ECBOT 10 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 05-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2017 |
05-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
123-310 |
124-090 |
0-100 |
0.3% |
124-230 |
| High |
124-105 |
124-125 |
0-020 |
0.1% |
125-000 |
| Low |
123-300 |
124-025 |
0-045 |
0.1% |
123-295 |
| Close |
124-080 |
124-110 |
0-030 |
0.1% |
124-135 |
| Range |
0-125 |
0-100 |
-0-025 |
-20.0% |
1-025 |
| ATR |
0-138 |
0-135 |
-0-003 |
-2.0% |
0-000 |
| Volume |
1,406,518 |
1,350,168 |
-56,350 |
-4.0% |
11,729,432 |
|
| Daily Pivots for day following 05-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-067 |
125-028 |
124-165 |
|
| R3 |
124-287 |
124-248 |
124-138 |
|
| R2 |
124-187 |
124-187 |
124-128 |
|
| R1 |
124-148 |
124-148 |
124-119 |
124-168 |
| PP |
124-087 |
124-087 |
124-087 |
124-096 |
| S1 |
124-048 |
124-048 |
124-101 |
124-068 |
| S2 |
123-307 |
123-307 |
124-092 |
|
| S3 |
123-207 |
123-268 |
124-083 |
|
| S4 |
123-107 |
123-168 |
124-055 |
|
|
| Weekly Pivots for week ending 01-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-218 |
127-042 |
125-005 |
|
| R3 |
126-193 |
126-017 |
124-230 |
|
| R2 |
125-168 |
125-168 |
124-198 |
|
| R1 |
124-312 |
124-312 |
124-167 |
124-228 |
| PP |
124-143 |
124-143 |
124-143 |
124-101 |
| S1 |
123-287 |
123-287 |
124-103 |
123-203 |
| S2 |
123-118 |
123-118 |
124-072 |
|
| S3 |
122-093 |
122-262 |
124-040 |
|
| S4 |
121-068 |
121-237 |
123-265 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-275 |
123-295 |
0-300 |
0.8% |
0-173 |
0.4% |
45% |
False |
False |
2,062,341 |
| 10 |
125-000 |
123-295 |
1-025 |
0.9% |
0-142 |
0.4% |
39% |
False |
False |
1,616,604 |
| 20 |
125-065 |
123-295 |
1-090 |
1.0% |
0-128 |
0.3% |
33% |
False |
False |
834,882 |
| 40 |
125-145 |
123-270 |
1-195 |
1.3% |
0-120 |
0.3% |
31% |
False |
False |
419,302 |
| 60 |
126-105 |
123-270 |
2-155 |
2.0% |
0-103 |
0.3% |
20% |
False |
False |
279,614 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-230 |
|
2.618 |
125-067 |
|
1.618 |
124-287 |
|
1.000 |
124-225 |
|
0.618 |
124-187 |
|
HIGH |
124-125 |
|
0.618 |
124-087 |
|
0.500 |
124-075 |
|
0.382 |
124-063 |
|
LOW |
124-025 |
|
0.618 |
123-283 |
|
1.000 |
123-245 |
|
1.618 |
123-183 |
|
2.618 |
123-083 |
|
4.250 |
122-240 |
|
|
| Fisher Pivots for day following 05-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
124-098 |
124-128 |
| PP |
124-087 |
124-122 |
| S1 |
124-075 |
124-116 |
|