ECBOT 10 Year T-Note Future December 2017
| Trading Metrics calculated at close of trading on 06-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2017 |
06-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
125-120 |
125-055 |
-0-065 |
-0.2% |
125-075 |
| High |
125-140 |
125-070 |
-0-070 |
-0.2% |
125-195 |
| Low |
125-030 |
124-225 |
-0-125 |
-0.3% |
124-225 |
| Close |
125-050 |
125-010 |
-0-040 |
-0.1% |
125-010 |
| Range |
0-110 |
0-165 |
0-055 |
50.0% |
0-290 |
| ATR |
0-137 |
0-139 |
0-002 |
1.5% |
0-000 |
| Volume |
990,526 |
1,810,859 |
820,333 |
82.8% |
6,288,537 |
|
| Daily Pivots for day following 06-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-170 |
126-095 |
125-101 |
|
| R3 |
126-005 |
125-250 |
125-055 |
|
| R2 |
125-160 |
125-160 |
125-040 |
|
| R1 |
125-085 |
125-085 |
125-025 |
125-040 |
| PP |
124-315 |
124-315 |
124-315 |
124-293 |
| S1 |
124-240 |
124-240 |
124-315 |
124-195 |
| S2 |
124-150 |
124-150 |
124-300 |
|
| S3 |
123-305 |
124-075 |
124-285 |
|
| S4 |
123-140 |
123-230 |
124-239 |
|
|
| Weekly Pivots for week ending 06-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-267 |
127-108 |
125-170 |
|
| R3 |
126-297 |
126-138 |
125-090 |
|
| R2 |
126-007 |
126-007 |
125-063 |
|
| R1 |
125-168 |
125-168 |
125-037 |
125-103 |
| PP |
125-037 |
125-037 |
125-037 |
125-004 |
| S1 |
124-198 |
124-198 |
124-303 |
124-132 |
| S2 |
124-067 |
124-067 |
124-277 |
|
| S3 |
123-097 |
123-228 |
124-250 |
|
| S4 |
122-127 |
122-258 |
124-171 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-195 |
124-225 |
0-290 |
0.7% |
0-134 |
0.3% |
36% |
False |
True |
1,257,707 |
| 10 |
126-045 |
124-225 |
1-140 |
1.1% |
0-140 |
0.3% |
23% |
False |
True |
1,413,010 |
| 20 |
127-100 |
124-225 |
2-195 |
2.1% |
0-132 |
0.3% |
13% |
False |
True |
1,295,533 |
| 40 |
127-285 |
124-225 |
3-060 |
2.5% |
0-136 |
0.3% |
10% |
False |
True |
1,066,965 |
| 60 |
127-285 |
124-225 |
3-060 |
2.5% |
0-134 |
0.3% |
10% |
False |
True |
713,128 |
| 80 |
127-285 |
124-140 |
3-145 |
2.8% |
0-129 |
0.3% |
17% |
False |
False |
535,124 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-131 |
|
2.618 |
126-182 |
|
1.618 |
126-017 |
|
1.000 |
125-235 |
|
0.618 |
125-172 |
|
HIGH |
125-070 |
|
0.618 |
125-007 |
|
0.500 |
124-308 |
|
0.382 |
124-288 |
|
LOW |
124-225 |
|
0.618 |
124-123 |
|
1.000 |
124-060 |
|
1.618 |
123-278 |
|
2.618 |
123-113 |
|
4.250 |
122-164 |
|
|
| Fisher Pivots for day following 06-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
125-003 |
125-050 |
| PP |
124-315 |
125-037 |
| S1 |
124-308 |
125-023 |
|