ECBOT 5 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 29-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2017 |
29-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
116-255 |
116-245 |
-0-010 |
0.0% |
116-247 |
| High |
116-282 |
116-253 |
-0-030 |
-0.1% |
116-275 |
| Low |
116-227 |
116-155 |
-0-072 |
-0.2% |
116-145 |
| Close |
116-230 |
116-200 |
-0-030 |
-0.1% |
116-222 |
| Range |
0-055 |
0-098 |
0-042 |
77.3% |
0-130 |
| ATR |
0-063 |
0-066 |
0-002 |
3.9% |
0-000 |
| Volume |
1,815,907 |
1,207,532 |
-608,375 |
-33.5% |
2,055,268 |
|
| Daily Pivots for day following 29-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-175 |
117-125 |
116-254 |
|
| R3 |
117-078 |
117-028 |
116-227 |
|
| R2 |
116-300 |
116-300 |
116-218 |
|
| R1 |
116-250 |
116-250 |
116-209 |
116-226 |
| PP |
116-203 |
116-203 |
116-203 |
116-191 |
| S1 |
116-153 |
116-153 |
116-191 |
116-129 |
| S2 |
116-105 |
116-105 |
116-182 |
|
| S3 |
116-007 |
116-055 |
116-173 |
|
| S4 |
115-230 |
115-277 |
116-146 |
|
|
| 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 |
116-147 |
0-135 |
0.4% |
0-073 |
0.2% |
39% |
False |
False |
1,090,855 |
| 10 |
116-305 |
116-145 |
0-160 |
0.4% |
0-068 |
0.2% |
34% |
False |
False |
669,550 |
| 20 |
117-042 |
116-145 |
0-218 |
0.6% |
0-063 |
0.2% |
25% |
False |
False |
342,383 |
| 40 |
117-135 |
116-145 |
0-310 |
0.8% |
0-059 |
0.2% |
18% |
False |
False |
172,724 |
| 60 |
118-193 |
116-145 |
2-048 |
1.8% |
0-040 |
0.1% |
8% |
False |
False |
115,149 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-027 |
|
2.618 |
117-188 |
|
1.618 |
117-090 |
|
1.000 |
117-030 |
|
0.618 |
116-313 |
|
HIGH |
116-253 |
|
0.618 |
116-215 |
|
0.500 |
116-204 |
|
0.382 |
116-192 |
|
LOW |
116-155 |
|
0.618 |
116-095 |
|
1.000 |
116-058 |
|
1.618 |
115-317 |
|
2.618 |
115-220 |
|
4.250 |
115-061 |
|
|
| Fisher Pivots for day following 29-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
116-204 |
116-219 |
| PP |
116-203 |
116-213 |
| S1 |
116-201 |
116-206 |
|