ECBOT 10 Year T-Note Future March 2018
Trading Metrics calculated at close of trading on 27-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2017 |
27-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
123-155 |
123-180 |
0-025 |
0.1% |
124-130 |
High |
123-215 |
124-005 |
0-110 |
0.3% |
124-135 |
Low |
123-135 |
123-170 |
0-035 |
0.1% |
123-125 |
Close |
123-200 |
123-315 |
0-115 |
0.3% |
123-150 |
Range |
0-080 |
0-155 |
0-075 |
93.7% |
1-010 |
ATR |
0-120 |
0-123 |
0-002 |
2.1% |
0-000 |
Volume |
317,247 |
783,811 |
466,564 |
147.1% |
4,770,533 |
|
Daily Pivots for day following 27-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-095 |
125-040 |
124-080 |
|
R3 |
124-260 |
124-205 |
124-038 |
|
R2 |
124-105 |
124-105 |
124-023 |
|
R1 |
124-050 |
124-050 |
124-009 |
124-077 |
PP |
123-270 |
123-270 |
123-270 |
123-284 |
S1 |
123-215 |
123-215 |
123-301 |
123-243 |
S2 |
123-115 |
123-115 |
123-287 |
|
S3 |
122-280 |
123-060 |
123-272 |
|
S4 |
122-125 |
122-225 |
123-230 |
|
|
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 |
124-005 |
123-125 |
0-200 |
0.5% |
0-095 |
0.2% |
95% |
True |
False |
747,291 |
10 |
124-210 |
123-125 |
1-085 |
1.0% |
0-122 |
0.3% |
47% |
False |
False |
979,786 |
20 |
124-275 |
123-125 |
1-150 |
1.2% |
0-133 |
0.3% |
40% |
False |
False |
1,293,173 |
40 |
125-065 |
123-125 |
1-260 |
1.5% |
0-122 |
0.3% |
33% |
False |
False |
807,140 |
60 |
125-145 |
123-125 |
2-020 |
1.7% |
0-118 |
0.3% |
29% |
False |
False |
538,766 |
80 |
127-060 |
123-125 |
3-255 |
3.1% |
0-100 |
0.3% |
16% |
False |
False |
404,107 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-024 |
2.618 |
125-091 |
1.618 |
124-256 |
1.000 |
124-160 |
0.618 |
124-101 |
HIGH |
124-005 |
0.618 |
123-266 |
0.500 |
123-248 |
0.382 |
123-229 |
LOW |
123-170 |
0.618 |
123-074 |
1.000 |
123-015 |
1.618 |
122-239 |
2.618 |
122-084 |
4.250 |
121-151 |
|
|
Fisher Pivots for day following 27-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
123-293 |
123-287 |
PP |
123-270 |
123-258 |
S1 |
123-248 |
123-230 |
|