ECBOT 5 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 20-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2017 |
20-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
116-230 |
116-247 |
0-017 |
0.0% |
116-242 |
| High |
116-265 |
116-275 |
0-010 |
0.0% |
116-305 |
| Low |
116-225 |
116-182 |
-0-042 |
-0.1% |
116-185 |
| Close |
116-238 |
116-185 |
-0-053 |
-0.1% |
116-238 |
| Range |
0-040 |
0-093 |
0-053 |
131.3% |
0-120 |
| ATR |
0-061 |
0-063 |
0-002 |
3.8% |
0-000 |
| Volume |
49,766 |
417,959 |
368,193 |
739.8% |
235,133 |
|
| Daily Pivots for day following 20-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-172 |
117-111 |
116-236 |
|
| R3 |
117-079 |
117-018 |
116-210 |
|
| R2 |
116-307 |
116-307 |
116-202 |
|
| R1 |
116-246 |
116-246 |
116-193 |
116-230 |
| PP |
116-214 |
116-214 |
116-214 |
116-206 |
| S1 |
116-153 |
116-153 |
116-177 |
116-137 |
| S2 |
116-122 |
116-122 |
116-168 |
|
| S3 |
116-029 |
116-061 |
116-160 |
|
| S4 |
115-257 |
115-288 |
116-134 |
|
|
| Weekly Pivots for week ending 17-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-282 |
117-220 |
116-304 |
|
| R3 |
117-162 |
117-100 |
116-271 |
|
| R2 |
117-042 |
117-042 |
116-260 |
|
| R1 |
116-300 |
116-300 |
116-249 |
116-271 |
| PP |
116-242 |
116-242 |
116-242 |
116-228 |
| S1 |
116-180 |
116-180 |
116-227 |
116-151 |
| S2 |
116-122 |
116-122 |
116-216 |
|
| S3 |
116-002 |
116-060 |
116-205 |
|
| S4 |
115-202 |
115-260 |
116-172 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-305 |
116-182 |
0-122 |
0.3% |
0-064 |
0.2% |
2% |
False |
True |
127,227 |
| 10 |
117-033 |
116-182 |
0-170 |
0.5% |
0-061 |
0.2% |
1% |
False |
True |
71,437 |
| 20 |
117-042 |
116-175 |
0-187 |
0.5% |
0-064 |
0.2% |
5% |
False |
False |
39,556 |
| 40 |
117-185 |
116-175 |
1-010 |
0.9% |
0-050 |
0.1% |
3% |
False |
False |
19,981 |
| 60 |
118-193 |
116-175 |
2-018 |
1.8% |
0-033 |
0.1% |
2% |
False |
False |
13,321 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-028 |
|
2.618 |
117-197 |
|
1.618 |
117-105 |
|
1.000 |
117-048 |
|
0.618 |
117-012 |
|
HIGH |
116-275 |
|
0.618 |
116-240 |
|
0.500 |
116-229 |
|
0.382 |
116-218 |
|
LOW |
116-182 |
|
0.618 |
116-125 |
|
1.000 |
116-090 |
|
1.618 |
116-033 |
|
2.618 |
115-260 |
|
4.250 |
115-109 |
|
|
| Fisher Pivots for day following 20-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
116-229 |
116-230 |
| PP |
116-214 |
116-215 |
| S1 |
116-200 |
116-200 |
|