ECBOT 10 Year T-Note Future December 2017
| Trading Metrics calculated at close of trading on 10-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2017 |
10-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
125-055 |
125-040 |
-0-015 |
0.0% |
125-075 |
| High |
125-105 |
125-050 |
-0-055 |
-0.1% |
125-150 |
| Low |
125-015 |
124-210 |
-0-125 |
-0.3% |
124-210 |
| Close |
125-060 |
124-225 |
-0-155 |
-0.4% |
124-225 |
| Range |
0-090 |
0-160 |
0-070 |
77.8% |
0-260 |
| ATR |
0-123 |
0-126 |
0-003 |
2.8% |
0-000 |
| Volume |
1,685,943 |
1,387,082 |
-298,861 |
-17.7% |
6,310,170 |
|
| Daily Pivots for day following 10-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-108 |
126-007 |
124-313 |
|
| R3 |
125-268 |
125-167 |
124-269 |
|
| R2 |
125-108 |
125-108 |
124-254 |
|
| R1 |
125-007 |
125-007 |
124-240 |
124-298 |
| PP |
124-268 |
124-268 |
124-268 |
124-254 |
| S1 |
124-167 |
124-167 |
124-210 |
124-138 |
| S2 |
124-108 |
124-108 |
124-196 |
|
| S3 |
123-268 |
124-007 |
124-181 |
|
| S4 |
123-108 |
123-167 |
124-137 |
|
|
| Weekly Pivots for week ending 10-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-122 |
126-273 |
125-048 |
|
| R3 |
126-182 |
126-013 |
124-296 |
|
| R2 |
125-242 |
125-242 |
124-273 |
|
| R1 |
125-073 |
125-073 |
124-249 |
125-028 |
| PP |
124-302 |
124-302 |
124-302 |
124-279 |
| S1 |
124-133 |
124-133 |
124-201 |
124-088 |
| S2 |
124-042 |
124-042 |
124-177 |
|
| S3 |
123-102 |
123-193 |
124-153 |
|
| S4 |
122-162 |
122-253 |
124-082 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-150 |
124-210 |
0-260 |
0.7% |
0-108 |
0.3% |
6% |
False |
True |
1,262,034 |
| 10 |
125-150 |
124-210 |
0-260 |
0.7% |
0-110 |
0.3% |
6% |
False |
True |
1,315,903 |
| 20 |
125-235 |
124-060 |
1-175 |
1.2% |
0-125 |
0.3% |
33% |
False |
False |
1,390,151 |
| 40 |
126-090 |
124-060 |
2-030 |
1.7% |
0-126 |
0.3% |
25% |
False |
False |
1,326,761 |
| 60 |
127-285 |
124-060 |
3-225 |
3.0% |
0-130 |
0.3% |
14% |
False |
False |
1,257,942 |
| 80 |
127-285 |
124-060 |
3-225 |
3.0% |
0-131 |
0.3% |
14% |
False |
False |
946,991 |
| 100 |
127-285 |
124-060 |
3-225 |
3.0% |
0-128 |
0.3% |
14% |
False |
False |
757,879 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-090 |
|
2.618 |
126-149 |
|
1.618 |
125-309 |
|
1.000 |
125-210 |
|
0.618 |
125-149 |
|
HIGH |
125-050 |
|
0.618 |
124-309 |
|
0.500 |
124-290 |
|
0.382 |
124-271 |
|
LOW |
124-210 |
|
0.618 |
124-111 |
|
1.000 |
124-050 |
|
1.618 |
123-271 |
|
2.618 |
123-111 |
|
4.250 |
122-170 |
|
|
| Fisher Pivots for day following 10-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
124-290 |
125-020 |
| PP |
124-268 |
124-302 |
| S1 |
124-247 |
124-263 |
|