ECBOT 10 Year T-Note Future December 2017
| Trading Metrics calculated at close of trading on 11-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2017 |
11-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
124-180 |
124-155 |
-0-025 |
-0.1% |
124-065 |
| High |
124-225 |
124-245 |
0-020 |
0.1% |
124-305 |
| Low |
124-130 |
124-155 |
0-025 |
0.1% |
124-065 |
| Close |
124-165 |
124-160 |
-0-005 |
0.0% |
124-165 |
| Range |
0-095 |
0-090 |
-0-005 |
-5.3% |
0-240 |
| ATR |
0-131 |
0-128 |
-0-003 |
-2.2% |
0-000 |
| Volume |
18,528 |
12,172 |
-6,356 |
-34.3% |
170,900 |
|
| Daily Pivots for day following 11-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-137 |
125-078 |
124-209 |
|
| R3 |
125-047 |
124-308 |
124-185 |
|
| R2 |
124-277 |
124-277 |
124-176 |
|
| R1 |
124-218 |
124-218 |
124-168 |
124-247 |
| PP |
124-187 |
124-187 |
124-187 |
124-201 |
| S1 |
124-128 |
124-128 |
124-152 |
124-158 |
| S2 |
124-097 |
124-097 |
124-144 |
|
| S3 |
124-007 |
124-038 |
124-135 |
|
| S4 |
123-237 |
123-268 |
124-111 |
|
|
| 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 |
124-115 |
0-190 |
0.5% |
0-102 |
0.3% |
24% |
False |
False |
23,307 |
| 10 |
125-075 |
124-060 |
1-015 |
0.8% |
0-136 |
0.3% |
30% |
False |
False |
532,164 |
| 20 |
125-075 |
124-060 |
1-015 |
0.8% |
0-126 |
0.3% |
30% |
False |
False |
1,025,378 |
| 40 |
125-235 |
124-060 |
1-175 |
1.2% |
0-126 |
0.3% |
20% |
False |
False |
1,207,764 |
| 60 |
126-090 |
124-060 |
2-030 |
1.7% |
0-126 |
0.3% |
15% |
False |
False |
1,226,300 |
| 80 |
127-285 |
124-060 |
3-225 |
3.0% |
0-129 |
0.3% |
8% |
False |
False |
1,199,801 |
| 100 |
127-285 |
124-060 |
3-225 |
3.0% |
0-130 |
0.3% |
8% |
False |
False |
962,668 |
| 120 |
127-285 |
124-060 |
3-225 |
3.0% |
0-128 |
0.3% |
8% |
False |
False |
802,462 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-307 |
|
2.618 |
125-161 |
|
1.618 |
125-071 |
|
1.000 |
125-015 |
|
0.618 |
124-301 |
|
HIGH |
124-245 |
|
0.618 |
124-211 |
|
0.500 |
124-200 |
|
0.382 |
124-189 |
|
LOW |
124-155 |
|
0.618 |
124-099 |
|
1.000 |
124-065 |
|
1.618 |
124-009 |
|
2.618 |
123-239 |
|
4.250 |
123-093 |
|
|
| Fisher Pivots for day following 11-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
124-200 |
124-203 |
| PP |
124-187 |
124-188 |
| S1 |
124-173 |
124-174 |
|