ECBOT 10 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 08-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2017 |
08-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
124-170 |
124-110 |
-0-060 |
-0.2% |
123-310 |
| High |
124-205 |
124-155 |
-0-050 |
-0.1% |
124-230 |
| Low |
124-085 |
124-050 |
-0-035 |
-0.1% |
123-300 |
| Close |
124-090 |
124-085 |
-0-005 |
0.0% |
124-085 |
| Range |
0-120 |
0-105 |
-0-015 |
-12.5% |
0-250 |
| ATR |
0-134 |
0-132 |
-0-002 |
-1.6% |
0-000 |
| Volume |
1,207,002 |
1,158,177 |
-48,825 |
-4.0% |
6,488,556 |
|
| Daily Pivots for day following 08-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-092 |
125-033 |
124-143 |
|
| R3 |
124-307 |
124-248 |
124-114 |
|
| R2 |
124-202 |
124-202 |
124-104 |
|
| R1 |
124-143 |
124-143 |
124-095 |
124-120 |
| PP |
124-097 |
124-097 |
124-097 |
124-085 |
| S1 |
124-038 |
124-038 |
124-075 |
124-015 |
| S2 |
123-312 |
123-312 |
124-066 |
|
| S3 |
123-207 |
123-253 |
124-056 |
|
| S4 |
123-102 |
123-148 |
124-027 |
|
|
| Weekly Pivots for week ending 08-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-208 |
126-077 |
124-223 |
|
| R3 |
125-278 |
125-147 |
124-154 |
|
| R2 |
125-028 |
125-028 |
124-131 |
|
| R1 |
124-217 |
124-217 |
124-108 |
124-283 |
| PP |
124-098 |
124-098 |
124-098 |
124-131 |
| S1 |
123-287 |
123-287 |
124-062 |
124-032 |
| S2 |
123-168 |
123-168 |
124-039 |
|
| S3 |
122-238 |
123-037 |
124-016 |
|
| S4 |
121-308 |
122-107 |
123-267 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-230 |
123-300 |
0-250 |
0.6% |
0-117 |
0.3% |
42% |
False |
False |
1,297,711 |
| 10 |
125-000 |
123-295 |
1-025 |
0.9% |
0-143 |
0.4% |
32% |
False |
False |
1,821,798 |
| 20 |
125-000 |
123-295 |
1-025 |
0.9% |
0-132 |
0.3% |
32% |
False |
False |
1,019,805 |
| 40 |
125-145 |
123-270 |
1-195 |
1.3% |
0-123 |
0.3% |
26% |
False |
False |
512,589 |
| 60 |
126-000 |
123-270 |
2-050 |
1.7% |
0-109 |
0.3% |
20% |
False |
False |
341,812 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-281 |
|
2.618 |
125-110 |
|
1.618 |
125-005 |
|
1.000 |
124-260 |
|
0.618 |
124-220 |
|
HIGH |
124-155 |
|
0.618 |
124-115 |
|
0.500 |
124-103 |
|
0.382 |
124-090 |
|
LOW |
124-050 |
|
0.618 |
123-305 |
|
1.000 |
123-265 |
|
1.618 |
123-200 |
|
2.618 |
123-095 |
|
4.250 |
122-244 |
|
|
| Fisher Pivots for day following 08-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
124-103 |
124-140 |
| PP |
124-097 |
124-122 |
| S1 |
124-091 |
124-103 |
|