ECBOT 5 Year T-Note Future December 2017
| Trading Metrics calculated at close of trading on 16-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2017 |
16-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
116-310 |
117-022 |
0-032 |
0.1% |
117-078 |
| High |
117-053 |
117-022 |
-0-030 |
-0.1% |
117-105 |
| Low |
116-305 |
116-280 |
-0-025 |
-0.1% |
116-315 |
| Close |
117-015 |
116-298 |
-0-038 |
-0.1% |
117-000 |
| Range |
0-068 |
0-062 |
-0-005 |
-7.4% |
0-110 |
| ATR |
0-068 |
0-068 |
0-000 |
-0.6% |
0-000 |
| Volume |
942,924 |
712,316 |
-230,608 |
-24.5% |
3,252,698 |
|
| Daily Pivots for day following 16-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-174 |
117-138 |
117-012 |
|
| R3 |
117-112 |
117-076 |
116-315 |
|
| R2 |
117-049 |
117-049 |
116-309 |
|
| R1 |
117-013 |
117-013 |
116-303 |
117-000 |
| PP |
116-307 |
116-307 |
116-307 |
116-300 |
| S1 |
116-271 |
116-271 |
116-292 |
116-258 |
| S2 |
116-244 |
116-244 |
116-286 |
|
| S3 |
116-182 |
116-208 |
116-280 |
|
| S4 |
116-119 |
116-146 |
116-263 |
|
|
| 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 |
117-065 |
116-255 |
0-130 |
0.3% |
0-065 |
0.2% |
33% |
False |
False |
750,836 |
| 10 |
117-120 |
116-255 |
0-185 |
0.5% |
0-060 |
0.2% |
23% |
False |
False |
692,515 |
| 20 |
117-133 |
116-253 |
0-200 |
0.5% |
0-068 |
0.2% |
22% |
False |
False |
726,581 |
| 40 |
117-295 |
116-253 |
1-042 |
1.0% |
0-070 |
0.2% |
12% |
False |
False |
704,660 |
| 60 |
119-015 |
116-253 |
2-082 |
1.9% |
0-074 |
0.2% |
6% |
False |
False |
733,756 |
| 80 |
119-015 |
116-253 |
2-082 |
1.9% |
0-072 |
0.2% |
6% |
False |
False |
564,017 |
| 100 |
119-015 |
116-253 |
2-082 |
1.9% |
0-068 |
0.2% |
6% |
False |
False |
451,356 |
| 120 |
119-015 |
116-253 |
2-082 |
1.9% |
0-057 |
0.2% |
6% |
False |
False |
376,130 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-288 |
|
2.618 |
117-186 |
|
1.618 |
117-124 |
|
1.000 |
117-085 |
|
0.618 |
117-061 |
|
HIGH |
117-022 |
|
0.618 |
116-319 |
|
0.500 |
116-311 |
|
0.382 |
116-304 |
|
LOW |
116-280 |
|
0.618 |
116-241 |
|
1.000 |
116-218 |
|
1.618 |
116-179 |
|
2.618 |
116-116 |
|
4.250 |
116-014 |
|
|
| Fisher Pivots for day following 16-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
116-311 |
116-314 |
| PP |
116-307 |
116-308 |
| S1 |
116-302 |
116-303 |
|