ECBOT 10 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 14-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2017 |
14-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
124-035 |
124-205 |
0-170 |
0.4% |
123-310 |
| High |
124-210 |
124-210 |
0-000 |
0.0% |
124-230 |
| Low |
123-290 |
124-080 |
0-110 |
0.3% |
123-300 |
| Close |
124-195 |
124-180 |
-0-015 |
0.0% |
124-085 |
| Range |
0-240 |
0-130 |
-0-110 |
-45.8% |
0-250 |
| ATR |
0-137 |
0-136 |
0-000 |
-0.3% |
0-000 |
| Volume |
1,658,239 |
1,297,841 |
-360,398 |
-21.7% |
6,488,556 |
|
| Daily Pivots for day following 14-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-227 |
125-173 |
124-252 |
|
| R3 |
125-097 |
125-043 |
124-216 |
|
| R2 |
124-287 |
124-287 |
124-204 |
|
| R1 |
124-233 |
124-233 |
124-192 |
124-195 |
| PP |
124-157 |
124-157 |
124-157 |
124-138 |
| S1 |
124-103 |
124-103 |
124-168 |
124-065 |
| S2 |
124-027 |
124-027 |
124-156 |
|
| S3 |
123-217 |
123-293 |
124-144 |
|
| S4 |
123-087 |
123-163 |
124-108 |
|
|
| 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% |
0-138 |
0.3% |
87% |
True |
False |
1,227,257 |
| 10 |
124-275 |
123-290 |
0-305 |
0.8% |
0-147 |
0.4% |
69% |
False |
False |
1,457,557 |
| 20 |
125-000 |
123-290 |
1-030 |
0.9% |
0-136 |
0.3% |
60% |
False |
False |
1,260,788 |
| 40 |
125-065 |
123-270 |
1-115 |
1.1% |
0-128 |
0.3% |
53% |
False |
False |
636,782 |
| 60 |
125-260 |
123-270 |
1-310 |
1.6% |
0-116 |
0.3% |
37% |
False |
False |
424,778 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-123 |
|
2.618 |
125-230 |
|
1.618 |
125-100 |
|
1.000 |
125-020 |
|
0.618 |
124-290 |
|
HIGH |
124-210 |
|
0.618 |
124-160 |
|
0.500 |
124-145 |
|
0.382 |
124-130 |
|
LOW |
124-080 |
|
0.618 |
124-000 |
|
1.000 |
123-270 |
|
1.618 |
123-190 |
|
2.618 |
123-060 |
|
4.250 |
122-167 |
|
|
| Fisher Pivots for day following 14-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
124-168 |
124-150 |
| PP |
124-157 |
124-120 |
| S1 |
124-145 |
124-090 |
|