ECBOT 5 Year T-Note Future December 2017
| Trading Metrics calculated at close of trading on 28-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2017 |
28-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
116-287 |
116-315 |
0-028 |
0.1% |
116-313 |
| High |
117-000 |
117-020 |
0-020 |
0.1% |
117-015 |
| Low |
116-260 |
116-287 |
0-027 |
0.1% |
116-205 |
| Close |
116-318 |
116-293 |
-0-025 |
-0.1% |
116-287 |
| Range |
0-060 |
0-053 |
-0-007 |
-12.5% |
0-130 |
| ATR |
0-067 |
0-066 |
-0-001 |
-1.5% |
0-000 |
| Volume |
2,018,521 |
2,095,415 |
76,894 |
3.8% |
4,805,875 |
|
| Daily Pivots for day following 28-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-144 |
117-111 |
117-001 |
|
| R3 |
117-092 |
117-058 |
116-307 |
|
| R2 |
117-039 |
117-039 |
116-302 |
|
| R1 |
117-006 |
117-006 |
116-297 |
116-316 |
| PP |
116-307 |
116-307 |
116-307 |
116-302 |
| S1 |
116-273 |
116-273 |
116-288 |
116-264 |
| S2 |
116-254 |
116-254 |
116-283 |
|
| S3 |
116-202 |
116-221 |
116-278 |
|
| S4 |
116-149 |
116-168 |
116-264 |
|
|
| 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 |
117-020 |
116-205 |
0-135 |
0.4% |
0-063 |
0.2% |
65% |
True |
False |
1,564,831 |
| 10 |
117-053 |
116-205 |
0-168 |
0.4% |
0-063 |
0.2% |
52% |
False |
False |
1,203,735 |
| 20 |
117-120 |
116-205 |
0-235 |
0.6% |
0-061 |
0.2% |
37% |
False |
False |
934,753 |
| 40 |
117-213 |
116-205 |
1-008 |
0.9% |
0-067 |
0.2% |
27% |
False |
False |
804,587 |
| 60 |
119-015 |
116-205 |
2-130 |
2.1% |
0-073 |
0.2% |
11% |
False |
False |
779,825 |
| 80 |
119-015 |
116-205 |
2-130 |
2.1% |
0-072 |
0.2% |
11% |
False |
False |
683,658 |
| 100 |
119-015 |
116-205 |
2-130 |
2.1% |
0-070 |
0.2% |
11% |
False |
False |
547,193 |
| 120 |
119-015 |
116-205 |
2-130 |
2.1% |
0-061 |
0.2% |
11% |
False |
False |
456,029 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-243 |
|
2.618 |
117-157 |
|
1.618 |
117-105 |
|
1.000 |
117-073 |
|
0.618 |
117-052 |
|
HIGH |
117-020 |
|
0.618 |
117-000 |
|
0.500 |
116-314 |
|
0.382 |
116-308 |
|
LOW |
116-287 |
|
0.618 |
116-255 |
|
1.000 |
116-235 |
|
1.618 |
116-203 |
|
2.618 |
116-150 |
|
4.250 |
116-064 |
|
|
| Fisher Pivots for day following 28-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
116-314 |
116-300 |
| PP |
116-307 |
116-298 |
| S1 |
116-300 |
116-295 |
|