ECBOT 5 Year T-Note Future December 2017
| Trading Metrics calculated at close of trading on 29-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2017 |
29-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
116-315 |
116-305 |
-0-010 |
0.0% |
116-313 |
| High |
117-020 |
116-315 |
-0-025 |
-0.1% |
117-015 |
| Low |
116-287 |
116-220 |
-0-067 |
-0.2% |
116-205 |
| Close |
116-293 |
116-262 |
-0-030 |
-0.1% |
116-287 |
| Range |
0-053 |
0-095 |
0-042 |
80.9% |
0-130 |
| ATR |
0-066 |
0-068 |
0-002 |
3.2% |
0-000 |
| Volume |
2,095,415 |
1,205,748 |
-889,667 |
-42.5% |
4,805,875 |
|
| Daily Pivots for day following 29-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-231 |
117-182 |
116-315 |
|
| R3 |
117-136 |
117-087 |
116-289 |
|
| R2 |
117-041 |
117-041 |
116-280 |
|
| R1 |
116-312 |
116-312 |
116-271 |
116-289 |
| PP |
116-266 |
116-266 |
116-266 |
116-254 |
| S1 |
116-217 |
116-217 |
116-254 |
116-194 |
| S2 |
116-171 |
116-171 |
116-245 |
|
| S3 |
116-076 |
116-122 |
116-236 |
|
| S4 |
115-301 |
116-027 |
116-210 |
|
|
| 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 |
116-215 |
0-125 |
0.3% |
0-071 |
0.2% |
38% |
False |
False |
1,487,643 |
| 10 |
117-053 |
116-205 |
0-168 |
0.4% |
0-067 |
0.2% |
34% |
False |
False |
1,244,881 |
| 20 |
117-120 |
116-205 |
0-235 |
0.6% |
0-064 |
0.2% |
24% |
False |
False |
960,087 |
| 40 |
117-213 |
116-205 |
1-008 |
0.9% |
0-068 |
0.2% |
18% |
False |
False |
820,667 |
| 60 |
119-015 |
116-205 |
2-130 |
2.1% |
0-072 |
0.2% |
7% |
False |
False |
784,595 |
| 80 |
119-015 |
116-205 |
2-130 |
2.1% |
0-073 |
0.2% |
7% |
False |
False |
698,702 |
| 100 |
119-015 |
116-205 |
2-130 |
2.1% |
0-071 |
0.2% |
7% |
False |
False |
559,248 |
| 120 |
119-015 |
116-205 |
2-130 |
2.1% |
0-062 |
0.2% |
7% |
False |
False |
466,077 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-079 |
|
2.618 |
117-244 |
|
1.618 |
117-149 |
|
1.000 |
117-090 |
|
0.618 |
117-054 |
|
HIGH |
116-315 |
|
0.618 |
116-279 |
|
0.500 |
116-268 |
|
0.382 |
116-256 |
|
LOW |
116-220 |
|
0.618 |
116-161 |
|
1.000 |
116-125 |
|
1.618 |
116-066 |
|
2.618 |
115-291 |
|
4.250 |
115-136 |
|
|
| Fisher Pivots for day following 29-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
116-268 |
116-280 |
| PP |
116-266 |
116-274 |
| S1 |
116-264 |
116-268 |
|