ECBOT 10 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 11-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2017 |
11-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
124-110 |
124-085 |
-0-025 |
-0.1% |
123-310 |
| High |
124-155 |
124-175 |
0-020 |
0.1% |
124-230 |
| Low |
124-050 |
124-070 |
0-020 |
0.1% |
123-300 |
| Close |
124-085 |
124-085 |
0-000 |
0.0% |
124-085 |
| Range |
0-105 |
0-105 |
0-000 |
0.0% |
0-250 |
| ATR |
0-132 |
0-130 |
-0-002 |
-1.5% |
0-000 |
| Volume |
1,158,177 |
846,864 |
-311,313 |
-26.9% |
6,488,556 |
|
| Daily Pivots for day following 11-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-105 |
125-040 |
124-143 |
|
| R3 |
125-000 |
124-255 |
124-114 |
|
| R2 |
124-215 |
124-215 |
124-104 |
|
| R1 |
124-150 |
124-150 |
124-095 |
124-137 |
| PP |
124-110 |
124-110 |
124-110 |
124-104 |
| S1 |
124-045 |
124-045 |
124-075 |
124-032 |
| S2 |
124-005 |
124-005 |
124-066 |
|
| S3 |
123-220 |
123-260 |
124-056 |
|
| S4 |
123-115 |
123-155 |
124-027 |
|
|
| Weekly Pivots for week ending 08-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-208 |
126-077 |
124-223 |
|
| R3 |
125-278 |
125-147 |
124-154 |
|
| R2 |
125-028 |
125-028 |
124-131 |
|
| R1 |
124-217 |
124-217 |
124-108 |
124-283 |
| PP |
124-098 |
124-098 |
124-098 |
124-131 |
| S1 |
123-287 |
123-287 |
124-062 |
124-032 |
| S2 |
123-168 |
123-168 |
124-039 |
|
| S3 |
122-238 |
123-037 |
124-016 |
|
| S4 |
121-308 |
122-107 |
123-267 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-230 |
124-025 |
0-205 |
0.5% |
0-113 |
0.3% |
29% |
False |
False |
1,185,780 |
| 10 |
125-000 |
123-295 |
1-025 |
0.9% |
0-143 |
0.4% |
32% |
False |
False |
1,692,660 |
| 20 |
125-000 |
123-295 |
1-025 |
0.9% |
0-129 |
0.3% |
32% |
False |
False |
1,061,280 |
| 40 |
125-125 |
123-270 |
1-175 |
1.2% |
0-122 |
0.3% |
27% |
False |
False |
533,716 |
| 60 |
125-260 |
123-270 |
1-310 |
1.6% |
0-111 |
0.3% |
21% |
False |
False |
355,926 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-301 |
|
2.618 |
125-130 |
|
1.618 |
125-025 |
|
1.000 |
124-280 |
|
0.618 |
124-240 |
|
HIGH |
124-175 |
|
0.618 |
124-135 |
|
0.500 |
124-123 |
|
0.382 |
124-110 |
|
LOW |
124-070 |
|
0.618 |
124-005 |
|
1.000 |
123-285 |
|
1.618 |
123-220 |
|
2.618 |
123-115 |
|
4.250 |
122-264 |
|
|
| Fisher Pivots for day following 11-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
124-123 |
124-128 |
| PP |
124-110 |
124-113 |
| S1 |
124-097 |
124-099 |
|