ECBOT 10 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 06-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2017 |
06-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
124-090 |
124-120 |
0-030 |
0.1% |
124-230 |
| High |
124-125 |
124-230 |
0-105 |
0.3% |
125-000 |
| Low |
124-025 |
124-095 |
0-070 |
0.2% |
123-295 |
| Close |
124-110 |
124-190 |
0-080 |
0.2% |
124-135 |
| Range |
0-100 |
0-135 |
0-035 |
35.0% |
1-025 |
| ATR |
0-135 |
0-135 |
0-000 |
0.0% |
0-000 |
| Volume |
1,350,168 |
1,366,691 |
16,523 |
1.2% |
11,729,432 |
|
| Daily Pivots for day following 06-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-257 |
125-198 |
124-264 |
|
| R3 |
125-122 |
125-063 |
124-227 |
|
| R2 |
124-307 |
124-307 |
124-215 |
|
| R1 |
124-248 |
124-248 |
124-202 |
124-278 |
| PP |
124-172 |
124-172 |
124-172 |
124-186 |
| S1 |
124-113 |
124-113 |
124-178 |
124-143 |
| S2 |
124-037 |
124-037 |
124-165 |
|
| S3 |
123-222 |
123-298 |
124-153 |
|
| S4 |
123-087 |
123-163 |
124-116 |
|
|
| 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 |
124-275 |
123-295 |
0-300 |
0.8% |
0-162 |
0.4% |
72% |
False |
False |
1,964,472 |
| 10 |
125-000 |
123-295 |
1-025 |
0.9% |
0-145 |
0.4% |
62% |
False |
False |
1,699,356 |
| 20 |
125-065 |
123-295 |
1-090 |
1.0% |
0-130 |
0.3% |
52% |
False |
False |
902,725 |
| 40 |
125-145 |
123-270 |
1-195 |
1.3% |
0-121 |
0.3% |
47% |
False |
False |
453,468 |
| 60 |
126-045 |
123-270 |
2-095 |
1.8% |
0-106 |
0.3% |
33% |
False |
False |
302,392 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-164 |
|
2.618 |
125-263 |
|
1.618 |
125-128 |
|
1.000 |
125-045 |
|
0.618 |
124-313 |
|
HIGH |
124-230 |
|
0.618 |
124-178 |
|
0.500 |
124-163 |
|
0.382 |
124-147 |
|
LOW |
124-095 |
|
0.618 |
124-012 |
|
1.000 |
123-280 |
|
1.618 |
123-197 |
|
2.618 |
123-062 |
|
4.250 |
122-161 |
|
|
| Fisher Pivots for day following 06-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
124-181 |
124-162 |
| PP |
124-172 |
124-133 |
| S1 |
124-163 |
124-105 |
|