ECBOT 10 Year T-Note Future March 2018
Trading Metrics calculated at close of trading on 28-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2017 |
28-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
124-230 |
124-275 |
0-045 |
0.1% |
124-230 |
High |
124-290 |
125-000 |
0-030 |
0.1% |
124-285 |
Low |
124-190 |
124-220 |
0-030 |
0.1% |
124-105 |
Close |
124-285 |
124-235 |
-0-050 |
-0.1% |
124-230 |
Range |
0-100 |
0-100 |
0-000 |
0.0% |
0-180 |
ATR |
0-117 |
0-115 |
-0-001 |
-1.0% |
0-000 |
Volume |
2,138,244 |
2,036,167 |
-102,077 |
-4.8% |
1,853,178 |
|
Daily Pivots for day following 28-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-238 |
125-177 |
124-290 |
|
R3 |
125-138 |
125-077 |
124-263 |
|
R2 |
125-038 |
125-038 |
124-253 |
|
R1 |
124-297 |
124-297 |
124-244 |
124-278 |
PP |
124-258 |
124-258 |
124-258 |
124-249 |
S1 |
124-197 |
124-197 |
124-226 |
124-178 |
S2 |
124-158 |
124-158 |
124-217 |
|
S3 |
124-058 |
124-097 |
124-208 |
|
S4 |
123-278 |
123-317 |
124-180 |
|
|
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 |
125-000 |
124-105 |
0-215 |
0.5% |
0-111 |
0.3% |
60% |
True |
False |
1,170,867 |
10 |
125-000 |
124-065 |
0-255 |
0.6% |
0-114 |
0.3% |
67% |
True |
False |
630,842 |
20 |
125-065 |
124-065 |
1-000 |
0.8% |
0-110 |
0.3% |
53% |
False |
False |
321,106 |
40 |
125-145 |
123-270 |
1-195 |
1.3% |
0-110 |
0.3% |
55% |
False |
False |
161,562 |
60 |
127-060 |
123-270 |
3-110 |
2.7% |
0-089 |
0.2% |
27% |
False |
False |
107,752 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-105 |
2.618 |
125-262 |
1.618 |
125-162 |
1.000 |
125-100 |
0.618 |
125-062 |
HIGH |
125-000 |
0.618 |
124-282 |
0.500 |
124-270 |
0.382 |
124-258 |
LOW |
124-220 |
0.618 |
124-158 |
1.000 |
124-120 |
1.618 |
124-058 |
2.618 |
123-278 |
4.250 |
123-115 |
|
|
Fisher Pivots for day following 28-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
124-270 |
124-255 |
PP |
124-258 |
124-248 |
S1 |
124-247 |
124-242 |
|