ECBOT 10 Year T-Note Future December 2017
| Trading Metrics calculated at close of trading on 22-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2017 |
22-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
124-225 |
124-235 |
0-010 |
0.0% |
124-215 |
| High |
124-295 |
125-045 |
0-070 |
0.2% |
125-070 |
| Low |
124-190 |
124-195 |
0-005 |
0.0% |
124-160 |
| Close |
124-220 |
125-035 |
0-135 |
0.3% |
124-290 |
| Range |
0-105 |
0-170 |
0-065 |
61.9% |
0-230 |
| ATR |
0-124 |
0-127 |
0-003 |
2.7% |
0-000 |
| Volume |
1,774,516 |
1,911,595 |
137,079 |
7.7% |
6,419,889 |
|
| Daily Pivots for day following 22-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-175 |
126-115 |
125-128 |
|
| R3 |
126-005 |
125-265 |
125-082 |
|
| R2 |
125-155 |
125-155 |
125-066 |
|
| R1 |
125-095 |
125-095 |
125-051 |
125-125 |
| PP |
124-305 |
124-305 |
124-305 |
125-000 |
| S1 |
124-245 |
124-245 |
125-019 |
124-275 |
| S2 |
124-135 |
124-135 |
125-004 |
|
| S3 |
123-285 |
124-075 |
124-308 |
|
| S4 |
123-115 |
123-225 |
124-262 |
|
|
| 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 |
125-045 |
124-190 |
0-175 |
0.4% |
0-127 |
0.3% |
94% |
True |
False |
1,478,916 |
| 10 |
125-105 |
124-160 |
0-265 |
0.7% |
0-125 |
0.3% |
74% |
False |
False |
1,445,526 |
| 20 |
125-150 |
124-065 |
1-085 |
1.0% |
0-121 |
0.3% |
72% |
False |
False |
1,418,607 |
| 40 |
125-255 |
124-060 |
1-195 |
1.3% |
0-125 |
0.3% |
57% |
False |
False |
1,353,273 |
| 60 |
127-285 |
124-060 |
3-225 |
3.0% |
0-130 |
0.3% |
25% |
False |
False |
1,345,236 |
| 80 |
127-285 |
124-060 |
3-225 |
3.0% |
0-129 |
0.3% |
25% |
False |
False |
1,088,937 |
| 100 |
127-285 |
124-060 |
3-225 |
3.0% |
0-129 |
0.3% |
25% |
False |
False |
871,672 |
| 120 |
127-285 |
124-060 |
3-225 |
3.0% |
0-123 |
0.3% |
25% |
False |
False |
726,434 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-127 |
|
2.618 |
126-170 |
|
1.618 |
126-000 |
|
1.000 |
125-215 |
|
0.618 |
125-150 |
|
HIGH |
125-045 |
|
0.618 |
124-300 |
|
0.500 |
124-280 |
|
0.382 |
124-260 |
|
LOW |
124-195 |
|
0.618 |
124-090 |
|
1.000 |
124-025 |
|
1.618 |
123-240 |
|
2.618 |
123-070 |
|
4.250 |
122-113 |
|
|
| Fisher Pivots for day following 22-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
125-010 |
125-009 |
| PP |
124-305 |
124-303 |
| S1 |
124-280 |
124-278 |
|