
1.618 |
125-312 |
|
1.000 |
125-250 |
|
0.618 |
125-212 |
|
HIGH |
125-150 |
|
0.618 |
125-112 |
|
0.500 |
125-100 |
|
0.382 |
125-088 |
|
LOW |
125-050 |
|
0.618 |
124-308 |
|
1.000 |
124-270 |
|
1.618 |
124-208 |
|
2.618 |
124-108 |
|
4.250 |
123-265 |
|
|
| Fisher Pivots for day following 08-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
125-100 |
125-093 |
| PP |
125-093 |
125-088 |
| S1 |
125-087 |
125-084 |
|