ECBOT 10 Year T-Note Future December 2017
Trading Metrics calculated at close of trading on 17-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2017 |
17-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
125-040 |
124-255 |
-0-105 |
-0.3% |
124-215 |
High |
125-040 |
125-025 |
-0-015 |
0.0% |
125-070 |
Low |
124-245 |
124-245 |
0-000 |
0.0% |
124-160 |
Close |
124-275 |
124-290 |
0-015 |
0.0% |
124-290 |
Range |
0-115 |
0-100 |
-0-015 |
-13.0% |
0-230 |
ATR |
0-125 |
0-123 |
-0-002 |
-1.4% |
0-000 |
Volume |
1,145,954 |
1,286,280 |
140,326 |
12.2% |
6,419,889 |
|
Daily Pivots for day following 17-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-273 |
125-222 |
125-025 |
|
R3 |
125-173 |
125-122 |
124-318 |
|
R2 |
125-073 |
125-073 |
124-308 |
|
R1 |
125-022 |
125-022 |
124-299 |
125-048 |
PP |
124-293 |
124-293 |
124-293 |
124-306 |
S1 |
124-242 |
124-242 |
124-281 |
124-268 |
S2 |
124-193 |
124-193 |
124-272 |
|
S3 |
124-093 |
124-142 |
124-263 |
|
S4 |
123-313 |
124-042 |
124-235 |
|
|
Weekly Pivots for week ending 17-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-010 |
126-220 |
125-097 |
|
R3 |
126-100 |
125-310 |
125-033 |
|
R2 |
125-190 |
125-190 |
125-012 |
|
R1 |
125-080 |
125-080 |
124-311 |
125-135 |
PP |
124-280 |
124-280 |
124-280 |
124-308 |
S1 |
124-170 |
124-170 |
124-269 |
124-225 |
S2 |
124-050 |
124-050 |
124-248 |
|
S3 |
123-140 |
123-260 |
124-227 |
|
S4 |
122-230 |
123-030 |
124-164 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
125-070 |
124-160 |
0-230 |
0.6% |
0-116 |
0.3% |
57% |
False |
False |
1,283,977 |
10 |
125-150 |
124-160 |
0-310 |
0.8% |
0-112 |
0.3% |
42% |
False |
False |
1,273,005 |
20 |
125-150 |
124-060 |
1-090 |
1.0% |
0-120 |
0.3% |
56% |
False |
False |
1,386,017 |
40 |
126-045 |
124-060 |
1-305 |
1.6% |
0-125 |
0.3% |
37% |
False |
False |
1,338,247 |
60 |
127-285 |
124-060 |
3-225 |
3.0% |
0-129 |
0.3% |
19% |
False |
False |
1,339,092 |
80 |
127-285 |
124-060 |
3-225 |
3.0% |
0-129 |
0.3% |
19% |
False |
False |
1,027,063 |
100 |
127-285 |
124-060 |
3-225 |
3.0% |
0-129 |
0.3% |
19% |
False |
False |
822,058 |
120 |
127-285 |
124-060 |
3-225 |
3.0% |
0-121 |
0.3% |
19% |
False |
False |
685,081 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-130 |
2.618 |
125-287 |
1.618 |
125-187 |
1.000 |
125-125 |
0.618 |
125-087 |
HIGH |
125-025 |
0.618 |
124-307 |
0.500 |
124-295 |
0.382 |
124-283 |
LOW |
124-245 |
0.618 |
124-183 |
1.000 |
124-145 |
1.618 |
124-083 |
2.618 |
123-303 |
4.250 |
123-140 |
|
|
Fisher Pivots for day following 17-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
124-295 |
124-318 |
PP |
124-293 |
124-308 |
S1 |
124-292 |
124-299 |
|