ECBOT 10 Year T-Note Future December 2017
| Trading Metrics calculated at close of trading on 24-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2017 |
24-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
124-235 |
125-030 |
0-115 |
0.3% |
124-310 |
| High |
125-045 |
125-045 |
0-000 |
0.0% |
125-045 |
| Low |
124-195 |
124-285 |
0-090 |
0.2% |
124-190 |
| Close |
125-035 |
124-310 |
-0-045 |
-0.1% |
124-310 |
| Range |
0-170 |
0-080 |
-0-090 |
-52.9% |
0-175 |
| ATR |
0-127 |
0-123 |
-0-003 |
-2.6% |
0-000 |
| Volume |
1,911,595 |
903,231 |
-1,008,364 |
-52.7% |
5,865,577 |
|
| Daily Pivots for day following 24-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-240 |
125-195 |
125-034 |
|
| R3 |
125-160 |
125-115 |
125-012 |
|
| R2 |
125-080 |
125-080 |
125-005 |
|
| R1 |
125-035 |
125-035 |
124-317 |
125-018 |
| PP |
125-000 |
125-000 |
125-000 |
124-311 |
| S1 |
124-275 |
124-275 |
124-303 |
124-258 |
| S2 |
124-240 |
124-240 |
124-295 |
|
| S3 |
124-160 |
124-195 |
124-288 |
|
| S4 |
124-080 |
124-115 |
124-266 |
|
|
| Weekly Pivots for week ending 24-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-173 |
126-097 |
125-086 |
|
| R3 |
125-318 |
125-242 |
125-038 |
|
| R2 |
125-143 |
125-143 |
125-022 |
|
| R1 |
125-067 |
125-067 |
125-006 |
125-078 |
| PP |
124-288 |
124-288 |
124-288 |
124-294 |
| S1 |
124-212 |
124-212 |
124-294 |
124-223 |
| S2 |
124-113 |
124-113 |
124-278 |
|
| S3 |
123-258 |
124-037 |
124-262 |
|
| S4 |
123-083 |
123-182 |
124-214 |
|
|
| 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% |
0-120 |
0.3% |
69% |
True |
False |
1,430,371 |
| 10 |
125-070 |
124-160 |
0-230 |
0.6% |
0-124 |
0.3% |
65% |
False |
False |
1,367,254 |
| 20 |
125-150 |
124-065 |
1-085 |
1.0% |
0-118 |
0.3% |
60% |
False |
False |
1,375,610 |
| 40 |
125-255 |
124-060 |
1-195 |
1.3% |
0-123 |
0.3% |
49% |
False |
False |
1,334,135 |
| 60 |
127-285 |
124-060 |
3-225 |
3.0% |
0-130 |
0.3% |
21% |
False |
False |
1,338,266 |
| 80 |
127-285 |
124-060 |
3-225 |
3.0% |
0-129 |
0.3% |
21% |
False |
False |
1,100,188 |
| 100 |
127-285 |
124-060 |
3-225 |
3.0% |
0-128 |
0.3% |
21% |
False |
False |
880,691 |
| 120 |
127-285 |
124-060 |
3-225 |
3.0% |
0-124 |
0.3% |
21% |
False |
False |
733,960 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-065 |
|
2.618 |
125-254 |
|
1.618 |
125-174 |
|
1.000 |
125-125 |
|
0.618 |
125-094 |
|
HIGH |
125-045 |
|
0.618 |
125-014 |
|
0.500 |
125-005 |
|
0.382 |
124-316 |
|
LOW |
124-285 |
|
0.618 |
124-236 |
|
1.000 |
124-205 |
|
1.618 |
124-156 |
|
2.618 |
124-076 |
|
4.250 |
123-265 |
|
|
| Fisher Pivots for day following 24-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
125-005 |
124-299 |
| PP |
125-000 |
124-288 |
| S1 |
124-315 |
124-278 |
|