ECBOT 5 Year T-Note Future December 2017
| Trading Metrics calculated at close of trading on 21-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2017 |
21-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
116-313 |
116-247 |
-0-065 |
-0.2% |
116-318 |
| High |
117-015 |
116-260 |
-0-075 |
-0.2% |
117-053 |
| Low |
116-245 |
116-205 |
-0-040 |
-0.1% |
116-255 |
| Close |
116-245 |
116-218 |
-0-027 |
-0.1% |
116-300 |
| Range |
0-090 |
0-055 |
-0-035 |
-38.9% |
0-118 |
| ATR |
0-068 |
0-067 |
-0-001 |
-1.3% |
0-000 |
| Volume |
1,095,654 |
1,591,688 |
496,034 |
45.3% |
3,668,827 |
|
| Daily Pivots for day following 21-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-073 |
117-040 |
116-248 |
|
| R3 |
117-018 |
116-305 |
116-233 |
|
| R2 |
116-283 |
116-283 |
116-228 |
|
| R1 |
116-250 |
116-250 |
116-223 |
116-239 |
| PP |
116-227 |
116-227 |
116-227 |
116-222 |
| S1 |
116-195 |
116-195 |
116-212 |
116-184 |
| S2 |
116-172 |
116-172 |
116-207 |
|
| S3 |
116-117 |
116-140 |
116-202 |
|
| S4 |
116-062 |
116-085 |
116-187 |
|
|
| 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 |
116-205 |
0-168 |
0.4% |
0-063 |
0.2% |
7% |
False |
True |
1,002,118 |
| 10 |
117-095 |
116-205 |
0-210 |
0.6% |
0-062 |
0.2% |
6% |
False |
True |
852,999 |
| 20 |
117-120 |
116-205 |
0-235 |
0.6% |
0-065 |
0.2% |
5% |
False |
True |
796,946 |
| 40 |
117-255 |
116-205 |
1-050 |
1.0% |
0-069 |
0.2% |
3% |
False |
True |
740,654 |
| 60 |
119-015 |
116-205 |
2-130 |
2.1% |
0-074 |
0.2% |
2% |
False |
True |
734,748 |
| 80 |
119-015 |
116-205 |
2-130 |
2.1% |
0-072 |
0.2% |
2% |
False |
True |
605,945 |
| 100 |
119-015 |
116-205 |
2-130 |
2.1% |
0-070 |
0.2% |
2% |
False |
True |
484,907 |
| 120 |
119-015 |
116-205 |
2-130 |
2.1% |
0-059 |
0.2% |
2% |
False |
True |
404,092 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-174 |
|
2.618 |
117-084 |
|
1.618 |
117-029 |
|
1.000 |
116-315 |
|
0.618 |
116-294 |
|
HIGH |
116-260 |
|
0.618 |
116-239 |
|
0.500 |
116-232 |
|
0.382 |
116-226 |
|
LOW |
116-205 |
|
0.618 |
116-171 |
|
1.000 |
116-150 |
|
1.618 |
116-116 |
|
2.618 |
116-061 |
|
4.250 |
115-291 |
|
|
| Fisher Pivots for day following 21-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
116-232 |
116-270 |
| PP |
116-227 |
116-253 |
| S1 |
116-223 |
116-235 |
|