ECBOT 10 Year T-Note Future December 2017
| Trading Metrics calculated at close of trading on 06-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2017 |
06-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
124-170 |
124-195 |
0-025 |
0.1% |
124-315 |
| High |
124-205 |
124-305 |
0-100 |
0.3% |
125-075 |
| Low |
124-115 |
124-180 |
0-065 |
0.2% |
124-060 |
| Close |
124-190 |
124-265 |
0-075 |
0.2% |
124-215 |
| Range |
0-090 |
0-125 |
0-035 |
38.9% |
1-015 |
| ATR |
0-137 |
0-136 |
-0-001 |
-0.6% |
0-000 |
| Volume |
30,474 |
40,199 |
9,725 |
31.9% |
8,039,027 |
|
| Daily Pivots for day following 06-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-305 |
125-250 |
125-014 |
|
| R3 |
125-180 |
125-125 |
124-299 |
|
| R2 |
125-055 |
125-055 |
124-288 |
|
| R1 |
125-000 |
125-000 |
124-276 |
125-027 |
| PP |
124-250 |
124-250 |
124-250 |
124-264 |
| S1 |
124-195 |
124-195 |
124-254 |
124-222 |
| S2 |
124-125 |
124-125 |
124-242 |
|
| S3 |
124-000 |
124-070 |
124-231 |
|
| S4 |
123-195 |
123-265 |
124-196 |
|
|
| 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 |
125-030 |
124-060 |
0-290 |
0.7% |
0-155 |
0.4% |
71% |
False |
False |
142,965 |
| 10 |
125-075 |
124-060 |
1-015 |
0.8% |
0-140 |
0.4% |
61% |
False |
False |
1,099,106 |
| 20 |
125-150 |
124-060 |
1-090 |
1.0% |
0-129 |
0.3% |
50% |
False |
False |
1,226,834 |
| 40 |
125-255 |
124-060 |
1-195 |
1.3% |
0-127 |
0.3% |
40% |
False |
False |
1,299,372 |
| 60 |
126-250 |
124-060 |
2-190 |
2.1% |
0-127 |
0.3% |
25% |
False |
False |
1,286,054 |
| 80 |
127-285 |
124-060 |
3-225 |
3.0% |
0-132 |
0.3% |
17% |
False |
False |
1,200,848 |
| 100 |
127-285 |
124-060 |
3-225 |
3.0% |
0-130 |
0.3% |
17% |
False |
False |
962,271 |
| 120 |
127-285 |
124-060 |
3-225 |
3.0% |
0-128 |
0.3% |
17% |
False |
False |
802,095 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-196 |
|
2.618 |
125-312 |
|
1.618 |
125-187 |
|
1.000 |
125-110 |
|
0.618 |
125-062 |
|
HIGH |
124-305 |
|
0.618 |
124-257 |
|
0.500 |
124-242 |
|
0.382 |
124-228 |
|
LOW |
124-180 |
|
0.618 |
124-103 |
|
1.000 |
124-055 |
|
1.618 |
123-298 |
|
2.618 |
123-173 |
|
4.250 |
122-289 |
|
|
| Fisher Pivots for day following 06-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
124-257 |
124-238 |
| PP |
124-250 |
124-212 |
| S1 |
124-242 |
124-185 |
|