ECBOT 5 Year T-Note Future December 2017
| Trading Metrics calculated at close of trading on 13-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2017 |
13-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
117-055 |
116-318 |
-0-058 |
-0.2% |
117-078 |
| High |
117-065 |
117-027 |
-0-038 |
-0.1% |
117-105 |
| Low |
116-315 |
116-278 |
-0-038 |
-0.1% |
116-315 |
| Close |
117-000 |
116-285 |
-0-035 |
-0.1% |
117-000 |
| Range |
0-070 |
0-070 |
0-000 |
0.0% |
0-110 |
| ATR |
0-069 |
0-069 |
0-000 |
0.1% |
0-000 |
| Volume |
753,366 |
551,279 |
-202,087 |
-26.8% |
3,252,698 |
|
| Daily Pivots for day following 13-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-193 |
117-149 |
117-003 |
|
| R3 |
117-123 |
117-079 |
116-304 |
|
| R2 |
117-053 |
117-053 |
116-298 |
|
| R1 |
117-009 |
117-009 |
116-291 |
116-316 |
| PP |
116-303 |
116-303 |
116-303 |
116-297 |
| S1 |
116-259 |
116-259 |
116-279 |
116-246 |
| S2 |
116-233 |
116-233 |
116-272 |
|
| S3 |
116-163 |
116-189 |
116-266 |
|
| S4 |
116-093 |
116-119 |
116-247 |
|
|
| 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 |
117-100 |
116-278 |
0-142 |
0.4% |
0-057 |
0.2% |
5% |
False |
True |
662,172 |
| 10 |
117-120 |
116-278 |
0-162 |
0.4% |
0-060 |
0.2% |
5% |
False |
True |
665,771 |
| 20 |
117-138 |
116-253 |
0-205 |
0.5% |
0-068 |
0.2% |
16% |
False |
False |
702,868 |
| 40 |
118-010 |
116-253 |
1-078 |
1.1% |
0-072 |
0.2% |
8% |
False |
False |
697,969 |
| 60 |
119-015 |
116-253 |
2-082 |
1.9% |
0-074 |
0.2% |
4% |
False |
False |
706,438 |
| 80 |
119-015 |
116-253 |
2-082 |
1.9% |
0-073 |
0.2% |
4% |
False |
False |
533,447 |
| 100 |
119-015 |
116-253 |
2-082 |
1.9% |
0-067 |
0.2% |
4% |
False |
False |
426,861 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-005 |
|
2.618 |
117-211 |
|
1.618 |
117-141 |
|
1.000 |
117-097 |
|
0.618 |
117-071 |
|
HIGH |
117-027 |
|
0.618 |
117-001 |
|
0.500 |
116-312 |
|
0.382 |
116-304 |
|
LOW |
116-278 |
|
0.618 |
116-234 |
|
1.000 |
116-208 |
|
1.618 |
116-164 |
|
2.618 |
116-094 |
|
4.250 |
115-300 |
|
|
| Fisher Pivots for day following 13-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
116-312 |
117-020 |
| PP |
116-303 |
117-002 |
| S1 |
116-294 |
116-303 |
|