ECBOT 10 Year T-Note Future December 2017
| Trading Metrics calculated at close of trading on 07-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2017 |
07-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
124-195 |
124-215 |
0-020 |
0.1% |
124-315 |
| High |
124-305 |
124-275 |
-0-030 |
-0.1% |
125-075 |
| Low |
124-180 |
124-165 |
-0-015 |
0.0% |
124-060 |
| Close |
124-265 |
124-165 |
-0-100 |
-0.3% |
124-215 |
| Range |
0-125 |
0-110 |
-0-015 |
-12.0% |
1-015 |
| ATR |
0-136 |
0-134 |
-0-002 |
-1.4% |
0-000 |
| Volume |
40,199 |
15,164 |
-25,035 |
-62.3% |
8,039,027 |
|
| Daily Pivots for day following 07-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-212 |
125-138 |
124-226 |
|
| R3 |
125-102 |
125-028 |
124-195 |
|
| R2 |
124-312 |
124-312 |
124-185 |
|
| R1 |
124-238 |
124-238 |
124-175 |
124-220 |
| PP |
124-202 |
124-202 |
124-202 |
124-192 |
| S1 |
124-128 |
124-128 |
124-155 |
124-110 |
| S2 |
124-092 |
124-092 |
124-145 |
|
| S3 |
123-302 |
124-018 |
124-135 |
|
| S4 |
123-192 |
123-228 |
124-104 |
|
|
| 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% |
0-147 |
0.4% |
36% |
False |
False |
66,163 |
| 10 |
125-075 |
124-060 |
1-015 |
0.8% |
0-135 |
0.3% |
31% |
False |
False |
909,463 |
| 20 |
125-105 |
124-060 |
1-045 |
0.9% |
0-130 |
0.3% |
29% |
False |
False |
1,177,494 |
| 40 |
125-255 |
124-060 |
1-195 |
1.3% |
0-127 |
0.3% |
20% |
False |
False |
1,271,652 |
| 60 |
126-180 |
124-060 |
2-120 |
1.9% |
0-127 |
0.3% |
14% |
False |
False |
1,269,061 |
| 80 |
127-285 |
124-060 |
3-225 |
3.0% |
0-131 |
0.3% |
9% |
False |
False |
1,200,503 |
| 100 |
127-285 |
124-060 |
3-225 |
3.0% |
0-130 |
0.3% |
9% |
False |
False |
962,413 |
| 120 |
127-285 |
124-060 |
3-225 |
3.0% |
0-128 |
0.3% |
9% |
False |
False |
802,220 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-103 |
|
2.618 |
125-243 |
|
1.618 |
125-133 |
|
1.000 |
125-065 |
|
0.618 |
125-023 |
|
HIGH |
124-275 |
|
0.618 |
124-233 |
|
0.500 |
124-220 |
|
0.382 |
124-207 |
|
LOW |
124-165 |
|
0.618 |
124-097 |
|
1.000 |
124-055 |
|
1.618 |
123-307 |
|
2.618 |
123-197 |
|
4.250 |
123-017 |
|
|
| Fisher Pivots for day following 07-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
124-220 |
124-210 |
| PP |
124-202 |
124-195 |
| S1 |
124-183 |
124-180 |
|