ECBOT 10 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 18-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2017 |
18-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
124-160 |
124-130 |
-0-030 |
-0.1% |
124-085 |
| High |
124-175 |
124-135 |
-0-040 |
-0.1% |
124-210 |
| Low |
124-070 |
124-065 |
-0-005 |
0.0% |
123-290 |
| Close |
124-135 |
124-075 |
-0-060 |
-0.2% |
124-135 |
| Range |
0-105 |
0-070 |
-0-035 |
-33.3% |
0-240 |
| ATR |
0-134 |
0-130 |
-0-005 |
-3.4% |
0-000 |
| Volume |
970,192 |
752,076 |
-218,116 |
-22.5% |
5,948,302 |
|
| Daily Pivots for day following 18-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-302 |
124-258 |
124-114 |
|
| R3 |
124-232 |
124-188 |
124-094 |
|
| R2 |
124-162 |
124-162 |
124-088 |
|
| R1 |
124-118 |
124-118 |
124-081 |
124-105 |
| PP |
124-092 |
124-092 |
124-092 |
124-085 |
| S1 |
124-048 |
124-048 |
124-069 |
124-035 |
| S2 |
124-022 |
124-022 |
124-062 |
|
| S3 |
123-272 |
123-298 |
124-056 |
|
| S4 |
123-202 |
123-228 |
124-036 |
|
|
| Weekly Pivots for week ending 15-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-185 |
126-080 |
124-267 |
|
| R3 |
125-265 |
125-160 |
124-201 |
|
| R2 |
125-025 |
125-025 |
124-179 |
|
| R1 |
124-240 |
124-240 |
124-157 |
124-293 |
| PP |
124-105 |
124-105 |
124-105 |
124-131 |
| S1 |
124-000 |
124-000 |
124-113 |
124-053 |
| S2 |
123-185 |
123-185 |
124-091 |
|
| S3 |
122-265 |
123-080 |
124-069 |
|
| S4 |
122-025 |
122-160 |
124-003 |
|
|
| 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% |
0-131 |
0.3% |
44% |
False |
False |
1,170,702 |
| 10 |
124-230 |
123-290 |
0-260 |
0.7% |
0-122 |
0.3% |
40% |
False |
False |
1,178,241 |
| 20 |
125-000 |
123-290 |
1-030 |
0.9% |
0-134 |
0.3% |
30% |
False |
False |
1,338,577 |
| 40 |
125-065 |
123-270 |
1-115 |
1.1% |
0-125 |
0.3% |
29% |
False |
False |
679,761 |
| 60 |
125-260 |
123-270 |
1-310 |
1.6% |
0-116 |
0.3% |
20% |
False |
False |
453,479 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-113 |
|
2.618 |
124-318 |
|
1.618 |
124-248 |
|
1.000 |
124-205 |
|
0.618 |
124-178 |
|
HIGH |
124-135 |
|
0.618 |
124-108 |
|
0.500 |
124-100 |
|
0.382 |
124-092 |
|
LOW |
124-065 |
|
0.618 |
124-022 |
|
1.000 |
123-315 |
|
1.618 |
123-272 |
|
2.618 |
123-202 |
|
4.250 |
123-087 |
|
|
| Fisher Pivots for day following 18-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
124-100 |
124-138 |
| PP |
124-092 |
124-117 |
| S1 |
124-083 |
124-096 |
|