ECBOT 10 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 21-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2017 |
21-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
124-230 |
124-140 |
-0-090 |
-0.2% |
124-120 |
| High |
124-280 |
124-210 |
-0-070 |
-0.2% |
124-295 |
| Low |
124-135 |
124-105 |
-0-030 |
-0.1% |
124-065 |
| Close |
124-135 |
124-135 |
0-000 |
0.0% |
124-200 |
| Range |
0-145 |
0-105 |
-0-040 |
-27.6% |
0-230 |
| ATR |
0-118 |
0-117 |
-0-001 |
-0.8% |
0-000 |
| Volume |
173,250 |
539,169 |
365,919 |
211.2% |
307,585 |
|
| Daily Pivots for day following 21-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-145 |
125-085 |
124-193 |
|
| R3 |
125-040 |
124-300 |
124-164 |
|
| R2 |
124-255 |
124-255 |
124-154 |
|
| R1 |
124-195 |
124-195 |
124-145 |
124-173 |
| PP |
124-150 |
124-150 |
124-150 |
124-139 |
| S1 |
124-090 |
124-090 |
124-125 |
124-067 |
| S2 |
124-045 |
124-045 |
124-116 |
|
| S3 |
123-260 |
123-305 |
124-106 |
|
| S4 |
123-155 |
123-200 |
124-077 |
|
|
| 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 |
124-105 |
0-190 |
0.5% |
0-119 |
0.3% |
16% |
False |
True |
185,823 |
| 10 |
125-065 |
124-065 |
1-000 |
0.8% |
0-116 |
0.3% |
22% |
False |
False |
106,094 |
| 20 |
125-065 |
123-270 |
1-115 |
1.1% |
0-116 |
0.3% |
43% |
False |
False |
56,180 |
| 40 |
125-145 |
123-270 |
1-195 |
1.3% |
0-111 |
0.3% |
36% |
False |
False |
28,736 |
| 60 |
127-060 |
123-270 |
3-110 |
2.7% |
0-082 |
0.2% |
17% |
False |
False |
19,166 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-016 |
|
2.618 |
125-165 |
|
1.618 |
125-060 |
|
1.000 |
124-315 |
|
0.618 |
124-275 |
|
HIGH |
124-210 |
|
0.618 |
124-170 |
|
0.500 |
124-158 |
|
0.382 |
124-145 |
|
LOW |
124-105 |
|
0.618 |
124-040 |
|
1.000 |
124-000 |
|
1.618 |
123-255 |
|
2.618 |
123-150 |
|
4.250 |
122-299 |
|
|
| Fisher Pivots for day following 21-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
124-158 |
124-192 |
| PP |
124-150 |
124-173 |
| S1 |
124-143 |
124-154 |
|