ECBOT 10 Year T-Note Future December 2017
| Trading Metrics calculated at close of trading on 14-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2017 |
14-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
124-215 |
124-195 |
-0-020 |
-0.1% |
125-075 |
| High |
124-290 |
124-265 |
-0-025 |
-0.1% |
125-150 |
| Low |
124-175 |
124-160 |
-0-015 |
0.0% |
124-210 |
| Close |
124-200 |
124-235 |
0-035 |
0.1% |
124-225 |
| Range |
0-115 |
0-105 |
-0-010 |
-8.7% |
0-260 |
| ATR |
0-125 |
0-124 |
-0-001 |
-1.2% |
0-000 |
| Volume |
960,605 |
1,232,433 |
271,828 |
28.3% |
6,310,170 |
|
| Daily Pivots for day following 14-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-215 |
125-170 |
124-293 |
|
| R3 |
125-110 |
125-065 |
124-264 |
|
| R2 |
125-005 |
125-005 |
124-254 |
|
| R1 |
124-280 |
124-280 |
124-245 |
124-302 |
| PP |
124-220 |
124-220 |
124-220 |
124-231 |
| S1 |
124-175 |
124-175 |
124-225 |
124-198 |
| S2 |
124-115 |
124-115 |
124-216 |
|
| S3 |
124-010 |
124-070 |
124-206 |
|
| S4 |
123-225 |
123-285 |
124-177 |
|
|
| 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 |
124-160 |
0-310 |
0.8% |
0-114 |
0.3% |
24% |
False |
True |
1,253,605 |
| 10 |
125-150 |
124-160 |
0-310 |
0.8% |
0-114 |
0.3% |
24% |
False |
True |
1,268,378 |
| 20 |
125-160 |
124-060 |
1-100 |
1.1% |
0-125 |
0.3% |
42% |
False |
False |
1,388,386 |
| 40 |
126-055 |
124-060 |
1-315 |
1.6% |
0-127 |
0.3% |
28% |
False |
False |
1,334,254 |
| 60 |
127-285 |
124-060 |
3-225 |
3.0% |
0-129 |
0.3% |
15% |
False |
False |
1,292,658 |
| 80 |
127-285 |
124-060 |
3-225 |
3.0% |
0-131 |
0.3% |
15% |
False |
False |
974,348 |
| 100 |
127-285 |
124-060 |
3-225 |
3.0% |
0-129 |
0.3% |
15% |
False |
False |
779,808 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-071 |
|
2.618 |
125-220 |
|
1.618 |
125-115 |
|
1.000 |
125-050 |
|
0.618 |
125-010 |
|
HIGH |
124-265 |
|
0.618 |
124-225 |
|
0.500 |
124-212 |
|
0.382 |
124-200 |
|
LOW |
124-160 |
|
0.618 |
124-095 |
|
1.000 |
124-055 |
|
1.618 |
123-310 |
|
2.618 |
123-205 |
|
4.250 |
123-034 |
|
|
| Fisher Pivots for day following 14-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
124-228 |
124-265 |
| PP |
124-220 |
124-255 |
| S1 |
124-212 |
124-245 |
|