ECBOT 10 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 27-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2017 |
27-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
124-275 |
124-230 |
-0-045 |
-0.1% |
124-230 |
| High |
124-280 |
124-290 |
0-010 |
0.0% |
124-285 |
| Low |
124-205 |
124-190 |
-0-015 |
0.0% |
124-105 |
| Close |
124-230 |
124-285 |
0-055 |
0.1% |
124-230 |
| Range |
0-075 |
0-100 |
0-025 |
33.3% |
0-180 |
| ATR |
0-118 |
0-117 |
-0-001 |
-1.1% |
0-000 |
| Volume |
332,079 |
2,138,244 |
1,806,165 |
543.9% |
1,853,178 |
|
| Daily Pivots for day following 27-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-235 |
125-200 |
125-020 |
|
| R3 |
125-135 |
125-100 |
124-312 |
|
| R2 |
125-035 |
125-035 |
124-303 |
|
| R1 |
125-000 |
125-000 |
124-294 |
125-018 |
| PP |
124-255 |
124-255 |
124-255 |
124-264 |
| S1 |
124-220 |
124-220 |
124-276 |
124-238 |
| S2 |
124-155 |
124-155 |
124-267 |
|
| S3 |
124-055 |
124-120 |
124-257 |
|
| S4 |
123-275 |
124-020 |
124-230 |
|
|
| Weekly Pivots for week ending 24-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-107 |
126-028 |
125-009 |
|
| R3 |
125-247 |
125-168 |
124-280 |
|
| R2 |
125-067 |
125-067 |
124-263 |
|
| R1 |
124-308 |
124-308 |
124-247 |
125-000 |
| PP |
124-207 |
124-207 |
124-207 |
124-213 |
| S1 |
124-128 |
124-128 |
124-214 |
124-140 |
| S2 |
124-027 |
124-027 |
124-197 |
|
| S3 |
123-167 |
123-268 |
124-181 |
|
| S4 |
122-307 |
123-088 |
124-131 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-290 |
124-105 |
0-185 |
0.5% |
0-120 |
0.3% |
97% |
True |
False |
798,284 |
| 10 |
124-295 |
124-065 |
0-230 |
0.6% |
0-115 |
0.3% |
96% |
False |
False |
429,900 |
| 20 |
125-065 |
124-065 |
1-000 |
0.8% |
0-110 |
0.3% |
69% |
False |
False |
219,758 |
| 40 |
125-145 |
123-270 |
1-195 |
1.3% |
0-111 |
0.3% |
65% |
False |
False |
110,672 |
| 60 |
127-060 |
123-270 |
3-110 |
2.7% |
0-087 |
0.2% |
31% |
False |
False |
73,816 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-075 |
|
2.618 |
125-232 |
|
1.618 |
125-132 |
|
1.000 |
125-070 |
|
0.618 |
125-032 |
|
HIGH |
124-290 |
|
0.618 |
124-252 |
|
0.500 |
124-240 |
|
0.382 |
124-228 |
|
LOW |
124-190 |
|
0.618 |
124-128 |
|
1.000 |
124-090 |
|
1.618 |
124-028 |
|
2.618 |
123-248 |
|
4.250 |
123-085 |
|
|
| Fisher Pivots for day following 27-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
124-270 |
124-257 |
| PP |
124-255 |
124-228 |
| S1 |
124-240 |
124-200 |
|