ECBOT 10 Year T-Note Future December 2017
| Trading Metrics calculated at close of trading on 15-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2017 |
15-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
124-265 |
124-235 |
-0-030 |
-0.1% |
124-155 |
| High |
124-270 |
124-260 |
-0-010 |
0.0% |
124-280 |
| Low |
124-155 |
124-150 |
-0-005 |
0.0% |
124-050 |
| Close |
124-250 |
124-205 |
-0-045 |
-0.1% |
124-205 |
| Range |
0-115 |
0-110 |
-0-005 |
-4.4% |
0-230 |
| ATR |
0-132 |
0-131 |
-0-002 |
-1.2% |
0-000 |
| Volume |
23,920 |
10,118 |
-13,802 |
-57.7% |
113,896 |
|
| Daily Pivots for day following 15-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-215 |
125-160 |
124-265 |
|
| R3 |
125-105 |
125-050 |
124-235 |
|
| R2 |
124-315 |
124-315 |
124-225 |
|
| R1 |
124-260 |
124-260 |
124-215 |
124-232 |
| PP |
124-205 |
124-205 |
124-205 |
124-191 |
| S1 |
124-150 |
124-150 |
124-195 |
124-123 |
| S2 |
124-095 |
124-095 |
124-185 |
|
| S3 |
123-305 |
124-040 |
124-175 |
|
| S4 |
123-195 |
123-250 |
124-145 |
|
|
| Weekly Pivots for week ending 15-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-228 |
126-127 |
125-011 |
|
| R3 |
125-318 |
125-217 |
124-268 |
|
| R2 |
125-088 |
125-088 |
124-247 |
|
| R1 |
124-307 |
124-307 |
124-226 |
125-037 |
| PP |
124-178 |
124-178 |
124-178 |
124-204 |
| S1 |
124-077 |
124-077 |
124-184 |
124-128 |
| S2 |
123-268 |
123-268 |
124-163 |
|
| S3 |
123-038 |
123-167 |
124-142 |
|
| S4 |
122-128 |
122-257 |
124-079 |
|
|
| 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% |
0-129 |
0.3% |
67% |
False |
False |
22,779 |
| 10 |
124-305 |
124-050 |
0-255 |
0.6% |
0-118 |
0.3% |
61% |
False |
False |
28,479 |
| 20 |
125-075 |
124-050 |
1-025 |
0.9% |
0-130 |
0.3% |
45% |
False |
False |
773,784 |
| 40 |
125-150 |
124-050 |
1-100 |
1.1% |
0-128 |
0.3% |
37% |
False |
False |
1,090,634 |
| 60 |
126-045 |
124-050 |
1-315 |
1.6% |
0-127 |
0.3% |
24% |
False |
False |
1,149,185 |
| 80 |
127-285 |
124-050 |
3-235 |
3.0% |
0-129 |
0.3% |
13% |
False |
False |
1,193,110 |
| 100 |
127-285 |
124-050 |
3-235 |
3.0% |
0-129 |
0.3% |
13% |
False |
False |
963,584 |
| 120 |
127-285 |
124-050 |
3-235 |
3.0% |
0-129 |
0.3% |
13% |
False |
False |
803,307 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-087 |
|
2.618 |
125-228 |
|
1.618 |
125-118 |
|
1.000 |
125-050 |
|
0.618 |
125-008 |
|
HIGH |
124-260 |
|
0.618 |
124-218 |
|
0.500 |
124-205 |
|
0.382 |
124-192 |
|
LOW |
124-150 |
|
0.618 |
124-082 |
|
1.000 |
124-040 |
|
1.618 |
123-292 |
|
2.618 |
123-182 |
|
4.250 |
123-003 |
|
|
| Fisher Pivots for day following 15-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
124-205 |
124-192 |
| PP |
124-205 |
124-178 |
| S1 |
124-205 |
124-165 |
|