ECBOT 10 Year T-Note Future December 2017
| Trading Metrics calculated at close of trading on 12-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2017 |
12-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
124-155 |
124-155 |
0-000 |
0.0% |
124-065 |
| High |
124-245 |
124-185 |
-0-060 |
-0.2% |
124-305 |
| Low |
124-155 |
124-085 |
-0-070 |
-0.2% |
124-065 |
| Close |
124-160 |
124-115 |
-0-045 |
-0.1% |
124-165 |
| Range |
0-090 |
0-100 |
0-010 |
11.1% |
0-240 |
| ATR |
0-128 |
0-126 |
-0-002 |
-1.6% |
0-000 |
| Volume |
12,172 |
40,507 |
28,335 |
232.8% |
170,900 |
|
| Daily Pivots for day following 12-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-108 |
125-052 |
124-170 |
|
| R3 |
125-008 |
124-272 |
124-143 |
|
| R2 |
124-228 |
124-228 |
124-133 |
|
| R1 |
124-172 |
124-172 |
124-124 |
124-150 |
| PP |
124-128 |
124-128 |
124-128 |
124-117 |
| S1 |
124-072 |
124-072 |
124-106 |
124-050 |
| S2 |
124-028 |
124-028 |
124-097 |
|
| S3 |
123-248 |
123-292 |
124-088 |
|
| S4 |
123-148 |
123-192 |
124-060 |
|
|
| 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 |
124-085 |
0-220 |
0.6% |
0-104 |
0.3% |
14% |
False |
True |
25,314 |
| 10 |
125-035 |
124-060 |
0-295 |
0.7% |
0-136 |
0.3% |
19% |
False |
False |
270,091 |
| 20 |
125-075 |
124-060 |
1-015 |
0.8% |
0-126 |
0.3% |
16% |
False |
False |
979,373 |
| 40 |
125-165 |
124-060 |
1-105 |
1.1% |
0-125 |
0.3% |
13% |
False |
False |
1,180,258 |
| 60 |
126-070 |
124-060 |
2-010 |
1.6% |
0-126 |
0.3% |
8% |
False |
False |
1,213,756 |
| 80 |
127-285 |
124-060 |
3-225 |
3.0% |
0-128 |
0.3% |
5% |
False |
False |
1,199,461 |
| 100 |
127-285 |
124-060 |
3-225 |
3.0% |
0-130 |
0.3% |
5% |
False |
False |
963,054 |
| 120 |
127-285 |
124-060 |
3-225 |
3.0% |
0-128 |
0.3% |
5% |
False |
False |
802,799 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-290 |
|
2.618 |
125-127 |
|
1.618 |
125-027 |
|
1.000 |
124-285 |
|
0.618 |
124-247 |
|
HIGH |
124-185 |
|
0.618 |
124-147 |
|
0.500 |
124-135 |
|
0.382 |
124-123 |
|
LOW |
124-085 |
|
0.618 |
124-023 |
|
1.000 |
123-305 |
|
1.618 |
123-243 |
|
2.618 |
123-143 |
|
4.250 |
122-300 |
|
|
| Fisher Pivots for day following 12-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
124-135 |
124-165 |
| PP |
124-128 |
124-148 |
| S1 |
124-122 |
124-132 |
|