ECBOT 10 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 01-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2017 |
01-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
124-105 |
124-030 |
-0-075 |
-0.2% |
124-230 |
| High |
124-130 |
124-275 |
0-145 |
0.4% |
125-000 |
| Low |
123-295 |
123-300 |
0-005 |
0.0% |
123-295 |
| Close |
124-015 |
124-135 |
0-120 |
0.3% |
124-135 |
| Range |
0-155 |
0-295 |
0-140 |
90.3% |
1-025 |
| ATR |
0-125 |
0-137 |
0-012 |
9.8% |
0-000 |
| Volume |
2,590,082 |
3,108,905 |
518,823 |
20.0% |
11,729,432 |
|
| Daily Pivots for day following 01-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-055 |
126-230 |
124-297 |
|
| R3 |
126-080 |
125-255 |
124-216 |
|
| R2 |
125-105 |
125-105 |
124-189 |
|
| R1 |
124-280 |
124-280 |
124-162 |
125-033 |
| PP |
124-130 |
124-130 |
124-130 |
124-166 |
| S1 |
123-305 |
123-305 |
124-108 |
124-058 |
| S2 |
123-155 |
123-155 |
124-081 |
|
| S3 |
122-180 |
123-010 |
124-054 |
|
| S4 |
121-205 |
122-035 |
123-293 |
|
|
| Weekly Pivots for week ending 01-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-218 |
127-042 |
125-005 |
|
| R3 |
126-193 |
126-017 |
124-230 |
|
| R2 |
125-168 |
125-168 |
124-198 |
|
| R1 |
124-312 |
124-312 |
124-167 |
124-228 |
| PP |
124-143 |
124-143 |
124-143 |
124-101 |
| S1 |
123-287 |
123-287 |
124-103 |
123-203 |
| S2 |
123-118 |
123-118 |
124-072 |
|
| S3 |
122-093 |
122-262 |
124-040 |
|
| S4 |
121-068 |
121-237 |
123-265 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-000 |
123-295 |
1-025 |
0.9% |
0-168 |
0.4% |
46% |
False |
False |
2,345,886 |
| 10 |
125-000 |
123-295 |
1-025 |
0.9% |
0-143 |
0.4% |
46% |
False |
False |
1,369,113 |
| 20 |
125-065 |
123-295 |
1-090 |
1.0% |
0-127 |
0.3% |
39% |
False |
False |
697,903 |
| 40 |
125-145 |
123-270 |
1-195 |
1.3% |
0-118 |
0.3% |
36% |
False |
False |
350,401 |
| 60 |
127-060 |
123-270 |
3-110 |
2.7% |
0-100 |
0.2% |
17% |
False |
False |
233,669 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-249 |
|
2.618 |
127-087 |
|
1.618 |
126-112 |
|
1.000 |
125-250 |
|
0.618 |
125-137 |
|
HIGH |
124-275 |
|
0.618 |
124-162 |
|
0.500 |
124-128 |
|
0.382 |
124-093 |
|
LOW |
123-300 |
|
0.618 |
123-118 |
|
1.000 |
123-005 |
|
1.618 |
122-143 |
|
2.618 |
121-168 |
|
4.250 |
120-006 |
|
|
| Fisher Pivots for day following 01-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
124-133 |
124-132 |
| PP |
124-130 |
124-128 |
| S1 |
124-128 |
124-125 |
|