ECBOT 5 Year T-Note Future December 2017
| Trading Metrics calculated at close of trading on 30-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2017 |
30-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
116-305 |
116-238 |
-0-067 |
-0.2% |
116-313 |
| High |
116-315 |
116-253 |
-0-062 |
-0.2% |
117-015 |
| Low |
116-220 |
116-165 |
-0-055 |
-0.1% |
116-205 |
| Close |
116-262 |
116-185 |
-0-078 |
-0.2% |
116-287 |
| Range |
0-095 |
0-088 |
-0-007 |
-7.9% |
0-130 |
| ATR |
0-068 |
0-070 |
0-002 |
3.1% |
0-000 |
| Volume |
1,205,748 |
290,947 |
-914,801 |
-75.9% |
4,805,875 |
|
| Daily Pivots for day following 30-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-143 |
117-092 |
116-233 |
|
| R3 |
117-056 |
117-004 |
116-209 |
|
| R2 |
116-288 |
116-288 |
116-201 |
|
| R1 |
116-237 |
116-237 |
116-193 |
116-219 |
| PP |
116-201 |
116-201 |
116-201 |
116-192 |
| S1 |
116-149 |
116-149 |
116-177 |
116-131 |
| S2 |
116-113 |
116-113 |
116-169 |
|
| S3 |
116-026 |
116-062 |
116-161 |
|
| S4 |
115-258 |
115-294 |
116-137 |
|
|
| 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 |
116-165 |
0-175 |
0.5% |
0-067 |
0.2% |
11% |
False |
True |
1,267,634 |
| 10 |
117-022 |
116-165 |
0-178 |
0.5% |
0-069 |
0.2% |
11% |
False |
True |
1,179,683 |
| 20 |
117-120 |
116-165 |
0-275 |
0.7% |
0-065 |
0.2% |
7% |
False |
True |
936,488 |
| 40 |
117-207 |
116-165 |
1-042 |
1.0% |
0-068 |
0.2% |
6% |
False |
True |
813,442 |
| 60 |
119-015 |
116-165 |
2-170 |
2.2% |
0-072 |
0.2% |
2% |
False |
True |
776,780 |
| 80 |
119-015 |
116-165 |
2-170 |
2.2% |
0-073 |
0.2% |
2% |
False |
True |
702,284 |
| 100 |
119-015 |
116-165 |
2-170 |
2.2% |
0-071 |
0.2% |
2% |
False |
True |
562,147 |
| 120 |
119-015 |
116-165 |
2-170 |
2.2% |
0-062 |
0.2% |
2% |
False |
True |
468,501 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-304 |
|
2.618 |
117-162 |
|
1.618 |
117-074 |
|
1.000 |
117-020 |
|
0.618 |
116-307 |
|
HIGH |
116-253 |
|
0.618 |
116-219 |
|
0.500 |
116-209 |
|
0.382 |
116-198 |
|
LOW |
116-165 |
|
0.618 |
116-111 |
|
1.000 |
116-077 |
|
1.618 |
116-023 |
|
2.618 |
115-256 |
|
4.250 |
115-113 |
|
|
| Fisher Pivots for day following 30-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
116-209 |
116-252 |
| PP |
116-201 |
116-230 |
| S1 |
116-193 |
116-207 |
|