ECBOT 5 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 28-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2017 |
28-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
116-222 |
116-255 |
0-033 |
0.1% |
116-247 |
| High |
116-260 |
116-282 |
0-022 |
0.1% |
116-275 |
| Low |
116-198 |
116-227 |
0-030 |
0.1% |
116-145 |
| Close |
116-258 |
116-230 |
-0-027 |
-0.1% |
116-222 |
| Range |
0-062 |
0-055 |
-0-007 |
-12.0% |
0-130 |
| ATR |
0-064 |
0-063 |
-0-001 |
-1.0% |
0-000 |
| Volume |
1,448,989 |
1,815,907 |
366,918 |
25.3% |
2,055,268 |
|
| Daily Pivots for day following 28-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-092 |
117-056 |
116-260 |
|
| R3 |
117-037 |
117-001 |
116-245 |
|
| R2 |
116-302 |
116-302 |
116-240 |
|
| R1 |
116-266 |
116-266 |
116-235 |
116-256 |
| PP |
116-247 |
116-247 |
116-247 |
116-242 |
| S1 |
116-211 |
116-211 |
116-225 |
116-201 |
| S2 |
116-192 |
116-192 |
116-220 |
|
| S3 |
116-137 |
116-156 |
116-215 |
|
| S4 |
116-082 |
116-101 |
116-200 |
|
|
| 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 |
116-282 |
116-145 |
0-138 |
0.4% |
0-064 |
0.2% |
62% |
True |
False |
980,441 |
| 10 |
116-305 |
116-145 |
0-160 |
0.4% |
0-064 |
0.2% |
53% |
False |
False |
553,834 |
| 20 |
117-042 |
116-145 |
0-218 |
0.6% |
0-061 |
0.2% |
39% |
False |
False |
282,470 |
| 40 |
117-135 |
116-145 |
0-310 |
0.8% |
0-057 |
0.2% |
27% |
False |
False |
142,536 |
| 60 |
118-193 |
116-145 |
2-048 |
1.8% |
0-039 |
0.1% |
12% |
False |
False |
95,024 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-196 |
|
2.618 |
117-107 |
|
1.618 |
117-051 |
|
1.000 |
117-018 |
|
0.618 |
116-316 |
|
HIGH |
116-282 |
|
0.618 |
116-261 |
|
0.500 |
116-255 |
|
0.382 |
116-249 |
|
LOW |
116-227 |
|
0.618 |
116-193 |
|
1.000 |
116-172 |
|
1.618 |
116-138 |
|
2.618 |
116-083 |
|
4.250 |
115-314 |
|
|
| Fisher Pivots for day following 28-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
116-255 |
116-240 |
| PP |
116-247 |
116-237 |
| S1 |
116-238 |
116-233 |
|