ECBOT 5 Year T-Note Future December 2017
| Trading Metrics calculated at close of trading on 14-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2017 |
14-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
116-318 |
116-285 |
-0-033 |
-0.1% |
117-078 |
| High |
117-027 |
116-313 |
-0-035 |
-0.1% |
117-105 |
| Low |
116-278 |
116-255 |
-0-022 |
-0.1% |
116-315 |
| Close |
116-285 |
116-300 |
0-015 |
0.0% |
117-000 |
| Range |
0-070 |
0-058 |
-0-012 |
-17.8% |
0-110 |
| ATR |
0-069 |
0-068 |
-0-001 |
-1.2% |
0-000 |
| Volume |
551,279 |
794,297 |
243,018 |
44.1% |
3,252,698 |
|
| Daily Pivots for day following 14-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-142 |
117-118 |
117-012 |
|
| R3 |
117-084 |
117-061 |
116-316 |
|
| R2 |
117-027 |
117-027 |
116-311 |
|
| R1 |
117-003 |
117-003 |
116-305 |
117-015 |
| PP |
116-289 |
116-289 |
116-289 |
116-295 |
| S1 |
116-266 |
116-266 |
116-295 |
116-278 |
| S2 |
116-232 |
116-232 |
116-289 |
|
| S3 |
116-174 |
116-208 |
116-284 |
|
| S4 |
116-117 |
116-151 |
116-268 |
|
|
| 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 |
117-095 |
116-255 |
0-160 |
0.4% |
0-060 |
0.2% |
28% |
False |
True |
703,879 |
| 10 |
117-120 |
116-255 |
0-185 |
0.5% |
0-060 |
0.2% |
24% |
False |
True |
675,293 |
| 20 |
117-138 |
116-253 |
0-205 |
0.5% |
0-068 |
0.2% |
23% |
False |
False |
711,951 |
| 40 |
118-007 |
116-253 |
1-075 |
1.1% |
0-072 |
0.2% |
12% |
False |
False |
704,695 |
| 60 |
119-015 |
116-253 |
2-082 |
1.9% |
0-074 |
0.2% |
7% |
False |
False |
718,957 |
| 80 |
119-015 |
116-253 |
2-082 |
1.9% |
0-073 |
0.2% |
7% |
False |
False |
543,363 |
| 100 |
119-015 |
116-253 |
2-082 |
1.9% |
0-067 |
0.2% |
7% |
False |
False |
434,804 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-237 |
|
2.618 |
117-143 |
|
1.618 |
117-086 |
|
1.000 |
117-050 |
|
0.618 |
117-028 |
|
HIGH |
116-313 |
|
0.618 |
116-291 |
|
0.500 |
116-284 |
|
0.382 |
116-277 |
|
LOW |
116-255 |
|
0.618 |
116-219 |
|
1.000 |
116-198 |
|
1.618 |
116-162 |
|
2.618 |
116-104 |
|
4.250 |
116-011 |
|
|
| Fisher Pivots for day following 14-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
116-295 |
117-000 |
| PP |
116-289 |
116-313 |
| S1 |
116-284 |
116-307 |
|