ECBOT 10 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 |
124-315 |
125-025 |
0-030 |
0.1% |
124-310 |
| High |
125-045 |
125-075 |
0-030 |
0.1% |
125-045 |
| Low |
124-270 |
124-300 |
0-030 |
0.1% |
124-190 |
| Close |
125-040 |
124-310 |
-0-050 |
-0.1% |
124-310 |
| Range |
0-095 |
0-095 |
0-000 |
0.0% |
0-175 |
| ATR |
0-121 |
0-120 |
-0-002 |
-1.6% |
0-000 |
| Volume |
2,900,454 |
2,661,242 |
-239,212 |
-8.2% |
5,865,577 |
|
| Daily Pivots for day following 28-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-300 |
125-240 |
125-042 |
|
| R3 |
125-205 |
125-145 |
125-016 |
|
| R2 |
125-110 |
125-110 |
125-007 |
|
| R1 |
125-050 |
125-050 |
124-319 |
125-033 |
| PP |
125-015 |
125-015 |
125-015 |
125-006 |
| S1 |
124-275 |
124-275 |
124-301 |
124-258 |
| S2 |
124-240 |
124-240 |
124-293 |
|
| S3 |
124-145 |
124-180 |
124-284 |
|
| S4 |
124-050 |
124-085 |
124-258 |
|
|
| 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 |
125-075 |
124-190 |
0-205 |
0.5% |
0-109 |
0.3% |
59% |
True |
False |
2,030,207 |
| 10 |
125-075 |
124-160 |
0-235 |
0.6% |
0-115 |
0.3% |
64% |
True |
False |
1,688,655 |
| 20 |
125-150 |
124-160 |
0-310 |
0.8% |
0-113 |
0.3% |
48% |
False |
False |
1,488,189 |
| 40 |
125-255 |
124-060 |
1-195 |
1.3% |
0-121 |
0.3% |
49% |
False |
False |
1,394,833 |
| 60 |
127-285 |
124-060 |
3-225 |
3.0% |
0-128 |
0.3% |
21% |
False |
False |
1,381,819 |
| 80 |
127-285 |
124-060 |
3-225 |
3.0% |
0-128 |
0.3% |
21% |
False |
False |
1,169,418 |
| 100 |
127-285 |
124-060 |
3-225 |
3.0% |
0-128 |
0.3% |
21% |
False |
False |
936,254 |
| 120 |
127-285 |
124-060 |
3-225 |
3.0% |
0-123 |
0.3% |
21% |
False |
False |
780,308 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-159 |
|
2.618 |
126-004 |
|
1.618 |
125-229 |
|
1.000 |
125-170 |
|
0.618 |
125-134 |
|
HIGH |
125-075 |
|
0.618 |
125-039 |
|
0.500 |
125-028 |
|
0.382 |
125-016 |
|
LOW |
124-300 |
|
0.618 |
124-241 |
|
1.000 |
124-205 |
|
1.618 |
124-146 |
|
2.618 |
124-051 |
|
4.250 |
123-216 |
|
|
| Fisher Pivots for day following 28-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
125-028 |
125-013 |
| PP |
125-015 |
125-005 |
| S1 |
125-003 |
124-318 |
|