ECBOT 10 Year T-Note Future March 2018
Trading Metrics calculated at close of trading on 26-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2017 |
26-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
123-150 |
123-155 |
0-005 |
0.0% |
124-130 |
High |
123-175 |
123-215 |
0-040 |
0.1% |
124-135 |
Low |
123-140 |
123-135 |
-0-005 |
0.0% |
123-125 |
Close |
123-150 |
123-200 |
0-050 |
0.1% |
123-150 |
Range |
0-035 |
0-080 |
0-045 |
128.5% |
1-010 |
ATR |
0-123 |
0-120 |
-0-003 |
-2.5% |
0-000 |
Volume |
499,979 |
317,247 |
-182,732 |
-36.5% |
4,770,533 |
|
Daily Pivots for day following 26-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-103 |
124-072 |
123-244 |
|
R3 |
124-023 |
123-312 |
123-222 |
|
R2 |
123-263 |
123-263 |
123-215 |
|
R1 |
123-232 |
123-232 |
123-207 |
123-248 |
PP |
123-183 |
123-183 |
123-183 |
123-191 |
S1 |
123-152 |
123-152 |
123-193 |
123-168 |
S2 |
123-103 |
123-103 |
123-185 |
|
S3 |
123-023 |
123-072 |
123-178 |
|
S4 |
122-263 |
122-312 |
123-156 |
|
|
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 |
124-080 |
123-125 |
0-275 |
0.7% |
0-104 |
0.3% |
27% |
False |
False |
867,140 |
10 |
124-210 |
123-125 |
1-085 |
1.0% |
0-118 |
0.3% |
19% |
False |
False |
1,018,921 |
20 |
125-000 |
123-125 |
1-195 |
1.3% |
0-130 |
0.3% |
15% |
False |
False |
1,355,791 |
40 |
125-065 |
123-125 |
1-260 |
1.5% |
0-120 |
0.3% |
13% |
False |
False |
787,774 |
60 |
125-145 |
123-125 |
2-020 |
1.7% |
0-117 |
0.3% |
11% |
False |
False |
525,712 |
80 |
127-060 |
123-125 |
3-255 |
3.1% |
0-098 |
0.2% |
6% |
False |
False |
394,310 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-235 |
2.618 |
124-104 |
1.618 |
124-024 |
1.000 |
123-295 |
0.618 |
123-264 |
HIGH |
123-215 |
0.618 |
123-184 |
0.500 |
123-175 |
0.382 |
123-166 |
LOW |
123-135 |
0.618 |
123-086 |
1.000 |
123-055 |
1.618 |
123-006 |
2.618 |
122-246 |
4.250 |
122-115 |
|
|
Fisher Pivots for day following 26-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
123-192 |
123-190 |
PP |
123-183 |
123-180 |
S1 |
123-175 |
123-170 |
|