ECBOT 5 Year T-Note Future December 2017
| Trading Metrics calculated at close of trading on 27-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2017 |
27-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
116-315 |
116-287 |
-0-028 |
-0.1% |
116-313 |
| High |
116-315 |
117-000 |
0-005 |
0.0% |
117-015 |
| Low |
116-275 |
116-260 |
-0-015 |
0.0% |
116-205 |
| Close |
116-287 |
116-318 |
0-030 |
0.1% |
116-287 |
| Range |
0-040 |
0-060 |
0-020 |
50.0% |
0-130 |
| ATR |
0-067 |
0-067 |
-0-001 |
-0.8% |
0-000 |
| Volume |
727,541 |
2,018,521 |
1,290,980 |
177.4% |
4,805,875 |
|
| Daily Pivots for day following 27-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-159 |
117-138 |
117-031 |
|
| R3 |
117-099 |
117-078 |
117-014 |
|
| R2 |
117-039 |
117-039 |
117-009 |
|
| R1 |
117-018 |
117-018 |
117-003 |
117-029 |
| PP |
116-299 |
116-299 |
116-299 |
116-304 |
| S1 |
116-278 |
116-278 |
116-312 |
116-289 |
| S2 |
116-239 |
116-239 |
116-307 |
|
| S3 |
116-179 |
116-218 |
116-301 |
|
| S4 |
116-119 |
116-158 |
116-285 |
|
|
| 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% |
0-070 |
0.2% |
87% |
False |
False |
1,364,879 |
| 10 |
117-053 |
116-205 |
0-168 |
0.4% |
0-065 |
0.2% |
67% |
False |
False |
1,049,322 |
| 20 |
117-120 |
116-205 |
0-235 |
0.6% |
0-062 |
0.2% |
48% |
False |
False |
863,405 |
| 40 |
117-213 |
116-205 |
1-008 |
0.9% |
0-067 |
0.2% |
34% |
False |
False |
769,593 |
| 60 |
119-015 |
116-205 |
2-130 |
2.1% |
0-074 |
0.2% |
15% |
False |
False |
757,184 |
| 80 |
119-015 |
116-205 |
2-130 |
2.1% |
0-072 |
0.2% |
15% |
False |
False |
657,497 |
| 100 |
119-015 |
116-205 |
2-130 |
2.1% |
0-070 |
0.2% |
15% |
False |
False |
526,243 |
| 120 |
119-015 |
116-205 |
2-130 |
2.1% |
0-060 |
0.2% |
15% |
False |
False |
438,567 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-255 |
|
2.618 |
117-157 |
|
1.618 |
117-097 |
|
1.000 |
117-060 |
|
0.618 |
117-037 |
|
HIGH |
117-000 |
|
0.618 |
116-297 |
|
0.500 |
116-290 |
|
0.382 |
116-283 |
|
LOW |
116-260 |
|
0.618 |
116-223 |
|
1.000 |
116-200 |
|
1.618 |
116-163 |
|
2.618 |
116-103 |
|
4.250 |
116-005 |
|
|
| Fisher Pivots for day following 27-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
116-308 |
116-301 |
| PP |
116-299 |
116-284 |
| S1 |
116-290 |
116-268 |
|