ECBOT 10 Year T-Note Future March 2018
Trading Metrics calculated at close of trading on 22-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2017 |
22-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
123-145 |
123-150 |
0-005 |
0.0% |
124-130 |
High |
123-200 |
123-175 |
-0-025 |
-0.1% |
124-135 |
Low |
123-125 |
123-140 |
0-015 |
0.0% |
123-125 |
Close |
123-165 |
123-150 |
-0-015 |
0.0% |
123-150 |
Range |
0-075 |
0-035 |
-0-040 |
-53.3% |
1-010 |
ATR |
0-130 |
0-123 |
-0-007 |
-5.2% |
0-000 |
Volume |
845,872 |
499,979 |
-345,893 |
-40.9% |
4,770,533 |
|
Daily Pivots for day following 22-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-260 |
123-240 |
123-169 |
|
R3 |
123-225 |
123-205 |
123-160 |
|
R2 |
123-190 |
123-190 |
123-156 |
|
R1 |
123-170 |
123-170 |
123-153 |
123-168 |
PP |
123-155 |
123-155 |
123-155 |
123-154 |
S1 |
123-135 |
123-135 |
123-147 |
123-133 |
S2 |
123-120 |
123-120 |
123-144 |
|
S3 |
123-085 |
123-100 |
123-140 |
|
S4 |
123-050 |
123-065 |
123-131 |
|
|
Weekly Pivots for week ending 22-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-273 |
126-062 |
124-012 |
|
R3 |
125-263 |
125-052 |
123-241 |
|
R2 |
124-253 |
124-253 |
123-211 |
|
R1 |
124-042 |
124-042 |
123-180 |
123-303 |
PP |
123-243 |
123-243 |
123-243 |
123-214 |
S1 |
123-032 |
123-032 |
123-120 |
122-292 |
S2 |
122-233 |
122-233 |
123-090 |
|
S3 |
121-223 |
122-022 |
123-059 |
|
S4 |
120-213 |
121-012 |
122-289 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
124-135 |
123-125 |
1-010 |
0.8% |
0-102 |
0.3% |
8% |
False |
False |
954,106 |
10 |
124-210 |
123-125 |
1-085 |
1.0% |
0-120 |
0.3% |
6% |
False |
False |
1,071,883 |
20 |
125-000 |
123-125 |
1-195 |
1.3% |
0-131 |
0.3% |
5% |
False |
False |
1,446,841 |
40 |
125-065 |
123-125 |
1-260 |
1.5% |
0-123 |
0.3% |
4% |
False |
False |
779,935 |
60 |
125-145 |
123-125 |
2-020 |
1.7% |
0-118 |
0.3% |
4% |
False |
False |
520,432 |
80 |
127-060 |
123-125 |
3-255 |
3.1% |
0-097 |
0.2% |
2% |
False |
False |
390,344 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-004 |
2.618 |
123-267 |
1.618 |
123-232 |
1.000 |
123-210 |
0.618 |
123-197 |
HIGH |
123-175 |
0.618 |
123-162 |
0.500 |
123-158 |
0.382 |
123-153 |
LOW |
123-140 |
0.618 |
123-118 |
1.000 |
123-105 |
1.618 |
123-083 |
2.618 |
123-048 |
4.250 |
122-311 |
|
|
Fisher Pivots for day following 22-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
123-158 |
123-195 |
PP |
123-155 |
123-180 |
S1 |
123-153 |
123-165 |
|