ECBOT 10 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 |
125-030 |
124-315 |
-0-035 |
-0.1% |
124-310 |
| High |
125-045 |
125-045 |
0-000 |
0.0% |
125-045 |
| Low |
124-285 |
124-270 |
-0-015 |
0.0% |
124-190 |
| Close |
124-310 |
125-040 |
0-050 |
0.1% |
124-310 |
| Range |
0-080 |
0-095 |
0-015 |
18.7% |
0-175 |
| ATR |
0-123 |
0-121 |
-0-002 |
-1.6% |
0-000 |
| Volume |
903,231 |
2,900,454 |
1,997,223 |
221.1% |
5,865,577 |
|
| Daily Pivots for day following 27-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-297 |
125-263 |
125-092 |
|
| R3 |
125-202 |
125-168 |
125-066 |
|
| R2 |
125-107 |
125-107 |
125-057 |
|
| R1 |
125-073 |
125-073 |
125-049 |
125-090 |
| PP |
125-012 |
125-012 |
125-012 |
125-020 |
| S1 |
124-298 |
124-298 |
125-031 |
124-315 |
| S2 |
124-237 |
124-237 |
125-023 |
|
| S3 |
124-142 |
124-203 |
125-014 |
|
| S4 |
124-047 |
124-108 |
124-308 |
|
|
| Weekly Pivots for week ending 24-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-173 |
126-097 |
125-086 |
|
| R3 |
125-318 |
125-242 |
125-038 |
|
| R2 |
125-143 |
125-143 |
125-022 |
|
| R1 |
125-067 |
125-067 |
125-006 |
125-078 |
| PP |
124-288 |
124-288 |
124-288 |
124-294 |
| S1 |
124-212 |
124-212 |
124-294 |
124-223 |
| S2 |
124-113 |
124-113 |
124-278 |
|
| S3 |
123-258 |
124-037 |
124-262 |
|
| S4 |
123-083 |
123-182 |
124-214 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-045 |
124-190 |
0-175 |
0.4% |
0-119 |
0.3% |
97% |
True |
False |
1,753,206 |
| 10 |
125-070 |
124-160 |
0-230 |
0.6% |
0-117 |
0.3% |
87% |
False |
False |
1,518,592 |
| 20 |
125-150 |
124-160 |
0-310 |
0.8% |
0-114 |
0.3% |
65% |
False |
False |
1,417,247 |
| 40 |
125-255 |
124-060 |
1-195 |
1.3% |
0-122 |
0.3% |
58% |
False |
False |
1,361,358 |
| 60 |
127-285 |
124-060 |
3-225 |
3.0% |
0-130 |
0.3% |
25% |
False |
False |
1,363,535 |
| 80 |
127-285 |
124-060 |
3-225 |
3.0% |
0-129 |
0.3% |
25% |
False |
False |
1,136,281 |
| 100 |
127-285 |
124-060 |
3-225 |
3.0% |
0-128 |
0.3% |
25% |
False |
False |
909,654 |
| 120 |
127-285 |
124-060 |
3-225 |
3.0% |
0-123 |
0.3% |
25% |
False |
False |
758,131 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-129 |
|
2.618 |
125-294 |
|
1.618 |
125-199 |
|
1.000 |
125-140 |
|
0.618 |
125-104 |
|
HIGH |
125-045 |
|
0.618 |
125-009 |
|
0.500 |
124-318 |
|
0.382 |
124-306 |
|
LOW |
124-270 |
|
0.618 |
124-211 |
|
1.000 |
124-175 |
|
1.618 |
124-116 |
|
2.618 |
124-021 |
|
4.250 |
123-186 |
|
|
| Fisher Pivots for day following 27-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
125-026 |
125-013 |
| PP |
125-012 |
124-307 |
| S1 |
124-318 |
124-280 |
|