ECBOT 5 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 27-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2017 |
27-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
116-250 |
116-222 |
-0-028 |
-0.1% |
116-247 |
| High |
116-250 |
116-260 |
0-010 |
0.0% |
116-275 |
| Low |
116-210 |
116-198 |
-0-013 |
0.0% |
116-145 |
| Close |
116-222 |
116-258 |
0-035 |
0.1% |
116-222 |
| Range |
0-040 |
0-062 |
0-022 |
56.2% |
0-130 |
| ATR |
0-064 |
0-064 |
0-000 |
-0.2% |
0-000 |
| Volume |
413,444 |
1,448,989 |
1,035,545 |
250.5% |
2,055,268 |
|
| Daily Pivots for day following 27-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-106 |
117-084 |
116-292 |
|
| R3 |
117-043 |
117-022 |
116-275 |
|
| R2 |
116-301 |
116-301 |
116-269 |
|
| R1 |
116-279 |
116-279 |
116-263 |
116-290 |
| PP |
116-238 |
116-238 |
116-238 |
116-244 |
| S1 |
116-217 |
116-217 |
116-252 |
116-228 |
| S2 |
116-176 |
116-176 |
116-246 |
|
| S3 |
116-113 |
116-154 |
116-240 |
|
| S4 |
116-051 |
116-092 |
116-223 |
|
|
| Weekly Pivots for week ending 24-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-284 |
117-223 |
116-294 |
|
| R3 |
117-154 |
117-093 |
116-258 |
|
| R2 |
117-024 |
117-024 |
116-246 |
|
| R1 |
116-283 |
116-283 |
116-234 |
116-249 |
| PP |
116-214 |
116-214 |
116-214 |
116-197 |
| S1 |
116-153 |
116-153 |
116-211 |
116-119 |
| S2 |
116-084 |
116-084 |
116-199 |
|
| S3 |
115-274 |
116-023 |
116-187 |
|
| S4 |
115-144 |
115-213 |
116-151 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-275 |
116-145 |
0-130 |
0.3% |
0-072 |
0.2% |
87% |
False |
False |
700,851 |
| 10 |
116-305 |
116-145 |
0-160 |
0.4% |
0-066 |
0.2% |
70% |
False |
False |
373,939 |
| 20 |
117-042 |
116-145 |
0-218 |
0.6% |
0-061 |
0.2% |
52% |
False |
False |
191,998 |
| 40 |
117-135 |
116-145 |
0-310 |
0.8% |
0-056 |
0.1% |
36% |
False |
False |
97,138 |
| 60 |
118-193 |
116-145 |
2-048 |
1.8% |
0-038 |
0.1% |
16% |
False |
False |
64,759 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-206 |
|
2.618 |
117-104 |
|
1.618 |
117-041 |
|
1.000 |
117-002 |
|
0.618 |
116-299 |
|
HIGH |
116-260 |
|
0.618 |
116-236 |
|
0.500 |
116-229 |
|
0.382 |
116-221 |
|
LOW |
116-198 |
|
0.618 |
116-159 |
|
1.000 |
116-135 |
|
1.618 |
116-096 |
|
2.618 |
116-034 |
|
4.250 |
115-252 |
|
|
| Fisher Pivots for day following 27-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
116-248 |
116-240 |
| PP |
116-238 |
116-222 |
| S1 |
116-229 |
116-204 |
|