ECBOT 5 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 |
116-247 |
116-193 |
-0-055 |
-0.1% |
116-242 |
| High |
116-275 |
116-200 |
-0-075 |
-0.2% |
116-305 |
| Low |
116-182 |
116-145 |
-0-038 |
-0.1% |
116-185 |
| Close |
116-185 |
116-155 |
-0-030 |
-0.1% |
116-238 |
| Range |
0-093 |
0-055 |
-0-038 |
-40.5% |
0-120 |
| ATR |
0-063 |
0-062 |
-0-001 |
-0.9% |
0-000 |
| Volume |
417,959 |
655,459 |
237,500 |
56.8% |
235,133 |
|
| Daily Pivots for day following 21-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-012 |
116-298 |
116-185 |
|
| R3 |
116-277 |
116-243 |
116-170 |
|
| R2 |
116-222 |
116-222 |
116-165 |
|
| R1 |
116-188 |
116-188 |
116-160 |
116-178 |
| PP |
116-167 |
116-167 |
116-167 |
116-161 |
| S1 |
116-133 |
116-133 |
116-150 |
116-122 |
| S2 |
116-112 |
116-112 |
116-145 |
|
| S3 |
116-057 |
116-078 |
116-140 |
|
| S4 |
116-002 |
116-023 |
116-125 |
|
|
| Weekly Pivots for week ending 17-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-282 |
117-220 |
116-304 |
|
| R3 |
117-162 |
117-100 |
116-271 |
|
| R2 |
117-042 |
117-042 |
116-260 |
|
| R1 |
116-300 |
116-300 |
116-249 |
116-271 |
| PP |
116-242 |
116-242 |
116-242 |
116-228 |
| S1 |
116-180 |
116-180 |
116-227 |
116-151 |
| S2 |
116-122 |
116-122 |
116-216 |
|
| S3 |
116-002 |
116-060 |
116-205 |
|
| S4 |
115-202 |
115-260 |
116-172 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-305 |
116-145 |
0-160 |
0.4% |
0-064 |
0.2% |
6% |
False |
True |
248,245 |
| 10 |
117-025 |
116-145 |
0-200 |
0.5% |
0-062 |
0.2% |
5% |
False |
True |
134,735 |
| 20 |
117-042 |
116-145 |
0-218 |
0.6% |
0-063 |
0.2% |
5% |
False |
True |
72,313 |
| 40 |
117-135 |
116-145 |
0-310 |
0.8% |
0-051 |
0.1% |
3% |
False |
True |
36,367 |
| 60 |
118-193 |
116-145 |
2-048 |
1.8% |
0-034 |
0.1% |
1% |
False |
True |
24,245 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-114 |
|
2.618 |
117-024 |
|
1.618 |
116-289 |
|
1.000 |
116-255 |
|
0.618 |
116-234 |
|
HIGH |
116-200 |
|
0.618 |
116-179 |
|
0.500 |
116-172 |
|
0.382 |
116-166 |
|
LOW |
116-145 |
|
0.618 |
116-111 |
|
1.000 |
116-090 |
|
1.618 |
116-056 |
|
2.618 |
116-001 |
|
4.250 |
115-231 |
|
|
| Fisher Pivots for day following 21-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
116-172 |
116-210 |
| PP |
116-167 |
116-192 |
| S1 |
116-161 |
116-173 |
|