ECBOT 10 Year T-Note Future March 2018
| 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 |
124-150 |
124-275 |
0-125 |
0.3% |
124-230 |
| High |
124-285 |
124-280 |
-0-005 |
0.0% |
124-285 |
| Low |
124-110 |
124-205 |
0-095 |
0.2% |
124-105 |
| Close |
124-275 |
124-230 |
-0-045 |
-0.1% |
124-230 |
| Range |
0-175 |
0-075 |
-0-100 |
-57.1% |
0-180 |
| ATR |
0-121 |
0-118 |
-0-003 |
-2.7% |
0-000 |
| Volume |
808,680 |
332,079 |
-476,601 |
-58.9% |
1,853,178 |
|
| Daily Pivots for day following 24-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-143 |
125-102 |
124-271 |
|
| R3 |
125-068 |
125-027 |
124-251 |
|
| R2 |
124-313 |
124-313 |
124-244 |
|
| R1 |
124-272 |
124-272 |
124-237 |
124-255 |
| PP |
124-238 |
124-238 |
124-238 |
124-230 |
| S1 |
124-197 |
124-197 |
124-223 |
124-180 |
| S2 |
124-163 |
124-163 |
124-216 |
|
| S3 |
124-088 |
124-122 |
124-209 |
|
| S4 |
124-013 |
124-047 |
124-189 |
|
|
| Weekly Pivots for week ending 24-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-107 |
126-028 |
125-009 |
|
| R3 |
125-247 |
125-168 |
124-280 |
|
| R2 |
125-067 |
125-067 |
124-263 |
|
| R1 |
124-308 |
124-308 |
124-247 |
125-000 |
| PP |
124-207 |
124-207 |
124-207 |
124-213 |
| S1 |
124-128 |
124-128 |
124-214 |
124-140 |
| S2 |
124-027 |
124-027 |
124-197 |
|
| S3 |
123-167 |
123-268 |
124-181 |
|
| S4 |
122-307 |
123-088 |
124-131 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-285 |
124-105 |
0-180 |
0.5% |
0-118 |
0.3% |
69% |
False |
False |
392,340 |
| 10 |
124-295 |
124-065 |
0-230 |
0.6% |
0-122 |
0.3% |
72% |
False |
False |
217,812 |
| 20 |
125-065 |
123-270 |
1-115 |
1.1% |
0-114 |
0.3% |
64% |
False |
False |
113,029 |
| 40 |
125-145 |
123-270 |
1-195 |
1.3% |
0-112 |
0.3% |
54% |
False |
False |
57,228 |
| 60 |
127-060 |
123-270 |
3-110 |
2.7% |
0-086 |
0.2% |
26% |
False |
False |
38,179 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-279 |
|
2.618 |
125-156 |
|
1.618 |
125-081 |
|
1.000 |
125-035 |
|
0.618 |
125-006 |
|
HIGH |
124-280 |
|
0.618 |
124-251 |
|
0.500 |
124-242 |
|
0.382 |
124-234 |
|
LOW |
124-205 |
|
0.618 |
124-159 |
|
1.000 |
124-130 |
|
1.618 |
124-084 |
|
2.618 |
124-009 |
|
4.250 |
123-206 |
|
|
| Fisher Pivots for day following 24-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
124-242 |
124-218 |
| PP |
124-238 |
124-207 |
| S1 |
124-234 |
124-195 |
|