ECBOT 10 Year T-Note Future March 2018
Trading Metrics calculated at close of trading on 21-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2017 |
21-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
123-230 |
123-145 |
-0-085 |
-0.2% |
124-085 |
High |
123-265 |
123-200 |
-0-065 |
-0.2% |
124-210 |
Low |
123-135 |
123-125 |
-0-010 |
0.0% |
123-290 |
Close |
123-145 |
123-165 |
0-020 |
0.1% |
124-135 |
Range |
0-130 |
0-075 |
-0-055 |
-42.3% |
0-240 |
ATR |
0-134 |
0-130 |
-0-004 |
-3.2% |
0-000 |
Volume |
1,289,547 |
845,872 |
-443,675 |
-34.4% |
5,948,302 |
|
Daily Pivots for day following 21-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-068 |
124-032 |
123-206 |
|
R3 |
123-313 |
123-277 |
123-186 |
|
R2 |
123-238 |
123-238 |
123-179 |
|
R1 |
123-202 |
123-202 |
123-172 |
123-220 |
PP |
123-163 |
123-163 |
123-163 |
123-172 |
S1 |
123-127 |
123-127 |
123-158 |
123-145 |
S2 |
123-088 |
123-088 |
123-151 |
|
S3 |
123-013 |
123-052 |
123-144 |
|
S4 |
122-258 |
122-297 |
123-124 |
|
|
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 |
124-175 |
123-125 |
1-050 |
0.9% |
0-116 |
0.3% |
11% |
False |
True |
1,048,149 |
10 |
124-210 |
123-125 |
1-085 |
1.0% |
0-127 |
0.3% |
10% |
False |
True |
1,137,703 |
20 |
125-000 |
123-125 |
1-195 |
1.3% |
0-133 |
0.3% |
8% |
False |
True |
1,438,446 |
40 |
125-065 |
123-125 |
1-260 |
1.5% |
0-125 |
0.3% |
7% |
False |
True |
767,455 |
60 |
125-145 |
123-125 |
2-020 |
1.7% |
0-120 |
0.3% |
6% |
False |
True |
512,109 |
80 |
127-060 |
123-125 |
3-255 |
3.1% |
0-097 |
0.2% |
3% |
False |
True |
384,094 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-199 |
2.618 |
124-076 |
1.618 |
124-001 |
1.000 |
123-275 |
0.618 |
123-246 |
HIGH |
123-200 |
0.618 |
123-171 |
0.500 |
123-162 |
0.382 |
123-154 |
LOW |
123-125 |
0.618 |
123-079 |
1.000 |
123-050 |
1.618 |
123-004 |
2.618 |
122-249 |
4.250 |
122-126 |
|
|
Fisher Pivots for day following 21-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
123-164 |
123-262 |
PP |
123-163 |
123-230 |
S1 |
123-162 |
123-197 |
|