ECBOT 10 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 07-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2017 |
07-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
124-120 |
124-170 |
0-050 |
0.1% |
124-230 |
| High |
124-230 |
124-205 |
-0-025 |
-0.1% |
125-000 |
| Low |
124-095 |
124-085 |
-0-010 |
0.0% |
123-295 |
| Close |
124-190 |
124-090 |
-0-100 |
-0.3% |
124-135 |
| Range |
0-135 |
0-120 |
-0-015 |
-11.1% |
1-025 |
| ATR |
0-135 |
0-134 |
-0-001 |
-0.8% |
0-000 |
| Volume |
1,366,691 |
1,207,002 |
-159,689 |
-11.7% |
11,729,432 |
|
| Daily Pivots for day following 07-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-167 |
125-088 |
124-156 |
|
| R3 |
125-047 |
124-288 |
124-123 |
|
| R2 |
124-247 |
124-247 |
124-112 |
|
| R1 |
124-168 |
124-168 |
124-101 |
124-148 |
| PP |
124-127 |
124-127 |
124-127 |
124-116 |
| S1 |
124-048 |
124-048 |
124-079 |
124-028 |
| S2 |
124-007 |
124-007 |
124-068 |
|
| S3 |
123-207 |
123-248 |
124-057 |
|
| S4 |
123-087 |
123-128 |
124-024 |
|
|
| 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 |
123-300 |
0-295 |
0.7% |
0-155 |
0.4% |
37% |
False |
False |
1,687,856 |
| 10 |
125-000 |
123-295 |
1-025 |
0.9% |
0-140 |
0.4% |
33% |
False |
False |
1,739,189 |
| 20 |
125-010 |
123-295 |
1-035 |
0.9% |
0-131 |
0.3% |
32% |
False |
False |
962,648 |
| 40 |
125-145 |
123-270 |
1-195 |
1.3% |
0-122 |
0.3% |
27% |
False |
False |
483,638 |
| 60 |
126-030 |
123-270 |
2-080 |
1.8% |
0-108 |
0.3% |
19% |
False |
False |
322,509 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-075 |
|
2.618 |
125-199 |
|
1.618 |
125-079 |
|
1.000 |
125-005 |
|
0.618 |
124-279 |
|
HIGH |
124-205 |
|
0.618 |
124-159 |
|
0.500 |
124-145 |
|
0.382 |
124-131 |
|
LOW |
124-085 |
|
0.618 |
124-011 |
|
1.000 |
123-285 |
|
1.618 |
123-211 |
|
2.618 |
123-091 |
|
4.250 |
122-215 |
|
|
| Fisher Pivots for day following 07-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
124-145 |
124-128 |
| PP |
124-127 |
124-115 |
| S1 |
124-108 |
124-103 |
|