ECBOT 10 Year T-Note Future December 2017
| Trading Metrics calculated at close of trading on 18-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2017 |
18-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
124-235 |
124-175 |
-0-060 |
-0.2% |
124-155 |
| High |
124-260 |
124-200 |
-0-060 |
-0.2% |
124-280 |
| Low |
124-150 |
124-140 |
-0-010 |
0.0% |
124-050 |
| Close |
124-205 |
124-145 |
-0-060 |
-0.2% |
124-205 |
| Range |
0-110 |
0-060 |
-0-050 |
-45.4% |
0-230 |
| ATR |
0-131 |
0-126 |
-0-005 |
-3.6% |
0-000 |
| Volume |
10,118 |
12,750 |
2,632 |
26.0% |
113,896 |
|
| Daily Pivots for day following 18-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-022 |
124-303 |
124-178 |
|
| R3 |
124-282 |
124-243 |
124-161 |
|
| R2 |
124-222 |
124-222 |
124-156 |
|
| R1 |
124-183 |
124-183 |
124-150 |
124-172 |
| PP |
124-162 |
124-162 |
124-162 |
124-156 |
| S1 |
124-123 |
124-123 |
124-139 |
124-112 |
| S2 |
124-102 |
124-102 |
124-134 |
|
| S3 |
124-042 |
124-063 |
124-128 |
|
| S4 |
123-302 |
124-003 |
124-112 |
|
|
| 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% |
0-123 |
0.3% |
41% |
False |
False |
22,894 |
| 10 |
124-305 |
124-050 |
0-255 |
0.6% |
0-112 |
0.3% |
37% |
False |
False |
23,101 |
| 20 |
125-075 |
124-050 |
1-025 |
0.9% |
0-128 |
0.3% |
28% |
False |
False |
710,107 |
| 40 |
125-150 |
124-050 |
1-100 |
1.1% |
0-124 |
0.3% |
23% |
False |
False |
1,048,062 |
| 60 |
126-045 |
124-050 |
1-315 |
1.6% |
0-126 |
0.3% |
15% |
False |
False |
1,128,867 |
| 80 |
127-285 |
124-050 |
3-235 |
3.0% |
0-129 |
0.3% |
8% |
False |
False |
1,181,846 |
| 100 |
127-285 |
124-050 |
3-235 |
3.0% |
0-129 |
0.3% |
8% |
False |
False |
963,672 |
| 120 |
127-285 |
124-050 |
3-235 |
3.0% |
0-129 |
0.3% |
8% |
False |
False |
803,400 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-135 |
|
2.618 |
125-037 |
|
1.618 |
124-297 |
|
1.000 |
124-260 |
|
0.618 |
124-237 |
|
HIGH |
124-200 |
|
0.618 |
124-177 |
|
0.500 |
124-170 |
|
0.382 |
124-163 |
|
LOW |
124-140 |
|
0.618 |
124-103 |
|
1.000 |
124-080 |
|
1.618 |
124-043 |
|
2.618 |
123-303 |
|
4.250 |
123-205 |
|
|
| Fisher Pivots for day following 18-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
124-170 |
124-205 |
| PP |
124-162 |
124-185 |
| S1 |
124-153 |
124-165 |
|