ECBOT 10 Year T-Note Future December 2017
| Trading Metrics calculated at close of trading on 05-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2017 |
05-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
124-065 |
124-170 |
0-105 |
0.3% |
124-315 |
| High |
124-185 |
124-205 |
0-020 |
0.1% |
125-075 |
| Low |
124-065 |
124-115 |
0-050 |
0.1% |
124-060 |
| Close |
124-160 |
124-190 |
0-030 |
0.1% |
124-215 |
| Range |
0-120 |
0-090 |
-0-030 |
-25.0% |
1-015 |
| ATR |
0-140 |
0-137 |
-0-004 |
-2.6% |
0-000 |
| Volume |
66,535 |
30,474 |
-36,061 |
-54.2% |
8,039,027 |
|
| Daily Pivots for day following 05-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-120 |
125-085 |
124-240 |
|
| R3 |
125-030 |
124-315 |
124-215 |
|
| R2 |
124-260 |
124-260 |
124-207 |
|
| R1 |
124-225 |
124-225 |
124-198 |
124-242 |
| PP |
124-170 |
124-170 |
124-170 |
124-179 |
| S1 |
124-135 |
124-135 |
124-182 |
124-153 |
| S2 |
124-080 |
124-080 |
124-174 |
|
| S3 |
123-310 |
124-045 |
124-165 |
|
| S4 |
123-220 |
123-275 |
124-141 |
|
|
| 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 |
125-035 |
124-060 |
0-295 |
0.7% |
0-168 |
0.4% |
44% |
False |
False |
514,868 |
| 10 |
125-075 |
124-060 |
1-015 |
0.8% |
0-138 |
0.3% |
39% |
False |
False |
1,272,537 |
| 20 |
125-150 |
124-060 |
1-090 |
1.0% |
0-128 |
0.3% |
32% |
False |
False |
1,288,881 |
| 40 |
125-255 |
124-060 |
1-195 |
1.3% |
0-127 |
0.3% |
25% |
False |
False |
1,328,816 |
| 60 |
127-005 |
124-060 |
2-265 |
2.3% |
0-127 |
0.3% |
14% |
False |
False |
1,305,615 |
| 80 |
127-285 |
124-060 |
3-225 |
3.0% |
0-131 |
0.3% |
11% |
False |
False |
1,200,718 |
| 100 |
127-285 |
124-060 |
3-225 |
3.0% |
0-129 |
0.3% |
11% |
False |
False |
961,874 |
| 120 |
127-285 |
124-060 |
3-225 |
3.0% |
0-128 |
0.3% |
11% |
False |
False |
801,760 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-267 |
|
2.618 |
125-121 |
|
1.618 |
125-031 |
|
1.000 |
124-295 |
|
0.618 |
124-261 |
|
HIGH |
124-205 |
|
0.618 |
124-171 |
|
0.500 |
124-160 |
|
0.382 |
124-149 |
|
LOW |
124-115 |
|
0.618 |
124-059 |
|
1.000 |
124-025 |
|
1.618 |
123-289 |
|
2.618 |
123-199 |
|
4.250 |
123-053 |
|
|
| Fisher Pivots for day following 05-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
124-180 |
124-205 |
| PP |
124-170 |
124-200 |
| S1 |
124-160 |
124-195 |
|