ECBOT 10 Year T-Note Future December 2017
| Trading Metrics calculated at close of trading on 08-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2017 |
08-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
124-215 |
124-180 |
-0-035 |
-0.1% |
124-065 |
| High |
124-275 |
124-225 |
-0-050 |
-0.1% |
124-305 |
| Low |
124-165 |
124-130 |
-0-035 |
-0.1% |
124-065 |
| Close |
124-165 |
124-165 |
0-000 |
0.0% |
124-165 |
| Range |
0-110 |
0-095 |
-0-015 |
-13.7% |
0-240 |
| ATR |
0-134 |
0-131 |
-0-003 |
-2.1% |
0-000 |
| Volume |
15,164 |
18,528 |
3,364 |
22.2% |
170,900 |
|
| Daily Pivots for day following 08-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-138 |
125-087 |
124-217 |
|
| R3 |
125-043 |
124-312 |
124-191 |
|
| R2 |
124-268 |
124-268 |
124-182 |
|
| R1 |
124-217 |
124-217 |
124-174 |
124-195 |
| PP |
124-173 |
124-173 |
124-173 |
124-163 |
| S1 |
124-122 |
124-122 |
124-156 |
124-100 |
| S2 |
124-078 |
124-078 |
124-148 |
|
| S3 |
123-303 |
124-027 |
124-139 |
|
| S4 |
123-208 |
123-252 |
124-113 |
|
|
| Weekly Pivots for week ending 08-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-258 |
126-132 |
124-297 |
|
| R3 |
126-018 |
125-212 |
124-231 |
|
| R2 |
125-098 |
125-098 |
124-209 |
|
| R1 |
124-292 |
124-292 |
124-187 |
125-035 |
| PP |
124-178 |
124-178 |
124-178 |
124-210 |
| S1 |
124-052 |
124-052 |
124-143 |
124-115 |
| S2 |
123-258 |
123-258 |
124-121 |
|
| S3 |
123-018 |
123-132 |
124-099 |
|
| S4 |
122-098 |
122-212 |
124-033 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-305 |
124-065 |
0-240 |
0.6% |
0-108 |
0.3% |
42% |
False |
False |
34,180 |
| 10 |
125-075 |
124-060 |
1-015 |
0.8% |
0-136 |
0.3% |
31% |
False |
False |
820,992 |
| 20 |
125-075 |
124-060 |
1-015 |
0.8% |
0-130 |
0.3% |
31% |
False |
False |
1,094,123 |
| 40 |
125-255 |
124-060 |
1-195 |
1.3% |
0-127 |
0.3% |
20% |
False |
False |
1,244,104 |
| 60 |
126-180 |
124-060 |
2-120 |
1.9% |
0-126 |
0.3% |
14% |
False |
False |
1,244,885 |
| 80 |
127-285 |
124-060 |
3-225 |
3.0% |
0-130 |
0.3% |
9% |
False |
False |
1,200,369 |
| 100 |
127-285 |
124-060 |
3-225 |
3.0% |
0-130 |
0.3% |
9% |
False |
False |
962,565 |
| 120 |
127-285 |
124-060 |
3-225 |
3.0% |
0-128 |
0.3% |
9% |
False |
False |
802,360 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-309 |
|
2.618 |
125-154 |
|
1.618 |
125-059 |
|
1.000 |
125-000 |
|
0.618 |
124-284 |
|
HIGH |
124-225 |
|
0.618 |
124-189 |
|
0.500 |
124-178 |
|
0.382 |
124-166 |
|
LOW |
124-130 |
|
0.618 |
124-071 |
|
1.000 |
124-035 |
|
1.618 |
123-296 |
|
2.618 |
123-201 |
|
4.250 |
123-046 |
|
|
| Fisher Pivots for day following 08-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
124-178 |
124-218 |
| PP |
124-173 |
124-200 |
| S1 |
124-169 |
124-182 |
|