ECBOT 10 Year T-Note Future March 2018
Trading Metrics calculated at close of trading on 20-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2017 |
20-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
124-060 |
123-230 |
-0-150 |
-0.4% |
124-085 |
High |
124-080 |
123-265 |
-0-135 |
-0.3% |
124-210 |
Low |
123-200 |
123-135 |
-0-065 |
-0.2% |
123-290 |
Close |
123-220 |
123-145 |
-0-075 |
-0.2% |
124-135 |
Range |
0-200 |
0-130 |
-0-070 |
-35.0% |
0-240 |
ATR |
0-135 |
0-134 |
0-000 |
-0.3% |
0-000 |
Volume |
1,383,059 |
1,289,547 |
-93,512 |
-6.8% |
5,948,302 |
|
Daily Pivots for day following 20-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-252 |
124-168 |
123-216 |
|
R3 |
124-122 |
124-038 |
123-181 |
|
R2 |
123-312 |
123-312 |
123-169 |
|
R1 |
123-228 |
123-228 |
123-157 |
123-205 |
PP |
123-182 |
123-182 |
123-182 |
123-170 |
S1 |
123-098 |
123-098 |
123-133 |
123-075 |
S2 |
123-052 |
123-052 |
123-121 |
|
S3 |
122-242 |
122-288 |
123-109 |
|
S4 |
122-112 |
122-158 |
123-074 |
|
|
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 |
123-135 |
1-075 |
1.0% |
0-127 |
0.3% |
3% |
False |
True |
1,138,543 |
10 |
124-210 |
123-135 |
1-075 |
1.0% |
0-132 |
0.3% |
3% |
False |
True |
1,173,816 |
20 |
125-000 |
123-135 |
1-185 |
1.3% |
0-138 |
0.3% |
2% |
False |
True |
1,436,586 |
40 |
125-065 |
123-135 |
1-250 |
1.4% |
0-127 |
0.3% |
2% |
False |
True |
746,383 |
60 |
125-145 |
123-135 |
2-010 |
1.6% |
0-120 |
0.3% |
2% |
False |
True |
498,020 |
80 |
127-060 |
123-135 |
3-245 |
3.1% |
0-096 |
0.2% |
1% |
False |
True |
373,521 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-177 |
2.618 |
124-285 |
1.618 |
124-155 |
1.000 |
124-075 |
0.618 |
124-025 |
HIGH |
123-265 |
0.618 |
123-215 |
0.500 |
123-200 |
0.382 |
123-185 |
LOW |
123-135 |
0.618 |
123-055 |
1.000 |
123-005 |
1.618 |
122-245 |
2.618 |
122-115 |
4.250 |
121-223 |
|
|
Fisher Pivots for day following 20-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
123-200 |
123-295 |
PP |
123-182 |
123-245 |
S1 |
123-163 |
123-195 |
|