ECBOT 10 Year T-Note Future December 2017
Trading Metrics calculated at close of trading on 01-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2017 |
01-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
124-190 |
124-110 |
-0-080 |
-0.2% |
124-315 |
High |
124-210 |
125-030 |
0-140 |
0.4% |
125-075 |
Low |
124-060 |
124-060 |
0-000 |
0.0% |
124-060 |
Close |
124-100 |
124-215 |
0-115 |
0.3% |
124-215 |
Range |
0-150 |
0-290 |
0-140 |
93.3% |
1-015 |
ATR |
0-128 |
0-139 |
0-012 |
9.1% |
0-000 |
Volume |
399,175 |
178,443 |
-220,732 |
-55.3% |
8,039,027 |
|
Daily Pivots for day following 01-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-118 |
126-297 |
125-055 |
|
R3 |
126-148 |
126-007 |
124-295 |
|
R2 |
125-178 |
125-178 |
124-268 |
|
R1 |
125-037 |
125-037 |
124-242 |
125-108 |
PP |
124-208 |
124-208 |
124-208 |
124-244 |
S1 |
124-067 |
124-067 |
124-188 |
124-138 |
S2 |
123-238 |
123-238 |
124-162 |
|
S3 |
122-268 |
123-097 |
124-135 |
|
S4 |
121-298 |
122-127 |
124-055 |
|
|
Weekly Pivots for week ending 01-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-268 |
127-097 |
125-079 |
|
R3 |
126-253 |
126-082 |
124-307 |
|
R2 |
125-238 |
125-238 |
124-276 |
|
R1 |
125-067 |
125-067 |
124-246 |
124-305 |
PP |
124-223 |
124-223 |
124-223 |
124-183 |
S1 |
124-052 |
124-052 |
124-184 |
123-290 |
S2 |
123-208 |
123-208 |
124-154 |
|
S3 |
122-193 |
123-037 |
124-123 |
|
S4 |
121-178 |
122-022 |
124-031 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
125-075 |
124-060 |
1-015 |
0.8% |
0-164 |
0.4% |
46% |
False |
True |
1,607,805 |
10 |
125-075 |
124-060 |
1-015 |
0.8% |
0-142 |
0.4% |
46% |
False |
True |
1,519,088 |
20 |
125-150 |
124-060 |
1-090 |
1.0% |
0-128 |
0.3% |
38% |
False |
True |
1,400,427 |
40 |
125-255 |
124-060 |
1-195 |
1.3% |
0-127 |
0.3% |
30% |
False |
True |
1,377,881 |
60 |
127-285 |
124-060 |
3-225 |
3.0% |
0-129 |
0.3% |
13% |
False |
True |
1,343,862 |
80 |
127-285 |
124-060 |
3-225 |
3.0% |
0-132 |
0.3% |
13% |
False |
True |
1,200,058 |
100 |
127-285 |
124-060 |
3-225 |
3.0% |
0-131 |
0.3% |
13% |
False |
True |
960,932 |
120 |
127-285 |
124-060 |
3-225 |
3.0% |
0-128 |
0.3% |
13% |
False |
True |
800,952 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-303 |
2.618 |
127-149 |
1.618 |
126-179 |
1.000 |
126-000 |
0.618 |
125-209 |
HIGH |
125-030 |
0.618 |
124-239 |
0.500 |
124-205 |
0.382 |
124-171 |
LOW |
124-060 |
0.618 |
123-201 |
1.000 |
123-090 |
1.618 |
122-231 |
2.618 |
121-261 |
4.250 |
120-107 |
|
|
Fisher Pivots for day following 01-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
124-212 |
124-213 |
PP |
124-208 |
124-210 |
S1 |
124-205 |
124-208 |
|