ECBOT 10 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 |
125-025 |
125-015 |
-0-010 |
0.0% |
124-310 |
| High |
125-075 |
125-035 |
-0-040 |
-0.1% |
125-045 |
| Low |
124-300 |
124-165 |
-0-135 |
-0.3% |
124-190 |
| Close |
124-310 |
124-230 |
-0-080 |
-0.2% |
124-310 |
| Range |
0-095 |
0-190 |
0-095 |
100.0% |
0-175 |
| ATR |
0-120 |
0-125 |
0-005 |
4.2% |
0-000 |
| Volume |
2,661,242 |
1,899,713 |
-761,529 |
-28.6% |
5,865,577 |
|
| Daily Pivots for day following 29-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-180 |
126-075 |
125-015 |
|
| R3 |
125-310 |
125-205 |
124-282 |
|
| R2 |
125-120 |
125-120 |
124-265 |
|
| R1 |
125-015 |
125-015 |
124-247 |
124-293 |
| PP |
124-250 |
124-250 |
124-250 |
124-229 |
| S1 |
124-145 |
124-145 |
124-213 |
124-102 |
| S2 |
124-060 |
124-060 |
124-195 |
|
| S3 |
123-190 |
123-275 |
124-178 |
|
| S4 |
123-000 |
123-085 |
124-126 |
|
|
| 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 |
124-165 |
0-230 |
0.6% |
0-126 |
0.3% |
28% |
False |
True |
2,055,247 |
| 10 |
125-075 |
124-165 |
0-230 |
0.6% |
0-124 |
0.3% |
28% |
False |
True |
1,755,383 |
| 20 |
125-150 |
124-160 |
0-310 |
0.8% |
0-119 |
0.3% |
23% |
False |
False |
1,511,881 |
| 40 |
125-255 |
124-060 |
1-195 |
1.3% |
0-122 |
0.3% |
33% |
False |
False |
1,418,451 |
| 60 |
127-285 |
124-060 |
3-225 |
3.0% |
0-128 |
0.3% |
14% |
False |
False |
1,383,899 |
| 80 |
127-285 |
124-060 |
3-225 |
3.0% |
0-129 |
0.3% |
14% |
False |
False |
1,193,064 |
| 100 |
127-285 |
124-060 |
3-225 |
3.0% |
0-129 |
0.3% |
14% |
False |
False |
955,233 |
| 120 |
127-285 |
124-060 |
3-225 |
3.0% |
0-124 |
0.3% |
14% |
False |
False |
796,139 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-203 |
|
2.618 |
126-212 |
|
1.618 |
126-022 |
|
1.000 |
125-225 |
|
0.618 |
125-152 |
|
HIGH |
125-035 |
|
0.618 |
124-282 |
|
0.500 |
124-260 |
|
0.382 |
124-238 |
|
LOW |
124-165 |
|
0.618 |
124-048 |
|
1.000 |
123-295 |
|
1.618 |
123-178 |
|
2.618 |
122-308 |
|
4.250 |
121-317 |
|
|
| Fisher Pivots for day following 29-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
124-260 |
124-280 |
| PP |
124-250 |
124-263 |
| S1 |
124-240 |
124-247 |
|