ECBOT 5 Year T-Note Future December 2017
| Trading Metrics calculated at close of trading on 24-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2017 |
24-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
116-225 |
116-315 |
0-090 |
0.2% |
116-313 |
| High |
117-000 |
116-315 |
-0-005 |
0.0% |
117-015 |
| Low |
116-215 |
116-275 |
0-060 |
0.2% |
116-205 |
| Close |
116-315 |
116-287 |
-0-028 |
-0.1% |
116-287 |
| Range |
0-105 |
0-040 |
-0-065 |
-61.9% |
0-130 |
| ATR |
0-069 |
0-067 |
-0-002 |
-3.0% |
0-000 |
| Volume |
1,390,992 |
727,541 |
-663,451 |
-47.7% |
4,805,875 |
|
| Daily Pivots for day following 24-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-093 |
117-070 |
116-309 |
|
| R3 |
117-053 |
117-030 |
116-298 |
|
| R2 |
117-013 |
117-013 |
116-295 |
|
| R1 |
116-310 |
116-310 |
116-291 |
116-301 |
| PP |
116-293 |
116-293 |
116-293 |
116-288 |
| S1 |
116-270 |
116-270 |
116-284 |
116-261 |
| S2 |
116-253 |
116-253 |
116-280 |
|
| S3 |
116-213 |
116-230 |
116-276 |
|
| S4 |
116-173 |
116-190 |
116-265 |
|
|
| Weekly Pivots for week ending 24-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-026 |
117-287 |
117-039 |
|
| R3 |
117-216 |
117-157 |
117-003 |
|
| R2 |
117-086 |
117-086 |
116-311 |
|
| R1 |
117-027 |
117-027 |
116-299 |
116-311 |
| PP |
116-276 |
116-276 |
116-276 |
116-258 |
| S1 |
116-217 |
116-217 |
116-276 |
116-181 |
| S2 |
116-146 |
116-146 |
116-264 |
|
| S3 |
116-016 |
116-087 |
116-252 |
|
| S4 |
115-206 |
115-277 |
116-216 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-015 |
116-205 |
0-130 |
0.3% |
0-066 |
0.2% |
63% |
False |
False |
1,094,777 |
| 10 |
117-065 |
116-205 |
0-180 |
0.5% |
0-066 |
0.2% |
46% |
False |
False |
922,806 |
| 20 |
117-120 |
116-205 |
0-235 |
0.6% |
0-064 |
0.2% |
35% |
False |
False |
808,805 |
| 40 |
117-225 |
116-205 |
1-020 |
0.9% |
0-068 |
0.2% |
24% |
False |
False |
746,361 |
| 60 |
119-015 |
116-205 |
2-130 |
2.1% |
0-074 |
0.2% |
11% |
False |
False |
736,634 |
| 80 |
119-015 |
116-205 |
2-130 |
2.1% |
0-072 |
0.2% |
11% |
False |
False |
632,340 |
| 100 |
119-015 |
116-205 |
2-130 |
2.1% |
0-071 |
0.2% |
11% |
False |
False |
506,064 |
| 120 |
119-015 |
116-205 |
2-130 |
2.1% |
0-060 |
0.2% |
11% |
False |
False |
421,746 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-165 |
|
2.618 |
117-100 |
|
1.618 |
117-060 |
|
1.000 |
117-035 |
|
0.618 |
117-020 |
|
HIGH |
116-315 |
|
0.618 |
116-300 |
|
0.500 |
116-295 |
|
0.382 |
116-290 |
|
LOW |
116-275 |
|
0.618 |
116-250 |
|
1.000 |
116-235 |
|
1.618 |
116-210 |
|
2.618 |
116-170 |
|
4.250 |
116-105 |
|
|
| Fisher Pivots for day following 24-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
116-295 |
116-279 |
| PP |
116-293 |
116-271 |
| S1 |
116-290 |
116-262 |
|