ECBOT 5 Year T-Note Future December 2017
| Trading Metrics calculated at close of trading on 22-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2017 |
22-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
116-247 |
116-225 |
-0-022 |
-0.1% |
116-318 |
| High |
116-260 |
117-000 |
0-060 |
0.2% |
117-053 |
| Low |
116-205 |
116-215 |
0-010 |
0.0% |
116-255 |
| Close |
116-218 |
116-315 |
0-098 |
0.3% |
116-300 |
| Range |
0-055 |
0-105 |
0-050 |
90.9% |
0-118 |
| ATR |
0-067 |
0-069 |
0-003 |
4.1% |
0-000 |
| Volume |
1,591,688 |
1,390,992 |
-200,696 |
-12.6% |
3,668,827 |
|
| Daily Pivots for day following 22-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-278 |
117-242 |
117-053 |
|
| R3 |
117-173 |
117-137 |
117-024 |
|
| R2 |
117-068 |
117-068 |
117-014 |
|
| R1 |
117-032 |
117-032 |
117-005 |
117-050 |
| PP |
116-283 |
116-283 |
116-283 |
116-293 |
| S1 |
116-247 |
116-247 |
116-305 |
116-265 |
| S2 |
116-178 |
116-178 |
116-296 |
|
| S3 |
116-073 |
116-142 |
116-286 |
|
| S4 |
115-288 |
116-037 |
116-257 |
|
|
| 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 |
117-022 |
116-205 |
0-138 |
0.4% |
0-071 |
0.2% |
80% |
False |
False |
1,091,732 |
| 10 |
117-082 |
116-205 |
0-198 |
0.5% |
0-067 |
0.2% |
56% |
False |
False |
937,866 |
| 20 |
117-120 |
116-205 |
0-235 |
0.6% |
0-066 |
0.2% |
47% |
False |
False |
815,651 |
| 40 |
117-225 |
116-205 |
1-020 |
0.9% |
0-069 |
0.2% |
32% |
False |
False |
749,390 |
| 60 |
119-015 |
116-205 |
2-130 |
2.1% |
0-074 |
0.2% |
14% |
False |
False |
738,334 |
| 80 |
119-015 |
116-205 |
2-130 |
2.1% |
0-073 |
0.2% |
14% |
False |
False |
623,264 |
| 100 |
119-015 |
116-205 |
2-130 |
2.1% |
0-071 |
0.2% |
14% |
False |
False |
498,817 |
| 120 |
119-015 |
116-205 |
2-130 |
2.1% |
0-059 |
0.2% |
14% |
False |
False |
415,683 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-126 |
|
2.618 |
117-275 |
|
1.618 |
117-170 |
|
1.000 |
117-105 |
|
0.618 |
117-065 |
|
HIGH |
117-000 |
|
0.618 |
116-280 |
|
0.500 |
116-268 |
|
0.382 |
116-255 |
|
LOW |
116-215 |
|
0.618 |
116-150 |
|
1.000 |
116-110 |
|
1.618 |
116-045 |
|
2.618 |
115-260 |
|
4.250 |
115-089 |
|
|
| Fisher Pivots for day following 22-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
116-299 |
116-300 |
| PP |
116-283 |
116-285 |
| S1 |
116-268 |
116-270 |
|