ECBOT 10 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 13-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2017 |
13-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
124-080 |
124-035 |
-0-045 |
-0.1% |
123-310 |
| High |
124-110 |
124-210 |
0-100 |
0.3% |
124-230 |
| Low |
124-000 |
123-290 |
-0-030 |
-0.1% |
123-300 |
| Close |
124-040 |
124-195 |
0-155 |
0.4% |
124-085 |
| Range |
0-110 |
0-240 |
0-130 |
118.2% |
0-250 |
| ATR |
0-129 |
0-137 |
0-008 |
6.2% |
0-000 |
| Volume |
1,175,166 |
1,658,239 |
483,073 |
41.1% |
6,488,556 |
|
| Daily Pivots for day following 13-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-205 |
126-120 |
125-007 |
|
| R3 |
125-285 |
125-200 |
124-261 |
|
| R2 |
125-045 |
125-045 |
124-239 |
|
| R1 |
124-280 |
124-280 |
124-217 |
125-003 |
| PP |
124-125 |
124-125 |
124-125 |
124-146 |
| S1 |
124-040 |
124-040 |
124-173 |
124-083 |
| S2 |
123-205 |
123-205 |
124-151 |
|
| S3 |
122-285 |
123-120 |
124-129 |
|
| S4 |
122-045 |
122-200 |
124-063 |
|
|
| 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 |
124-210 |
123-290 |
0-240 |
0.6% |
0-136 |
0.3% |
94% |
True |
True |
1,209,089 |
| 10 |
124-275 |
123-290 |
0-305 |
0.8% |
0-149 |
0.4% |
74% |
False |
True |
1,586,781 |
| 20 |
125-000 |
123-290 |
1-030 |
0.9% |
0-136 |
0.3% |
64% |
False |
True |
1,198,406 |
| 40 |
125-065 |
123-270 |
1-115 |
1.1% |
0-126 |
0.3% |
56% |
False |
False |
604,354 |
| 60 |
125-260 |
123-270 |
1-310 |
1.6% |
0-116 |
0.3% |
39% |
False |
False |
403,149 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-270 |
|
2.618 |
126-198 |
|
1.618 |
125-278 |
|
1.000 |
125-130 |
|
0.618 |
125-038 |
|
HIGH |
124-210 |
|
0.618 |
124-118 |
|
0.500 |
124-090 |
|
0.382 |
124-062 |
|
LOW |
123-290 |
|
0.618 |
123-142 |
|
1.000 |
123-050 |
|
1.618 |
122-222 |
|
2.618 |
121-302 |
|
4.250 |
120-230 |
|
|
| Fisher Pivots for day following 13-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
124-160 |
124-160 |
| PP |
124-125 |
124-125 |
| S1 |
124-090 |
124-090 |
|