ECBOT 5 Year T-Note Future December 2017
| Trading Metrics calculated at close of trading on 10-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2017 |
10-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
117-047 |
117-055 |
0-008 |
0.0% |
117-078 |
| High |
117-082 |
117-065 |
-0-018 |
0.0% |
117-105 |
| Low |
117-027 |
116-315 |
-0-032 |
-0.1% |
116-315 |
| Close |
117-067 |
117-000 |
-0-067 |
-0.2% |
117-000 |
| Range |
0-055 |
0-070 |
0-015 |
27.2% |
0-110 |
| ATR |
0-068 |
0-069 |
0-000 |
0.4% |
0-000 |
| Volume |
878,139 |
753,366 |
-124,773 |
-14.2% |
3,252,698 |
|
| Daily Pivots for day following 10-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-230 |
117-185 |
117-038 |
|
| R3 |
117-160 |
117-115 |
117-019 |
|
| R2 |
117-090 |
117-090 |
117-013 |
|
| R1 |
117-045 |
117-045 |
117-006 |
117-032 |
| PP |
117-020 |
117-020 |
117-020 |
117-014 |
| S1 |
116-295 |
116-295 |
116-314 |
116-283 |
| S2 |
116-270 |
116-270 |
116-307 |
|
| S3 |
116-200 |
116-225 |
116-301 |
|
| S4 |
116-130 |
116-155 |
116-282 |
|
|
| Weekly Pivots for week ending 10-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-043 |
117-292 |
117-060 |
|
| R3 |
117-253 |
117-182 |
117-030 |
|
| R2 |
117-143 |
117-143 |
117-020 |
|
| R1 |
117-072 |
117-072 |
117-010 |
117-052 |
| PP |
117-033 |
117-033 |
117-033 |
117-024 |
| S1 |
116-282 |
116-282 |
116-310 |
116-263 |
| S2 |
116-243 |
116-243 |
116-300 |
|
| S3 |
116-133 |
116-172 |
116-290 |
|
| S4 |
116-023 |
116-062 |
116-260 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-105 |
116-315 |
0-110 |
0.3% |
0-053 |
0.1% |
5% |
False |
True |
650,539 |
| 10 |
117-120 |
116-315 |
0-125 |
0.3% |
0-059 |
0.2% |
4% |
False |
True |
677,489 |
| 20 |
117-185 |
116-253 |
0-252 |
0.7% |
0-069 |
0.2% |
27% |
False |
False |
708,701 |
| 40 |
118-010 |
116-253 |
1-078 |
1.1% |
0-071 |
0.2% |
17% |
False |
False |
695,325 |
| 60 |
119-015 |
116-253 |
2-082 |
1.9% |
0-074 |
0.2% |
9% |
False |
False |
698,407 |
| 80 |
119-015 |
116-253 |
2-082 |
1.9% |
0-073 |
0.2% |
9% |
False |
False |
526,571 |
| 100 |
119-015 |
116-253 |
2-082 |
1.9% |
0-066 |
0.2% |
9% |
False |
False |
421,348 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-042 |
|
2.618 |
117-248 |
|
1.618 |
117-178 |
|
1.000 |
117-135 |
|
0.618 |
117-108 |
|
HIGH |
117-065 |
|
0.618 |
117-038 |
|
0.500 |
117-030 |
|
0.382 |
117-022 |
|
LOW |
116-315 |
|
0.618 |
116-272 |
|
1.000 |
116-245 |
|
1.618 |
116-202 |
|
2.618 |
116-132 |
|
4.250 |
116-018 |
|
|
| Fisher Pivots for day following 10-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
117-030 |
117-045 |
| PP |
117-020 |
117-030 |
| S1 |
117-010 |
117-015 |
|