ECBOT 10 Year T-Note Future December 2017
| Trading Metrics calculated at close of trading on 09-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2017 |
09-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
125-055 |
125-015 |
-0-040 |
-0.1% |
125-075 |
| High |
125-070 |
125-055 |
-0-015 |
0.0% |
125-195 |
| Low |
124-225 |
124-315 |
0-090 |
0.2% |
124-225 |
| Close |
125-010 |
125-030 |
0-020 |
0.0% |
125-010 |
| Range |
0-165 |
0-060 |
-0-105 |
-63.6% |
0-290 |
| ATR |
0-139 |
0-133 |
-0-006 |
-4.1% |
0-000 |
| Volume |
1,810,859 |
248,732 |
-1,562,127 |
-86.3% |
6,288,537 |
|
| Daily Pivots for day following 09-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-207 |
125-178 |
125-063 |
|
| R3 |
125-147 |
125-118 |
125-047 |
|
| R2 |
125-087 |
125-087 |
125-041 |
|
| R1 |
125-058 |
125-058 |
125-036 |
125-073 |
| PP |
125-027 |
125-027 |
125-027 |
125-034 |
| S1 |
124-318 |
124-318 |
125-025 |
125-013 |
| S2 |
124-287 |
124-287 |
125-019 |
|
| S3 |
124-227 |
124-258 |
125-014 |
|
| S4 |
124-167 |
124-198 |
124-317 |
|
|
| 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% |
0-117 |
0.3% |
43% |
False |
False |
1,042,999 |
| 10 |
126-040 |
124-225 |
1-135 |
1.1% |
0-133 |
0.3% |
27% |
False |
False |
1,311,817 |
| 20 |
127-005 |
124-225 |
2-100 |
1.8% |
0-128 |
0.3% |
17% |
False |
False |
1,259,214 |
| 40 |
127-285 |
124-225 |
3-060 |
2.5% |
0-135 |
0.3% |
12% |
False |
False |
1,072,619 |
| 60 |
127-285 |
124-225 |
3-060 |
2.5% |
0-131 |
0.3% |
12% |
False |
False |
717,247 |
| 80 |
127-285 |
124-140 |
3-145 |
2.8% |
0-128 |
0.3% |
19% |
False |
False |
538,233 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-310 |
|
2.618 |
125-212 |
|
1.618 |
125-152 |
|
1.000 |
125-115 |
|
0.618 |
125-092 |
|
HIGH |
125-055 |
|
0.618 |
125-032 |
|
0.500 |
125-025 |
|
0.382 |
125-018 |
|
LOW |
124-315 |
|
0.618 |
124-278 |
|
1.000 |
124-255 |
|
1.618 |
124-218 |
|
2.618 |
124-158 |
|
4.250 |
124-060 |
|
|
| Fisher Pivots for day following 09-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
125-028 |
125-028 |
| PP |
125-027 |
125-025 |
| S1 |
125-025 |
125-022 |
|