ECBOT 10 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 22-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2017 |
22-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
124-140 |
124-150 |
0-010 |
0.0% |
124-120 |
| High |
124-210 |
124-285 |
0-075 |
0.2% |
124-295 |
| Low |
124-105 |
124-110 |
0-005 |
0.0% |
124-065 |
| Close |
124-135 |
124-275 |
0-140 |
0.4% |
124-200 |
| Range |
0-105 |
0-175 |
0-070 |
66.6% |
0-230 |
| ATR |
0-117 |
0-121 |
0-004 |
3.5% |
0-000 |
| Volume |
539,169 |
808,680 |
269,511 |
50.0% |
307,585 |
|
| Daily Pivots for day following 22-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-108 |
126-047 |
125-051 |
|
| R3 |
125-253 |
125-192 |
125-003 |
|
| R2 |
125-078 |
125-078 |
124-307 |
|
| R1 |
125-017 |
125-017 |
124-291 |
125-047 |
| PP |
124-223 |
124-223 |
124-223 |
124-239 |
| S1 |
124-162 |
124-162 |
124-259 |
124-193 |
| S2 |
124-048 |
124-048 |
124-243 |
|
| S3 |
123-193 |
123-307 |
124-227 |
|
| S4 |
123-018 |
123-132 |
124-179 |
|
|
| 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 |
124-285 |
124-105 |
0-180 |
0.5% |
0-126 |
0.3% |
94% |
True |
False |
337,519 |
| 10 |
125-010 |
124-065 |
0-265 |
0.7% |
0-123 |
0.3% |
79% |
False |
False |
186,107 |
| 20 |
125-065 |
123-270 |
1-115 |
1.1% |
0-117 |
0.3% |
75% |
False |
False |
96,464 |
| 40 |
125-145 |
123-270 |
1-195 |
1.3% |
0-114 |
0.3% |
63% |
False |
False |
48,940 |
| 60 |
127-060 |
123-270 |
3-110 |
2.7% |
0-085 |
0.2% |
30% |
False |
False |
32,644 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-069 |
|
2.618 |
126-103 |
|
1.618 |
125-248 |
|
1.000 |
125-140 |
|
0.618 |
125-073 |
|
HIGH |
124-285 |
|
0.618 |
124-218 |
|
0.500 |
124-198 |
|
0.382 |
124-177 |
|
LOW |
124-110 |
|
0.618 |
124-002 |
|
1.000 |
123-255 |
|
1.618 |
123-147 |
|
2.618 |
122-292 |
|
4.250 |
122-006 |
|
|
| Fisher Pivots for day following 22-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
124-249 |
124-248 |
| PP |
124-223 |
124-222 |
| S1 |
124-198 |
124-195 |
|