ECBOT 10 Year T-Note Future March 2018
| 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 |
124-160 |
124-230 |
0-070 |
0.2% |
124-120 |
| High |
124-250 |
124-280 |
0-030 |
0.1% |
124-295 |
| Low |
124-160 |
124-135 |
-0-025 |
-0.1% |
124-065 |
| Close |
124-200 |
124-135 |
-0-065 |
-0.2% |
124-200 |
| Range |
0-090 |
0-145 |
0-055 |
61.1% |
0-230 |
| ATR |
0-116 |
0-118 |
0-002 |
1.8% |
0-000 |
| Volume |
108,526 |
173,250 |
64,724 |
59.6% |
307,585 |
|
| Daily Pivots for day following 20-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-298 |
125-202 |
124-215 |
|
| R3 |
125-153 |
125-057 |
124-175 |
|
| R2 |
125-008 |
125-008 |
124-162 |
|
| R1 |
124-232 |
124-232 |
124-148 |
124-208 |
| PP |
124-183 |
124-183 |
124-183 |
124-171 |
| S1 |
124-087 |
124-087 |
124-122 |
124-063 |
| S2 |
124-038 |
124-038 |
124-108 |
|
| S3 |
123-213 |
123-262 |
124-095 |
|
| S4 |
123-068 |
123-117 |
124-055 |
|
|
| Weekly Pivots for week ending 17-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-237 |
126-128 |
125-007 |
|
| R3 |
126-007 |
125-218 |
124-263 |
|
| R2 |
125-097 |
125-097 |
124-242 |
|
| R1 |
124-308 |
124-308 |
124-221 |
125-043 |
| PP |
124-187 |
124-187 |
124-187 |
124-214 |
| S1 |
124-078 |
124-078 |
124-179 |
124-132 |
| S2 |
123-277 |
123-277 |
124-158 |
|
| S3 |
123-047 |
123-168 |
124-137 |
|
| S4 |
122-137 |
122-258 |
124-073 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-295 |
124-065 |
0-230 |
0.6% |
0-117 |
0.3% |
30% |
False |
False |
90,817 |
| 10 |
125-065 |
124-065 |
1-000 |
0.8% |
0-113 |
0.3% |
22% |
False |
False |
53,160 |
| 20 |
125-065 |
123-270 |
1-115 |
1.1% |
0-118 |
0.3% |
43% |
False |
False |
29,429 |
| 40 |
125-255 |
123-270 |
1-305 |
1.6% |
0-110 |
0.3% |
30% |
False |
False |
15,260 |
| 60 |
127-060 |
123-270 |
3-110 |
2.7% |
0-080 |
0.2% |
17% |
False |
False |
10,180 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-256 |
|
2.618 |
126-020 |
|
1.618 |
125-195 |
|
1.000 |
125-105 |
|
0.618 |
125-050 |
|
HIGH |
124-280 |
|
0.618 |
124-225 |
|
0.500 |
124-208 |
|
0.382 |
124-190 |
|
LOW |
124-135 |
|
0.618 |
124-045 |
|
1.000 |
123-310 |
|
1.618 |
123-220 |
|
2.618 |
123-075 |
|
4.250 |
122-159 |
|
|
| Fisher Pivots for day following 20-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
124-208 |
124-208 |
| PP |
124-183 |
124-183 |
| S1 |
124-159 |
124-159 |
|