ECBOT 10 Year T-Note Future December 2017
| Trading Metrics calculated at close of trading on 16-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2017 |
16-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
124-255 |
125-040 |
0-105 |
0.3% |
125-075 |
| High |
125-070 |
125-040 |
-0-030 |
-0.1% |
125-150 |
| Low |
124-245 |
124-245 |
0-000 |
0.0% |
124-210 |
| Close |
125-015 |
124-275 |
-0-060 |
-0.1% |
124-225 |
| Range |
0-145 |
0-115 |
-0-030 |
-20.7% |
0-260 |
| ATR |
0-126 |
0-125 |
-0-001 |
-0.6% |
0-000 |
| Volume |
1,794,617 |
1,145,954 |
-648,663 |
-36.1% |
6,310,170 |
|
| Daily Pivots for day following 16-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-318 |
125-252 |
125-018 |
|
| R3 |
125-203 |
125-137 |
124-307 |
|
| R2 |
125-088 |
125-088 |
124-296 |
|
| R1 |
125-022 |
125-022 |
124-286 |
124-318 |
| PP |
124-293 |
124-293 |
124-293 |
124-281 |
| S1 |
124-227 |
124-227 |
124-264 |
124-202 |
| S2 |
124-178 |
124-178 |
124-254 |
|
| S3 |
124-063 |
124-112 |
124-243 |
|
| S4 |
123-268 |
123-317 |
124-212 |
|
|
| Weekly Pivots for week ending 10-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-122 |
126-273 |
125-048 |
|
| R3 |
126-182 |
126-013 |
124-296 |
|
| R2 |
125-242 |
125-242 |
124-273 |
|
| R1 |
125-073 |
125-073 |
124-249 |
125-028 |
| PP |
124-302 |
124-302 |
124-302 |
124-279 |
| S1 |
124-133 |
124-133 |
124-201 |
124-088 |
| S2 |
124-042 |
124-042 |
124-177 |
|
| S3 |
123-102 |
123-193 |
124-153 |
|
| S4 |
122-162 |
122-253 |
124-082 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-070 |
124-160 |
0-230 |
0.6% |
0-128 |
0.3% |
50% |
False |
False |
1,304,138 |
| 10 |
125-150 |
124-160 |
0-310 |
0.8% |
0-115 |
0.3% |
37% |
False |
False |
1,281,767 |
| 20 |
125-150 |
124-060 |
1-090 |
1.0% |
0-125 |
0.3% |
52% |
False |
False |
1,407,485 |
| 40 |
126-045 |
124-060 |
1-305 |
1.6% |
0-126 |
0.3% |
34% |
False |
False |
1,336,886 |
| 60 |
127-285 |
124-060 |
3-225 |
3.0% |
0-129 |
0.3% |
18% |
False |
False |
1,332,886 |
| 80 |
127-285 |
124-060 |
3-225 |
3.0% |
0-129 |
0.3% |
18% |
False |
False |
1,011,035 |
| 100 |
127-285 |
124-060 |
3-225 |
3.0% |
0-129 |
0.3% |
18% |
False |
False |
809,211 |
| 120 |
127-285 |
124-060 |
3-225 |
3.0% |
0-120 |
0.3% |
18% |
False |
False |
674,362 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-209 |
|
2.618 |
126-021 |
|
1.618 |
125-226 |
|
1.000 |
125-155 |
|
0.618 |
125-111 |
|
HIGH |
125-040 |
|
0.618 |
124-316 |
|
0.500 |
124-302 |
|
0.382 |
124-289 |
|
LOW |
124-245 |
|
0.618 |
124-174 |
|
1.000 |
124-130 |
|
1.618 |
124-059 |
|
2.618 |
123-264 |
|
4.250 |
123-076 |
|
|
| Fisher Pivots for day following 16-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
124-302 |
124-275 |
| PP |
124-293 |
124-275 |
| S1 |
124-284 |
124-275 |
|