ECBOT 10 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 12-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2017 |
12-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
124-085 |
124-080 |
-0-005 |
0.0% |
123-310 |
| High |
124-175 |
124-110 |
-0-065 |
-0.2% |
124-230 |
| Low |
124-070 |
124-000 |
-0-070 |
-0.2% |
123-300 |
| Close |
124-085 |
124-040 |
-0-045 |
-0.1% |
124-085 |
| Range |
0-105 |
0-110 |
0-005 |
4.8% |
0-250 |
| ATR |
0-130 |
0-129 |
-0-001 |
-1.1% |
0-000 |
| Volume |
846,864 |
1,175,166 |
328,302 |
38.8% |
6,488,556 |
|
| Daily Pivots for day following 12-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-060 |
125-000 |
124-101 |
|
| R3 |
124-270 |
124-210 |
124-070 |
|
| R2 |
124-160 |
124-160 |
124-060 |
|
| R1 |
124-100 |
124-100 |
124-050 |
124-075 |
| PP |
124-050 |
124-050 |
124-050 |
124-038 |
| S1 |
123-310 |
123-310 |
124-030 |
123-285 |
| S2 |
123-260 |
123-260 |
124-020 |
|
| S3 |
123-150 |
123-200 |
124-010 |
|
| S4 |
123-040 |
123-090 |
123-299 |
|
|
| 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 |
124-000 |
0-230 |
0.6% |
0-115 |
0.3% |
17% |
False |
True |
1,150,780 |
| 10 |
124-275 |
123-295 |
0-300 |
0.8% |
0-144 |
0.4% |
22% |
False |
False |
1,606,560 |
| 20 |
125-000 |
123-295 |
1-025 |
0.9% |
0-129 |
0.3% |
19% |
False |
False |
1,118,701 |
| 40 |
125-065 |
123-270 |
1-115 |
1.1% |
0-122 |
0.3% |
21% |
False |
False |
563,024 |
| 60 |
125-260 |
123-270 |
1-310 |
1.6% |
0-112 |
0.3% |
14% |
False |
False |
375,512 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-258 |
|
2.618 |
125-078 |
|
1.618 |
124-288 |
|
1.000 |
124-220 |
|
0.618 |
124-178 |
|
HIGH |
124-110 |
|
0.618 |
124-068 |
|
0.500 |
124-055 |
|
0.382 |
124-042 |
|
LOW |
124-000 |
|
0.618 |
123-252 |
|
1.000 |
123-210 |
|
1.618 |
123-142 |
|
2.618 |
123-032 |
|
4.250 |
122-172 |
|
|
| Fisher Pivots for day following 12-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
124-055 |
124-088 |
| PP |
124-050 |
124-072 |
| S1 |
124-045 |
124-056 |
|