ECBOT 10 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 30-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2017 |
30-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
124-260 |
124-105 |
-0-155 |
-0.4% |
124-230 |
| High |
124-275 |
124-130 |
-0-145 |
-0.4% |
124-285 |
| Low |
124-085 |
123-295 |
-0-110 |
-0.3% |
124-105 |
| Close |
124-150 |
124-015 |
-0-135 |
-0.3% |
124-230 |
| Range |
0-190 |
0-155 |
-0-035 |
-18.4% |
0-180 |
| ATR |
0-121 |
0-125 |
0-004 |
3.2% |
0-000 |
| Volume |
1,856,034 |
2,590,082 |
734,048 |
39.5% |
1,853,178 |
|
| Daily Pivots for day following 30-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-185 |
125-095 |
124-100 |
|
| R3 |
125-030 |
124-260 |
124-058 |
|
| R2 |
124-195 |
124-195 |
124-043 |
|
| R1 |
124-105 |
124-105 |
124-029 |
124-073 |
| PP |
124-040 |
124-040 |
124-040 |
124-024 |
| S1 |
123-270 |
123-270 |
124-001 |
123-238 |
| S2 |
123-205 |
123-205 |
123-307 |
|
| S3 |
123-050 |
123-115 |
123-292 |
|
| S4 |
122-215 |
122-280 |
123-250 |
|
|
| 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 |
123-295 |
1-025 |
0.9% |
0-124 |
0.3% |
12% |
False |
True |
1,790,521 |
| 10 |
125-000 |
123-295 |
1-025 |
0.9% |
0-125 |
0.3% |
12% |
False |
True |
1,064,020 |
| 20 |
125-065 |
123-295 |
1-090 |
1.0% |
0-117 |
0.3% |
10% |
False |
True |
542,712 |
| 40 |
125-145 |
123-270 |
1-195 |
1.3% |
0-113 |
0.3% |
13% |
False |
False |
272,703 |
| 60 |
127-060 |
123-270 |
3-110 |
2.7% |
0-095 |
0.2% |
6% |
False |
False |
181,854 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-149 |
|
2.618 |
125-216 |
|
1.618 |
125-061 |
|
1.000 |
124-285 |
|
0.618 |
124-226 |
|
HIGH |
124-130 |
|
0.618 |
124-071 |
|
0.500 |
124-053 |
|
0.382 |
124-034 |
|
LOW |
123-295 |
|
0.618 |
123-199 |
|
1.000 |
123-140 |
|
1.618 |
123-044 |
|
2.618 |
122-209 |
|
4.250 |
121-276 |
|
|
| Fisher Pivots for day following 30-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
124-053 |
124-148 |
| PP |
124-040 |
124-103 |
| S1 |
124-028 |
124-059 |
|