ECBOT 10 Year T-Note Future December 2017
| Trading Metrics calculated at close of trading on 14-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2017 |
14-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
124-105 |
124-265 |
0-160 |
0.4% |
124-065 |
| High |
124-280 |
124-270 |
-0-010 |
0.0% |
124-305 |
| Low |
124-050 |
124-155 |
0-105 |
0.3% |
124-065 |
| Close |
124-265 |
124-250 |
-0-015 |
0.0% |
124-165 |
| Range |
0-230 |
0-115 |
-0-115 |
-50.0% |
0-240 |
| ATR |
0-134 |
0-132 |
-0-001 |
-1.0% |
0-000 |
| Volume |
27,179 |
23,920 |
-3,259 |
-12.0% |
170,900 |
|
| Daily Pivots for day following 14-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-250 |
125-205 |
124-313 |
|
| R3 |
125-135 |
125-090 |
124-282 |
|
| R2 |
125-020 |
125-020 |
124-271 |
|
| R1 |
124-295 |
124-295 |
124-261 |
124-260 |
| PP |
124-225 |
124-225 |
124-225 |
124-208 |
| S1 |
124-180 |
124-180 |
124-239 |
124-145 |
| S2 |
124-110 |
124-110 |
124-229 |
|
| S3 |
123-315 |
124-065 |
124-218 |
|
| S4 |
123-200 |
123-270 |
124-187 |
|
|
| 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% |
0-126 |
0.3% |
87% |
False |
False |
24,461 |
| 10 |
125-030 |
124-050 |
0-300 |
0.8% |
0-136 |
0.3% |
67% |
False |
False |
45,312 |
| 20 |
125-075 |
124-050 |
1-025 |
0.9% |
0-130 |
0.3% |
58% |
False |
False |
830,575 |
| 40 |
125-160 |
124-050 |
1-110 |
1.1% |
0-128 |
0.3% |
47% |
False |
False |
1,127,863 |
| 60 |
126-045 |
124-050 |
1-315 |
1.6% |
0-127 |
0.3% |
31% |
False |
False |
1,170,490 |
| 80 |
127-285 |
124-050 |
3-235 |
3.0% |
0-130 |
0.3% |
17% |
False |
False |
1,197,011 |
| 100 |
127-285 |
124-050 |
3-235 |
3.0% |
0-130 |
0.3% |
17% |
False |
False |
963,502 |
| 120 |
127-285 |
124-050 |
3-235 |
3.0% |
0-130 |
0.3% |
17% |
False |
False |
803,224 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-119 |
|
2.618 |
125-251 |
|
1.618 |
125-136 |
|
1.000 |
125-065 |
|
0.618 |
125-021 |
|
HIGH |
124-270 |
|
0.618 |
124-226 |
|
0.500 |
124-213 |
|
0.382 |
124-199 |
|
LOW |
124-155 |
|
0.618 |
124-084 |
|
1.000 |
124-040 |
|
1.618 |
123-289 |
|
2.618 |
123-174 |
|
4.250 |
122-306 |
|
|
| Fisher Pivots for day following 14-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
124-238 |
124-222 |
| PP |
124-225 |
124-193 |
| S1 |
124-213 |
124-165 |
|