ECBOT 10 Year T-Note Future December 2017
| Trading Metrics calculated at close of trading on 13-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2017 |
13-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
125-040 |
124-215 |
-0-145 |
-0.4% |
125-075 |
| High |
125-050 |
124-290 |
-0-080 |
-0.2% |
125-150 |
| Low |
124-210 |
124-175 |
-0-035 |
-0.1% |
124-210 |
| Close |
124-225 |
124-200 |
-0-025 |
-0.1% |
124-225 |
| Range |
0-160 |
0-115 |
-0-045 |
-28.1% |
0-260 |
| ATR |
0-126 |
0-125 |
-0-001 |
-0.6% |
0-000 |
| Volume |
1,387,082 |
960,605 |
-426,477 |
-30.7% |
6,310,170 |
|
| Daily Pivots for day following 13-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-247 |
125-178 |
124-263 |
|
| R3 |
125-132 |
125-063 |
124-232 |
|
| R2 |
125-017 |
125-017 |
124-221 |
|
| R1 |
124-268 |
124-268 |
124-211 |
124-245 |
| PP |
124-222 |
124-222 |
124-222 |
124-210 |
| S1 |
124-153 |
124-153 |
124-189 |
124-130 |
| S2 |
124-107 |
124-107 |
124-179 |
|
| S3 |
123-312 |
124-038 |
124-168 |
|
| S4 |
123-197 |
123-243 |
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 |
124-175 |
0-295 |
0.7% |
0-111 |
0.3% |
8% |
False |
True |
1,263,344 |
| 10 |
125-150 |
124-175 |
0-295 |
0.7% |
0-111 |
0.3% |
8% |
False |
True |
1,287,724 |
| 20 |
125-165 |
124-060 |
1-105 |
1.1% |
0-124 |
0.3% |
33% |
False |
False |
1,381,143 |
| 40 |
126-070 |
124-060 |
2-010 |
1.6% |
0-127 |
0.3% |
22% |
False |
False |
1,330,948 |
| 60 |
127-285 |
124-060 |
3-225 |
3.0% |
0-129 |
0.3% |
12% |
False |
False |
1,272,824 |
| 80 |
127-285 |
124-060 |
3-225 |
3.0% |
0-131 |
0.3% |
12% |
False |
False |
958,975 |
| 100 |
127-285 |
124-060 |
3-225 |
3.0% |
0-128 |
0.3% |
12% |
False |
False |
767,484 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-139 |
|
2.618 |
125-271 |
|
1.618 |
125-156 |
|
1.000 |
125-085 |
|
0.618 |
125-041 |
|
HIGH |
124-290 |
|
0.618 |
124-246 |
|
0.500 |
124-233 |
|
0.382 |
124-219 |
|
LOW |
124-175 |
|
0.618 |
124-104 |
|
1.000 |
124-060 |
|
1.618 |
123-309 |
|
2.618 |
123-194 |
|
4.250 |
123-006 |
|
|
| Fisher Pivots for day following 13-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
124-233 |
124-300 |
| PP |
124-222 |
124-267 |
| S1 |
124-211 |
124-233 |
|