ECBOT 10 Year T-Note Future December 2017
Trading Metrics calculated at close of trading on 09-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2017 |
09-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
125-120 |
125-055 |
-0-065 |
-0.2% |
124-235 |
High |
125-150 |
125-105 |
-0-045 |
-0.1% |
125-130 |
Low |
125-050 |
125-015 |
-0-035 |
-0.1% |
124-230 |
Close |
125-080 |
125-060 |
-0-020 |
0.0% |
125-050 |
Range |
0-100 |
0-090 |
-0-010 |
-10.0% |
0-220 |
ATR |
0-125 |
0-123 |
-0-003 |
-2.0% |
0-000 |
Volume |
1,001,966 |
1,685,943 |
683,977 |
68.3% |
6,848,860 |
|
Daily Pivots for day following 09-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-010 |
125-285 |
125-109 |
|
R3 |
125-240 |
125-195 |
125-085 |
|
R2 |
125-150 |
125-150 |
125-076 |
|
R1 |
125-105 |
125-105 |
125-068 |
125-127 |
PP |
125-060 |
125-060 |
125-060 |
125-071 |
S1 |
125-015 |
125-015 |
125-052 |
125-038 |
S2 |
124-290 |
124-290 |
125-044 |
|
S3 |
124-200 |
124-245 |
125-035 |
|
S4 |
124-110 |
124-155 |
125-011 |
|
|
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 |
125-005 |
0-145 |
0.4% |
0-101 |
0.3% |
38% |
False |
False |
1,259,396 |
10 |
125-150 |
124-065 |
1-085 |
1.0% |
0-112 |
0.3% |
78% |
False |
False |
1,383,966 |
20 |
125-255 |
124-060 |
1-195 |
1.3% |
0-124 |
0.3% |
62% |
False |
False |
1,394,084 |
40 |
126-180 |
124-060 |
2-120 |
1.9% |
0-125 |
0.3% |
42% |
False |
False |
1,320,266 |
60 |
127-285 |
124-060 |
3-225 |
3.0% |
0-130 |
0.3% |
27% |
False |
False |
1,235,784 |
80 |
127-285 |
124-060 |
3-225 |
3.0% |
0-130 |
0.3% |
27% |
False |
False |
929,675 |
100 |
127-285 |
124-060 |
3-225 |
3.0% |
0-127 |
0.3% |
27% |
False |
False |
744,008 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-167 |
2.618 |
126-021 |
1.618 |
125-251 |
1.000 |
125-195 |
0.618 |
125-161 |
HIGH |
125-105 |
0.618 |
125-071 |
0.500 |
125-060 |
0.382 |
125-049 |
LOW |
125-015 |
0.618 |
124-279 |
1.000 |
124-245 |
1.618 |
124-189 |
2.618 |
124-099 |
4.250 |
123-273 |
|
|
Fisher Pivots for day following 09-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
125-060 |
125-083 |
PP |
125-060 |
125-075 |
S1 |
125-060 |
125-068 |
|