ECBOT 10 Year T-Note Future December 2017
| Trading Metrics calculated at close of trading on 13-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2017 |
13-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
124-155 |
124-105 |
-0-050 |
-0.1% |
124-065 |
| High |
124-185 |
124-280 |
0-095 |
0.2% |
124-305 |
| Low |
124-085 |
124-050 |
-0-035 |
-0.1% |
124-065 |
| Close |
124-115 |
124-265 |
0-150 |
0.4% |
124-165 |
| Range |
0-100 |
0-230 |
0-130 |
130.0% |
0-240 |
| ATR |
0-126 |
0-134 |
0-007 |
5.9% |
0-000 |
| Volume |
40,507 |
27,179 |
-13,328 |
-32.9% |
170,900 |
|
| Daily Pivots for day following 13-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-248 |
126-167 |
125-071 |
|
| R3 |
126-018 |
125-257 |
125-008 |
|
| R2 |
125-108 |
125-108 |
124-307 |
|
| R1 |
125-027 |
125-027 |
124-286 |
125-067 |
| PP |
124-198 |
124-198 |
124-198 |
124-219 |
| S1 |
124-117 |
124-117 |
124-244 |
124-158 |
| S2 |
123-288 |
123-288 |
124-223 |
|
| S3 |
123-058 |
123-207 |
124-202 |
|
| S4 |
122-148 |
122-297 |
124-139 |
|
|
| 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 |
124-280 |
124-050 |
0-230 |
0.6% |
0-125 |
0.3% |
93% |
True |
True |
22,710 |
| 10 |
125-030 |
124-050 |
0-300 |
0.8% |
0-140 |
0.4% |
72% |
False |
True |
82,837 |
| 20 |
125-075 |
124-050 |
1-025 |
0.9% |
0-132 |
0.3% |
62% |
False |
True |
919,110 |
| 40 |
125-160 |
124-050 |
1-110 |
1.1% |
0-128 |
0.3% |
50% |
False |
True |
1,153,748 |
| 60 |
126-055 |
124-050 |
2-005 |
1.6% |
0-129 |
0.3% |
33% |
False |
True |
1,195,872 |
| 80 |
127-285 |
124-050 |
3-235 |
3.0% |
0-130 |
0.3% |
18% |
False |
True |
1,199,271 |
| 100 |
127-285 |
124-050 |
3-235 |
3.0% |
0-131 |
0.3% |
18% |
False |
True |
963,301 |
| 120 |
127-285 |
124-050 |
3-235 |
3.0% |
0-129 |
0.3% |
18% |
False |
True |
803,025 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-297 |
|
2.618 |
126-242 |
|
1.618 |
126-012 |
|
1.000 |
125-190 |
|
0.618 |
125-102 |
|
HIGH |
124-280 |
|
0.618 |
124-192 |
|
0.500 |
124-165 |
|
0.382 |
124-138 |
|
LOW |
124-050 |
|
0.618 |
123-228 |
|
1.000 |
123-140 |
|
1.618 |
122-318 |
|
2.618 |
122-088 |
|
4.250 |
121-033 |
|
|
| Fisher Pivots for day following 13-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
124-232 |
124-232 |
| PP |
124-198 |
124-198 |
| S1 |
124-165 |
124-165 |
|