ECBOT 10 Year T-Note Future December 2017
| Trading Metrics calculated at close of trading on 04-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2017 |
04-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
124-110 |
124-065 |
-0-045 |
-0.1% |
124-315 |
| High |
125-030 |
124-185 |
-0-165 |
-0.4% |
125-075 |
| Low |
124-060 |
124-065 |
0-005 |
0.0% |
124-060 |
| Close |
124-215 |
124-160 |
-0-055 |
-0.1% |
124-215 |
| Range |
0-290 |
0-120 |
-0-170 |
-58.6% |
1-015 |
| ATR |
0-139 |
0-140 |
0-001 |
0.5% |
0-000 |
| Volume |
178,443 |
66,535 |
-111,908 |
-62.7% |
8,039,027 |
|
| Daily Pivots for day following 04-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-177 |
125-128 |
124-226 |
|
| R3 |
125-057 |
125-008 |
124-193 |
|
| R2 |
124-257 |
124-257 |
124-182 |
|
| R1 |
124-208 |
124-208 |
124-171 |
124-232 |
| PP |
124-137 |
124-137 |
124-137 |
124-149 |
| S1 |
124-088 |
124-088 |
124-149 |
124-112 |
| S2 |
124-017 |
124-017 |
124-138 |
|
| S3 |
123-217 |
123-288 |
124-127 |
|
| S4 |
123-097 |
123-168 |
124-094 |
|
|
| 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% |
0-169 |
0.4% |
30% |
False |
False |
1,041,021 |
| 10 |
125-075 |
124-060 |
1-015 |
0.8% |
0-144 |
0.4% |
30% |
False |
False |
1,397,113 |
| 20 |
125-150 |
124-060 |
1-090 |
1.0% |
0-128 |
0.3% |
24% |
False |
False |
1,335,059 |
| 40 |
125-255 |
124-060 |
1-195 |
1.3% |
0-126 |
0.3% |
19% |
False |
False |
1,334,273 |
| 60 |
127-100 |
124-060 |
3-040 |
2.5% |
0-128 |
0.3% |
10% |
False |
False |
1,321,360 |
| 80 |
127-285 |
124-060 |
3-225 |
3.0% |
0-131 |
0.3% |
8% |
False |
False |
1,200,619 |
| 100 |
127-285 |
124-060 |
3-225 |
3.0% |
0-131 |
0.3% |
8% |
False |
False |
961,586 |
| 120 |
127-285 |
124-060 |
3-225 |
3.0% |
0-128 |
0.3% |
8% |
False |
False |
801,507 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-055 |
|
2.618 |
125-179 |
|
1.618 |
125-059 |
|
1.000 |
124-305 |
|
0.618 |
124-259 |
|
HIGH |
124-185 |
|
0.618 |
124-139 |
|
0.500 |
124-125 |
|
0.382 |
124-111 |
|
LOW |
124-065 |
|
0.618 |
123-311 |
|
1.000 |
123-265 |
|
1.618 |
123-191 |
|
2.618 |
123-071 |
|
4.250 |
122-195 |
|
|
| Fisher Pivots for day following 04-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
124-148 |
124-205 |
| PP |
124-137 |
124-190 |
| S1 |
124-125 |
124-175 |
|