ECBOT 10 Year T-Note Future December 2017
| Trading Metrics calculated at close of trading on 21-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2017 |
21-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
124-310 |
124-225 |
-0-085 |
-0.2% |
124-215 |
| High |
125-045 |
124-295 |
-0-070 |
-0.2% |
125-070 |
| Low |
124-220 |
124-190 |
-0-030 |
-0.1% |
124-160 |
| Close |
124-220 |
124-220 |
0-000 |
0.0% |
124-290 |
| Range |
0-145 |
0-105 |
-0-040 |
-27.6% |
0-230 |
| ATR |
0-125 |
0-124 |
-0-001 |
-1.1% |
0-000 |
| Volume |
1,276,235 |
1,774,516 |
498,281 |
39.0% |
6,419,889 |
|
| Daily Pivots for day following 21-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-230 |
125-170 |
124-278 |
|
| R3 |
125-125 |
125-065 |
124-249 |
|
| R2 |
125-020 |
125-020 |
124-239 |
|
| R1 |
124-280 |
124-280 |
124-230 |
124-258 |
| PP |
124-235 |
124-235 |
124-235 |
124-224 |
| S1 |
124-175 |
124-175 |
124-210 |
124-153 |
| S2 |
124-130 |
124-130 |
124-201 |
|
| S3 |
124-025 |
124-070 |
124-191 |
|
| S4 |
123-240 |
123-285 |
124-162 |
|
|
| Weekly Pivots for week ending 17-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-010 |
126-220 |
125-097 |
|
| R3 |
126-100 |
125-310 |
125-033 |
|
| R2 |
125-190 |
125-190 |
125-012 |
|
| R1 |
125-080 |
125-080 |
124-311 |
125-135 |
| PP |
124-280 |
124-280 |
124-280 |
124-308 |
| S1 |
124-170 |
124-170 |
124-269 |
124-225 |
| S2 |
124-050 |
124-050 |
124-248 |
|
| S3 |
123-140 |
123-260 |
124-227 |
|
| S4 |
122-230 |
123-030 |
124-164 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-070 |
124-190 |
0-200 |
0.5% |
0-122 |
0.3% |
15% |
False |
True |
1,455,520 |
| 10 |
125-150 |
124-160 |
0-310 |
0.8% |
0-118 |
0.3% |
19% |
False |
False |
1,354,563 |
| 20 |
125-150 |
124-060 |
1-090 |
1.0% |
0-121 |
0.3% |
39% |
False |
False |
1,424,280 |
| 40 |
125-305 |
124-060 |
1-245 |
1.4% |
0-126 |
0.3% |
28% |
False |
False |
1,355,851 |
| 60 |
127-285 |
124-060 |
3-225 |
3.0% |
0-131 |
0.3% |
14% |
False |
False |
1,345,755 |
| 80 |
127-285 |
124-060 |
3-225 |
3.0% |
0-129 |
0.3% |
14% |
False |
False |
1,065,124 |
| 100 |
127-285 |
124-060 |
3-225 |
3.0% |
0-129 |
0.3% |
14% |
False |
False |
852,557 |
| 120 |
127-285 |
124-060 |
3-225 |
3.0% |
0-122 |
0.3% |
14% |
False |
False |
710,504 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-101 |
|
2.618 |
125-250 |
|
1.618 |
125-145 |
|
1.000 |
125-080 |
|
0.618 |
125-040 |
|
HIGH |
124-295 |
|
0.618 |
124-255 |
|
0.500 |
124-243 |
|
0.382 |
124-230 |
|
LOW |
124-190 |
|
0.618 |
124-125 |
|
1.000 |
124-085 |
|
1.618 |
124-020 |
|
2.618 |
123-235 |
|
4.250 |
123-064 |
|
|
| Fisher Pivots for day following 21-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
124-243 |
124-278 |
| PP |
124-235 |
124-258 |
| S1 |
124-228 |
124-239 |
|