ECBOT 10 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 04-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2017 |
04-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
124-030 |
123-310 |
-0-040 |
-0.1% |
124-230 |
| High |
124-275 |
124-105 |
-0-170 |
-0.4% |
125-000 |
| Low |
123-300 |
123-300 |
0-000 |
0.0% |
123-295 |
| Close |
124-135 |
124-080 |
-0-055 |
-0.1% |
124-135 |
| Range |
0-295 |
0-125 |
-0-170 |
-57.6% |
1-025 |
| ATR |
0-137 |
0-138 |
0-001 |
1.0% |
0-000 |
| Volume |
3,108,905 |
1,406,518 |
-1,702,387 |
-54.8% |
11,729,432 |
|
| Daily Pivots for day following 04-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-110 |
125-060 |
124-149 |
|
| R3 |
124-305 |
124-255 |
124-114 |
|
| R2 |
124-180 |
124-180 |
124-103 |
|
| R1 |
124-130 |
124-130 |
124-091 |
124-155 |
| PP |
124-055 |
124-055 |
124-055 |
124-067 |
| S1 |
124-005 |
124-005 |
124-069 |
124-030 |
| S2 |
123-250 |
123-250 |
124-057 |
|
| S3 |
123-125 |
123-200 |
124-046 |
|
| S4 |
123-000 |
123-075 |
124-011 |
|
|
| 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% |
0-173 |
0.4% |
30% |
False |
False |
2,199,541 |
| 10 |
125-000 |
123-295 |
1-025 |
0.9% |
0-147 |
0.4% |
30% |
False |
False |
1,498,912 |
| 20 |
125-065 |
123-295 |
1-090 |
1.0% |
0-127 |
0.3% |
26% |
False |
False |
767,813 |
| 40 |
125-145 |
123-270 |
1-195 |
1.3% |
0-117 |
0.3% |
25% |
False |
False |
385,548 |
| 60 |
126-220 |
123-270 |
2-270 |
2.3% |
0-102 |
0.3% |
14% |
False |
False |
257,111 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-316 |
|
2.618 |
125-112 |
|
1.618 |
124-307 |
|
1.000 |
124-230 |
|
0.618 |
124-182 |
|
HIGH |
124-105 |
|
0.618 |
124-057 |
|
0.500 |
124-042 |
|
0.382 |
124-028 |
|
LOW |
123-300 |
|
0.618 |
123-223 |
|
1.000 |
123-175 |
|
1.618 |
123-098 |
|
2.618 |
122-293 |
|
4.250 |
122-089 |
|
|
| Fisher Pivots for day following 04-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
124-067 |
124-125 |
| PP |
124-055 |
124-110 |
| S1 |
124-042 |
124-095 |
|