ECBOT 10 Year T-Note Future December 2017
Trading Metrics calculated at close of trading on 20-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2017 |
20-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
124-255 |
124-310 |
0-055 |
0.1% |
124-215 |
High |
125-025 |
125-045 |
0-020 |
0.0% |
125-070 |
Low |
124-245 |
124-220 |
-0-025 |
-0.1% |
124-160 |
Close |
124-290 |
124-220 |
-0-070 |
-0.2% |
124-290 |
Range |
0-100 |
0-145 |
0-045 |
45.0% |
0-230 |
ATR |
0-123 |
0-125 |
0-002 |
1.2% |
0-000 |
Volume |
1,286,280 |
1,276,235 |
-10,045 |
-0.8% |
6,419,889 |
|
Daily Pivots for day following 20-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-063 |
125-287 |
124-300 |
|
R3 |
125-238 |
125-142 |
124-260 |
|
R2 |
125-093 |
125-093 |
124-247 |
|
R1 |
124-317 |
124-317 |
124-233 |
124-292 |
PP |
124-268 |
124-268 |
124-268 |
124-256 |
S1 |
124-172 |
124-172 |
124-207 |
124-148 |
S2 |
124-123 |
124-123 |
124-193 |
|
S3 |
123-298 |
124-027 |
124-180 |
|
S4 |
123-153 |
123-202 |
124-140 |
|
|
Weekly Pivots for week ending 17-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-010 |
126-220 |
125-097 |
|
R3 |
126-100 |
125-310 |
125-033 |
|
R2 |
125-190 |
125-190 |
125-012 |
|
R1 |
125-080 |
125-080 |
124-311 |
125-135 |
PP |
124-280 |
124-280 |
124-280 |
124-308 |
S1 |
124-170 |
124-170 |
124-269 |
124-225 |
S2 |
124-050 |
124-050 |
124-248 |
|
S3 |
123-140 |
123-260 |
124-227 |
|
S4 |
122-230 |
123-030 |
124-164 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
125-070 |
124-160 |
0-230 |
0.6% |
0-122 |
0.3% |
26% |
False |
False |
1,347,103 |
10 |
125-150 |
124-160 |
0-310 |
0.8% |
0-117 |
0.3% |
19% |
False |
False |
1,305,224 |
20 |
125-150 |
124-060 |
1-090 |
1.0% |
0-123 |
0.3% |
39% |
False |
False |
1,403,251 |
40 |
126-040 |
124-060 |
1-300 |
1.6% |
0-126 |
0.3% |
26% |
False |
False |
1,338,636 |
60 |
127-285 |
124-060 |
3-225 |
3.0% |
0-130 |
0.3% |
14% |
False |
False |
1,342,215 |
80 |
127-285 |
124-060 |
3-225 |
3.0% |
0-129 |
0.3% |
14% |
False |
False |
1,042,969 |
100 |
127-285 |
124-060 |
3-225 |
3.0% |
0-129 |
0.3% |
14% |
False |
False |
834,814 |
120 |
127-285 |
124-060 |
3-225 |
3.0% |
0-122 |
0.3% |
14% |
False |
False |
695,716 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-021 |
2.618 |
126-105 |
1.618 |
125-280 |
1.000 |
125-190 |
0.618 |
125-135 |
HIGH |
125-045 |
0.618 |
124-310 |
0.500 |
124-292 |
0.382 |
124-275 |
LOW |
124-220 |
0.618 |
124-130 |
1.000 |
124-075 |
1.618 |
123-305 |
2.618 |
123-160 |
4.250 |
122-244 |
|
|
Fisher Pivots for day following 20-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
124-292 |
124-292 |
PP |
124-268 |
124-268 |
S1 |
124-244 |
124-244 |
|