ECBOT 10 Year T-Note Future March 2018
Trading Metrics calculated at close of trading on 28-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2017 |
28-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
123-180 |
123-305 |
0-125 |
0.3% |
124-130 |
High |
124-005 |
123-310 |
-0-015 |
0.0% |
124-135 |
Low |
123-170 |
123-245 |
0-075 |
0.2% |
123-125 |
Close |
123-315 |
123-270 |
-0-045 |
-0.1% |
123-150 |
Range |
0-155 |
0-065 |
-0-090 |
-58.0% |
1-010 |
ATR |
0-123 |
0-119 |
-0-004 |
-3.1% |
0-000 |
Volume |
783,811 |
767,669 |
-16,142 |
-2.1% |
4,770,533 |
|
Daily Pivots for day following 28-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-150 |
124-115 |
123-306 |
|
R3 |
124-085 |
124-050 |
123-288 |
|
R2 |
124-020 |
124-020 |
123-282 |
|
R1 |
123-305 |
123-305 |
123-276 |
123-290 |
PP |
123-275 |
123-275 |
123-275 |
123-268 |
S1 |
123-240 |
123-240 |
123-264 |
123-225 |
S2 |
123-210 |
123-210 |
123-258 |
|
S3 |
123-145 |
123-175 |
123-252 |
|
S4 |
123-080 |
123-110 |
123-234 |
|
|
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% |
0-082 |
0.2% |
73% |
False |
False |
642,915 |
10 |
124-210 |
123-125 |
1-085 |
1.0% |
0-105 |
0.3% |
36% |
False |
False |
890,729 |
20 |
124-275 |
123-125 |
1-150 |
1.2% |
0-127 |
0.3% |
31% |
False |
False |
1,238,755 |
40 |
125-065 |
123-125 |
1-260 |
1.5% |
0-121 |
0.3% |
25% |
False |
False |
826,139 |
60 |
125-145 |
123-125 |
2-020 |
1.7% |
0-117 |
0.3% |
22% |
False |
False |
551,554 |
80 |
127-060 |
123-125 |
3-255 |
3.1% |
0-101 |
0.3% |
12% |
False |
False |
413,703 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-266 |
2.618 |
124-160 |
1.618 |
124-095 |
1.000 |
124-055 |
0.618 |
124-030 |
HIGH |
123-310 |
0.618 |
123-285 |
0.500 |
123-278 |
0.382 |
123-270 |
LOW |
123-245 |
0.618 |
123-205 |
1.000 |
123-180 |
1.618 |
123-140 |
2.618 |
123-075 |
4.250 |
122-289 |
|
|
Fisher Pivots for day following 28-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
123-278 |
123-257 |
PP |
123-275 |
123-243 |
S1 |
123-273 |
123-230 |
|