ECBOT 10 Year T-Note Future December 2017
Trading Metrics calculated at close of trading on 19-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2017 |
19-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
124-175 |
124-135 |
-0-040 |
-0.1% |
124-155 |
High |
124-200 |
124-145 |
-0-055 |
-0.1% |
124-280 |
Low |
124-140 |
123-275 |
-0-185 |
-0.5% |
124-050 |
Close |
124-145 |
123-280 |
-0-185 |
-0.5% |
124-205 |
Range |
0-060 |
0-190 |
0-130 |
216.6% |
0-230 |
ATR |
0-126 |
0-131 |
0-005 |
3.6% |
0-000 |
Volume |
12,750 |
7,530 |
-5,220 |
-40.9% |
113,896 |
|
Daily Pivots for day following 19-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-270 |
125-145 |
124-064 |
|
R3 |
125-080 |
124-275 |
124-012 |
|
R2 |
124-210 |
124-210 |
123-315 |
|
R1 |
124-085 |
124-085 |
123-297 |
124-052 |
PP |
124-020 |
124-020 |
124-020 |
124-004 |
S1 |
123-215 |
123-215 |
123-263 |
123-183 |
S2 |
123-150 |
123-150 |
123-245 |
|
S3 |
122-280 |
123-025 |
123-228 |
|
S4 |
122-090 |
122-155 |
123-176 |
|
|
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 |
123-275 |
1-005 |
0.8% |
0-141 |
0.4% |
2% |
False |
True |
16,299 |
10 |
124-305 |
123-275 |
1-030 |
0.9% |
0-122 |
0.3% |
1% |
False |
True |
20,806 |
20 |
125-075 |
123-275 |
1-120 |
1.1% |
0-130 |
0.3% |
1% |
False |
True |
646,672 |
40 |
125-150 |
123-275 |
1-195 |
1.3% |
0-126 |
0.3% |
1% |
False |
True |
1,024,962 |
60 |
126-040 |
123-275 |
2-085 |
1.8% |
0-127 |
0.3% |
1% |
False |
True |
1,107,981 |
80 |
127-285 |
123-275 |
4-010 |
3.3% |
0-130 |
0.3% |
0% |
False |
True |
1,168,329 |
100 |
127-285 |
123-275 |
4-010 |
3.3% |
0-129 |
0.3% |
0% |
False |
True |
963,710 |
120 |
127-285 |
123-275 |
4-010 |
3.3% |
0-130 |
0.3% |
0% |
False |
True |
803,457 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-312 |
2.618 |
126-002 |
1.618 |
125-132 |
1.000 |
125-015 |
0.618 |
124-262 |
HIGH |
124-145 |
0.618 |
124-072 |
0.500 |
124-050 |
0.382 |
124-028 |
LOW |
123-275 |
0.618 |
123-158 |
1.000 |
123-085 |
1.618 |
122-288 |
2.618 |
122-098 |
4.250 |
121-108 |
|
|
Fisher Pivots for day following 19-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
124-050 |
124-108 |
PP |
124-020 |
124-058 |
S1 |
123-310 |
124-009 |
|