ECBOT 5 Year T-Note Future March 2018
| 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 |
116-193 |
116-160 |
-0-033 |
-0.1% |
116-242 |
| High |
116-200 |
116-255 |
0-055 |
0.1% |
116-305 |
| Low |
116-145 |
116-147 |
0-002 |
0.0% |
116-185 |
| Close |
116-155 |
116-253 |
0-098 |
0.3% |
116-238 |
| Range |
0-055 |
0-108 |
0-053 |
95.5% |
0-120 |
| ATR |
0-062 |
0-066 |
0-003 |
5.2% |
0-000 |
| Volume |
655,459 |
568,406 |
-87,053 |
-13.3% |
235,133 |
|
| Daily Pivots for day following 22-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-221 |
117-184 |
116-312 |
|
| R3 |
117-113 |
117-077 |
116-282 |
|
| R2 |
117-006 |
117-006 |
116-272 |
|
| R1 |
116-289 |
116-289 |
116-262 |
116-308 |
| PP |
116-218 |
116-218 |
116-218 |
116-228 |
| S1 |
116-182 |
116-182 |
116-243 |
116-200 |
| S2 |
116-111 |
116-111 |
116-233 |
|
| S3 |
116-003 |
116-074 |
116-223 |
|
| S4 |
115-216 |
115-287 |
116-193 |
|
|
| 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 |
116-278 |
116-145 |
0-133 |
0.4% |
0-072 |
0.2% |
81% |
False |
False |
346,814 |
| 10 |
117-013 |
116-145 |
0-188 |
0.5% |
0-068 |
0.2% |
57% |
False |
False |
190,440 |
| 20 |
117-042 |
116-145 |
0-218 |
0.6% |
0-065 |
0.2% |
49% |
False |
False |
100,691 |
| 40 |
117-135 |
116-145 |
0-310 |
0.8% |
0-054 |
0.1% |
35% |
False |
False |
50,578 |
| 60 |
118-193 |
116-145 |
2-048 |
1.8% |
0-036 |
0.1% |
16% |
False |
False |
33,718 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-072 |
|
2.618 |
117-216 |
|
1.618 |
117-109 |
|
1.000 |
117-043 |
|
0.618 |
117-001 |
|
HIGH |
116-255 |
|
0.618 |
116-214 |
|
0.500 |
116-201 |
|
0.382 |
116-189 |
|
LOW |
116-147 |
|
0.618 |
116-081 |
|
1.000 |
116-040 |
|
1.618 |
115-294 |
|
2.618 |
115-186 |
|
4.250 |
115-011 |
|
|
| Fisher Pivots for day following 22-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
116-235 |
116-238 |
| PP |
116-218 |
116-224 |
| S1 |
116-201 |
116-210 |
|