ECBOT 10 Year T-Note Future March 2018
Trading Metrics calculated at close of trading on 29-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2017 |
29-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
123-305 |
123-265 |
-0-040 |
-0.1% |
123-155 |
High |
123-310 |
124-025 |
0-035 |
0.1% |
124-025 |
Low |
123-245 |
123-260 |
0-015 |
0.0% |
123-135 |
Close |
123-270 |
124-015 |
0-065 |
0.2% |
124-015 |
Range |
0-065 |
0-085 |
0-020 |
30.7% |
0-210 |
ATR |
0-119 |
0-117 |
-0-002 |
-2.0% |
0-000 |
Volume |
767,669 |
699,637 |
-68,032 |
-8.9% |
2,568,364 |
|
Daily Pivots for day following 29-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-248 |
124-217 |
124-062 |
|
R3 |
124-163 |
124-132 |
124-038 |
|
R2 |
124-078 |
124-078 |
124-031 |
|
R1 |
124-047 |
124-047 |
124-023 |
124-062 |
PP |
123-313 |
123-313 |
123-313 |
124-001 |
S1 |
123-282 |
123-282 |
124-007 |
123-298 |
S2 |
123-228 |
123-228 |
123-319 |
|
S3 |
123-143 |
123-197 |
123-312 |
|
S4 |
123-058 |
123-112 |
123-288 |
|
|
Weekly Pivots for week ending 29-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-262 |
125-188 |
124-130 |
|
R3 |
125-052 |
124-298 |
124-073 |
|
R2 |
124-162 |
124-162 |
124-054 |
|
R1 |
124-088 |
124-088 |
124-034 |
124-125 |
PP |
123-272 |
123-272 |
123-272 |
123-290 |
S1 |
123-198 |
123-198 |
123-316 |
123-235 |
S2 |
123-062 |
123-062 |
123-297 |
|
S3 |
122-172 |
122-308 |
123-277 |
|
S4 |
121-282 |
122-098 |
123-220 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
124-025 |
123-135 |
0-210 |
0.5% |
0-084 |
0.2% |
95% |
True |
False |
613,668 |
10 |
124-175 |
123-125 |
1-050 |
0.9% |
0-100 |
0.3% |
57% |
False |
False |
830,908 |
20 |
124-275 |
123-125 |
1-150 |
1.2% |
0-123 |
0.3% |
45% |
False |
False |
1,144,233 |
40 |
125-065 |
123-125 |
1-260 |
1.5% |
0-120 |
0.3% |
36% |
False |
False |
843,472 |
60 |
125-145 |
123-125 |
2-020 |
1.7% |
0-117 |
0.3% |
32% |
False |
False |
563,213 |
80 |
127-060 |
123-125 |
3-255 |
3.1% |
0-102 |
0.3% |
17% |
False |
False |
422,449 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-066 |
2.618 |
124-248 |
1.618 |
124-163 |
1.000 |
124-110 |
0.618 |
124-078 |
HIGH |
124-025 |
0.618 |
123-313 |
0.500 |
123-302 |
0.382 |
123-292 |
LOW |
123-260 |
0.618 |
123-207 |
1.000 |
123-175 |
1.618 |
123-122 |
2.618 |
123-037 |
4.250 |
122-219 |
|
|
Fisher Pivots for day following 29-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
124-004 |
123-309 |
PP |
123-313 |
123-283 |
S1 |
123-302 |
123-258 |
|