ECBOT 10 Year T-Note Future December 2017
Trading Metrics calculated at close of trading on 15-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2017 |
15-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
124-195 |
124-255 |
0-060 |
0.2% |
125-075 |
High |
124-265 |
125-070 |
0-125 |
0.3% |
125-150 |
Low |
124-160 |
124-245 |
0-085 |
0.2% |
124-210 |
Close |
124-235 |
125-015 |
0-100 |
0.3% |
124-225 |
Range |
0-105 |
0-145 |
0-040 |
38.1% |
0-260 |
ATR |
0-124 |
0-126 |
0-002 |
1.8% |
0-000 |
Volume |
1,232,433 |
1,794,617 |
562,184 |
45.6% |
6,310,170 |
|
Daily Pivots for day following 15-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-118 |
126-052 |
125-095 |
|
R3 |
125-293 |
125-227 |
125-055 |
|
R2 |
125-148 |
125-148 |
125-042 |
|
R1 |
125-082 |
125-082 |
125-028 |
125-115 |
PP |
125-003 |
125-003 |
125-003 |
125-020 |
S1 |
124-257 |
124-257 |
125-002 |
124-290 |
S2 |
124-178 |
124-178 |
124-308 |
|
S3 |
124-033 |
124-112 |
124-295 |
|
S4 |
123-208 |
123-287 |
124-255 |
|
|
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 |
125-105 |
124-160 |
0-265 |
0.7% |
0-123 |
0.3% |
66% |
False |
False |
1,412,136 |
10 |
125-150 |
124-160 |
0-310 |
0.8% |
0-115 |
0.3% |
56% |
False |
False |
1,309,083 |
20 |
125-160 |
124-060 |
1-100 |
1.0% |
0-126 |
0.3% |
65% |
False |
False |
1,425,151 |
40 |
126-045 |
124-060 |
1-305 |
1.6% |
0-126 |
0.3% |
44% |
False |
False |
1,340,447 |
60 |
127-285 |
124-060 |
3-225 |
3.0% |
0-130 |
0.3% |
23% |
False |
False |
1,319,156 |
80 |
127-285 |
124-060 |
3-225 |
3.0% |
0-130 |
0.3% |
23% |
False |
False |
996,733 |
100 |
127-285 |
124-060 |
3-225 |
3.0% |
0-130 |
0.3% |
23% |
False |
False |
797,754 |
120 |
127-285 |
124-060 |
3-225 |
3.0% |
0-121 |
0.3% |
23% |
False |
False |
664,812 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-046 |
2.618 |
126-130 |
1.618 |
125-305 |
1.000 |
125-215 |
0.618 |
125-160 |
HIGH |
125-070 |
0.618 |
125-015 |
0.500 |
124-318 |
0.382 |
124-300 |
LOW |
124-245 |
0.618 |
124-155 |
1.000 |
124-100 |
1.618 |
124-010 |
2.618 |
123-185 |
4.250 |
122-269 |
|
|
Fisher Pivots for day following 15-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
125-009 |
124-315 |
PP |
125-003 |
124-295 |
S1 |
124-318 |
124-275 |
|