ECBOT 10 Year T-Note Future March 2018
Trading Metrics calculated at close of trading on 19-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2017 |
19-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
124-130 |
124-060 |
-0-070 |
-0.2% |
124-085 |
High |
124-135 |
124-080 |
-0-055 |
-0.1% |
124-210 |
Low |
124-065 |
123-200 |
-0-185 |
-0.5% |
123-290 |
Close |
124-075 |
123-220 |
-0-175 |
-0.4% |
124-135 |
Range |
0-070 |
0-200 |
0-130 |
185.6% |
0-240 |
ATR |
0-130 |
0-135 |
0-005 |
3.9% |
0-000 |
Volume |
752,076 |
1,383,059 |
630,983 |
83.9% |
5,948,302 |
|
Daily Pivots for day following 19-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-233 |
125-107 |
124-010 |
|
R3 |
125-033 |
124-227 |
123-275 |
|
R2 |
124-153 |
124-153 |
123-257 |
|
R1 |
124-027 |
124-027 |
123-238 |
123-310 |
PP |
123-273 |
123-273 |
123-273 |
123-255 |
S1 |
123-147 |
123-147 |
123-202 |
123-110 |
S2 |
123-073 |
123-073 |
123-183 |
|
S3 |
122-193 |
122-267 |
123-165 |
|
S4 |
121-313 |
122-067 |
123-110 |
|
|
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 |
123-200 |
1-010 |
0.8% |
0-149 |
0.4% |
6% |
False |
True |
1,212,281 |
10 |
124-230 |
123-200 |
1-030 |
0.9% |
0-132 |
0.3% |
6% |
False |
True |
1,181,530 |
20 |
125-000 |
123-200 |
1-120 |
1.1% |
0-137 |
0.3% |
5% |
False |
True |
1,399,067 |
40 |
125-065 |
123-200 |
1-185 |
1.3% |
0-128 |
0.3% |
4% |
False |
True |
714,248 |
60 |
125-255 |
123-200 |
2-055 |
1.8% |
0-119 |
0.3% |
3% |
False |
True |
476,529 |
80 |
127-060 |
123-200 |
3-180 |
2.9% |
0-094 |
0.2% |
2% |
False |
True |
357,402 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-290 |
2.618 |
125-284 |
1.618 |
125-084 |
1.000 |
124-280 |
0.618 |
124-204 |
HIGH |
124-080 |
0.618 |
124-004 |
0.500 |
123-300 |
0.382 |
123-276 |
LOW |
123-200 |
0.618 |
123-076 |
1.000 |
123-000 |
1.618 |
122-196 |
2.618 |
121-316 |
4.250 |
120-310 |
|
|
Fisher Pivots for day following 19-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
123-300 |
124-028 |
PP |
123-273 |
123-305 |
S1 |
123-247 |
123-263 |
|