ECBOT 5 Year T-Note Future December 2017
| Trading Metrics calculated at close of trading on 17-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2017 |
17-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
117-022 |
116-293 |
-0-050 |
-0.1% |
116-318 |
| High |
117-022 |
117-007 |
-0-015 |
0.0% |
117-053 |
| Low |
116-280 |
116-287 |
0-007 |
0.0% |
116-255 |
| Close |
116-298 |
116-300 |
0-002 |
0.0% |
116-300 |
| Range |
0-062 |
0-040 |
-0-022 |
-36.0% |
0-118 |
| ATR |
0-068 |
0-066 |
-0-002 |
-2.9% |
0-000 |
| Volume |
712,316 |
668,011 |
-44,305 |
-6.2% |
3,668,827 |
|
| Daily Pivots for day following 17-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-105 |
117-082 |
117-002 |
|
| R3 |
117-065 |
117-042 |
116-311 |
|
| R2 |
117-025 |
117-025 |
116-307 |
|
| R1 |
117-002 |
117-002 |
116-304 |
117-014 |
| PP |
116-305 |
116-305 |
116-305 |
116-311 |
| S1 |
116-282 |
116-282 |
116-296 |
116-294 |
| S2 |
116-265 |
116-265 |
116-293 |
|
| S3 |
116-225 |
116-242 |
116-289 |
|
| S4 |
116-185 |
116-202 |
116-278 |
|
|
| Weekly Pivots for week ending 17-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-022 |
117-278 |
117-045 |
|
| R3 |
117-224 |
117-161 |
117-012 |
|
| R2 |
117-107 |
117-107 |
117-002 |
|
| R1 |
117-043 |
117-043 |
116-311 |
117-016 |
| PP |
116-309 |
116-309 |
116-309 |
116-296 |
| S1 |
116-246 |
116-246 |
116-289 |
116-219 |
| S2 |
116-192 |
116-192 |
116-278 |
|
| S3 |
116-074 |
116-128 |
116-268 |
|
| S4 |
115-277 |
116-011 |
116-235 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-053 |
116-255 |
0-118 |
0.3% |
0-060 |
0.2% |
38% |
False |
False |
733,765 |
| 10 |
117-105 |
116-255 |
0-170 |
0.5% |
0-056 |
0.2% |
26% |
False |
False |
692,152 |
| 20 |
117-120 |
116-253 |
0-187 |
0.5% |
0-064 |
0.2% |
25% |
False |
False |
718,631 |
| 40 |
117-295 |
116-253 |
1-042 |
1.0% |
0-069 |
0.2% |
13% |
False |
False |
705,585 |
| 60 |
119-015 |
116-253 |
2-082 |
1.9% |
0-073 |
0.2% |
7% |
False |
False |
730,044 |
| 80 |
119-015 |
116-253 |
2-082 |
1.9% |
0-072 |
0.2% |
7% |
False |
False |
572,361 |
| 100 |
119-015 |
116-253 |
2-082 |
1.9% |
0-069 |
0.2% |
7% |
False |
False |
458,034 |
| 120 |
119-015 |
116-253 |
2-082 |
1.9% |
0-057 |
0.2% |
7% |
False |
False |
381,697 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-177 |
|
2.618 |
117-112 |
|
1.618 |
117-072 |
|
1.000 |
117-047 |
|
0.618 |
117-032 |
|
HIGH |
117-007 |
|
0.618 |
116-312 |
|
0.500 |
116-307 |
|
0.382 |
116-303 |
|
LOW |
116-287 |
|
0.618 |
116-263 |
|
1.000 |
116-247 |
|
1.618 |
116-223 |
|
2.618 |
116-183 |
|
4.250 |
116-117 |
|
|
| Fisher Pivots for day following 17-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
116-307 |
117-006 |
| PP |
116-305 |
116-318 |
| S1 |
116-302 |
116-309 |
|