ECBOT 10 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 |
125-015 |
124-190 |
-0-145 |
-0.4% |
124-310 |
| High |
125-035 |
124-210 |
-0-145 |
-0.4% |
125-045 |
| Low |
124-165 |
124-060 |
-0-105 |
-0.3% |
124-190 |
| Close |
124-230 |
124-100 |
-0-130 |
-0.3% |
124-310 |
| Range |
0-190 |
0-150 |
-0-040 |
-21.1% |
0-175 |
| ATR |
0-125 |
0-128 |
0-003 |
2.6% |
0-000 |
| Volume |
1,899,713 |
399,175 |
-1,500,538 |
-79.0% |
5,865,577 |
|
| Daily Pivots for day following 30-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-253 |
125-167 |
124-183 |
|
| R3 |
125-103 |
125-017 |
124-141 |
|
| R2 |
124-273 |
124-273 |
124-128 |
|
| R1 |
124-187 |
124-187 |
124-114 |
124-155 |
| PP |
124-123 |
124-123 |
124-123 |
124-108 |
| S1 |
124-037 |
124-037 |
124-086 |
124-005 |
| S2 |
123-293 |
123-293 |
124-072 |
|
| S3 |
123-143 |
123-207 |
124-059 |
|
| S4 |
122-313 |
123-057 |
124-017 |
|
|
| 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 |
124-060 |
1-015 |
0.8% |
0-122 |
0.3% |
12% |
False |
True |
1,752,763 |
| 10 |
125-075 |
124-060 |
1-015 |
0.8% |
0-124 |
0.3% |
12% |
False |
True |
1,615,839 |
| 20 |
125-150 |
124-060 |
1-090 |
1.0% |
0-120 |
0.3% |
10% |
False |
True |
1,462,461 |
| 40 |
125-255 |
124-060 |
1-195 |
1.3% |
0-123 |
0.3% |
8% |
False |
True |
1,398,183 |
| 60 |
127-285 |
124-060 |
3-225 |
3.0% |
0-127 |
0.3% |
3% |
False |
True |
1,366,802 |
| 80 |
127-285 |
124-060 |
3-225 |
3.0% |
0-130 |
0.3% |
3% |
False |
True |
1,197,970 |
| 100 |
127-285 |
124-060 |
3-225 |
3.0% |
0-130 |
0.3% |
3% |
False |
True |
959,180 |
| 120 |
127-285 |
124-060 |
3-225 |
3.0% |
0-125 |
0.3% |
3% |
False |
True |
799,465 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-208 |
|
2.618 |
125-283 |
|
1.618 |
125-133 |
|
1.000 |
125-040 |
|
0.618 |
124-303 |
|
HIGH |
124-210 |
|
0.618 |
124-153 |
|
0.500 |
124-135 |
|
0.382 |
124-117 |
|
LOW |
124-060 |
|
0.618 |
123-287 |
|
1.000 |
123-230 |
|
1.618 |
123-137 |
|
2.618 |
122-307 |
|
4.250 |
122-062 |
|
|
| Fisher Pivots for day following 30-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
124-135 |
124-228 |
| PP |
124-123 |
124-185 |
| S1 |
124-112 |
124-143 |
|