ECBOT 5 Year T-Note Future December 2017
| Trading Metrics calculated at close of trading on 20-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2017 |
20-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
116-293 |
116-313 |
0-020 |
0.1% |
116-318 |
| High |
117-007 |
117-015 |
0-008 |
0.0% |
117-053 |
| Low |
116-287 |
116-245 |
-0-042 |
-0.1% |
116-255 |
| Close |
116-300 |
116-245 |
-0-055 |
-0.1% |
116-300 |
| Range |
0-040 |
0-090 |
0-050 |
125.0% |
0-118 |
| ATR |
0-066 |
0-068 |
0-002 |
2.6% |
0-000 |
| Volume |
668,011 |
1,095,654 |
427,643 |
64.0% |
3,668,827 |
|
| Daily Pivots for day following 20-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-225 |
117-165 |
116-295 |
|
| R3 |
117-135 |
117-075 |
116-270 |
|
| R2 |
117-045 |
117-045 |
116-261 |
|
| R1 |
116-305 |
116-305 |
116-253 |
116-290 |
| PP |
116-275 |
116-275 |
116-275 |
116-267 |
| S1 |
116-215 |
116-215 |
116-237 |
116-200 |
| S2 |
116-185 |
116-185 |
116-228 |
|
| S3 |
116-095 |
116-125 |
116-220 |
|
| S4 |
116-005 |
116-035 |
116-195 |
|
|
| 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 |
116-245 |
0-128 |
0.3% |
0-064 |
0.2% |
0% |
False |
True |
842,640 |
| 10 |
117-100 |
116-245 |
0-175 |
0.5% |
0-061 |
0.2% |
0% |
False |
True |
752,406 |
| 20 |
117-120 |
116-245 |
0-195 |
0.5% |
0-066 |
0.2% |
0% |
False |
True |
750,045 |
| 40 |
117-287 |
116-245 |
1-042 |
1.0% |
0-070 |
0.2% |
0% |
False |
True |
717,322 |
| 60 |
119-015 |
116-245 |
2-090 |
2.0% |
0-074 |
0.2% |
0% |
False |
True |
728,001 |
| 80 |
119-015 |
116-245 |
2-090 |
2.0% |
0-072 |
0.2% |
0% |
False |
True |
586,049 |
| 100 |
119-015 |
116-245 |
2-090 |
2.0% |
0-069 |
0.2% |
0% |
False |
True |
468,990 |
| 120 |
119-015 |
116-245 |
2-090 |
2.0% |
0-058 |
0.2% |
0% |
False |
True |
390,828 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-078 |
|
2.618 |
117-251 |
|
1.618 |
117-161 |
|
1.000 |
117-105 |
|
0.618 |
117-071 |
|
HIGH |
117-015 |
|
0.618 |
116-301 |
|
0.500 |
116-290 |
|
0.382 |
116-279 |
|
LOW |
116-245 |
|
0.618 |
116-189 |
|
1.000 |
116-155 |
|
1.618 |
116-099 |
|
2.618 |
116-009 |
|
4.250 |
115-182 |
|
|
| Fisher Pivots for day following 20-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
116-290 |
116-294 |
| PP |
116-275 |
116-277 |
| S1 |
116-260 |
116-261 |
|