ECBOT 5 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 30-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2017 |
30-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
116-245 |
116-170 |
-0-075 |
-0.2% |
116-247 |
| High |
116-253 |
116-185 |
-0-068 |
-0.2% |
116-275 |
| Low |
116-155 |
116-090 |
-0-065 |
-0.2% |
116-145 |
| Close |
116-200 |
116-110 |
-0-090 |
-0.2% |
116-222 |
| Range |
0-098 |
0-095 |
-0-003 |
-2.6% |
0-130 |
| ATR |
0-066 |
0-069 |
0-003 |
4.8% |
0-000 |
| Volume |
1,207,532 |
1,400,938 |
193,406 |
16.0% |
2,055,268 |
|
| Daily Pivots for day following 30-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-093 |
117-037 |
116-162 |
|
| R3 |
116-318 |
116-262 |
116-136 |
|
| R2 |
116-223 |
116-223 |
116-127 |
|
| R1 |
116-167 |
116-167 |
116-119 |
116-148 |
| PP |
116-128 |
116-128 |
116-128 |
116-119 |
| S1 |
116-072 |
116-072 |
116-101 |
116-053 |
| S2 |
116-033 |
116-033 |
116-093 |
|
| S3 |
115-258 |
115-297 |
116-084 |
|
| S4 |
115-163 |
115-202 |
116-058 |
|
|
| 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 |
116-090 |
0-192 |
0.5% |
0-070 |
0.2% |
10% |
False |
True |
1,257,362 |
| 10 |
116-282 |
116-090 |
0-192 |
0.5% |
0-071 |
0.2% |
10% |
False |
True |
802,088 |
| 20 |
117-042 |
116-090 |
0-272 |
0.7% |
0-065 |
0.2% |
7% |
False |
True |
411,834 |
| 40 |
117-135 |
116-090 |
1-045 |
1.0% |
0-060 |
0.2% |
5% |
False |
True |
207,748 |
| 60 |
118-193 |
116-090 |
2-102 |
2.0% |
0-042 |
0.1% |
3% |
False |
True |
138,498 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-269 |
|
2.618 |
117-114 |
|
1.618 |
117-019 |
|
1.000 |
116-280 |
|
0.618 |
116-244 |
|
HIGH |
116-185 |
|
0.618 |
116-149 |
|
0.500 |
116-138 |
|
0.382 |
116-126 |
|
LOW |
116-090 |
|
0.618 |
116-031 |
|
1.000 |
115-315 |
|
1.618 |
115-256 |
|
2.618 |
115-161 |
|
4.250 |
115-006 |
|
|
| Fisher Pivots for day following 30-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
116-138 |
116-186 |
| PP |
116-128 |
116-161 |
| S1 |
116-119 |
116-135 |
|