ECBOT 5 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 24-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2017 |
24-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
116-160 |
116-250 |
0-090 |
0.2% |
116-247 |
| High |
116-255 |
116-250 |
-0-005 |
0.0% |
116-275 |
| Low |
116-147 |
116-210 |
0-063 |
0.2% |
116-145 |
| Close |
116-253 |
116-222 |
-0-030 |
-0.1% |
116-222 |
| Range |
0-108 |
0-040 |
-0-068 |
-62.8% |
0-130 |
| ATR |
0-066 |
0-064 |
-0-002 |
-2.5% |
0-000 |
| Volume |
568,406 |
413,444 |
-154,962 |
-27.3% |
2,055,268 |
|
| Daily Pivots for day following 24-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-028 |
117-005 |
116-244 |
|
| R3 |
116-308 |
116-285 |
116-233 |
|
| R2 |
116-268 |
116-268 |
116-230 |
|
| R1 |
116-245 |
116-245 |
116-226 |
116-236 |
| PP |
116-228 |
116-228 |
116-228 |
116-223 |
| S1 |
116-205 |
116-205 |
116-219 |
116-196 |
| S2 |
116-188 |
116-188 |
116-215 |
|
| S3 |
116-148 |
116-165 |
116-211 |
|
| S4 |
116-108 |
116-125 |
116-200 |
|
|
| Weekly Pivots for week ending 24-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-284 |
117-223 |
116-294 |
|
| R3 |
117-154 |
117-093 |
116-258 |
|
| R2 |
117-024 |
117-024 |
116-246 |
|
| R1 |
116-283 |
116-283 |
116-234 |
116-249 |
| PP |
116-214 |
116-214 |
116-214 |
116-197 |
| S1 |
116-153 |
116-153 |
116-211 |
116-119 |
| S2 |
116-084 |
116-084 |
116-199 |
|
| S3 |
115-274 |
116-023 |
116-187 |
|
| S4 |
115-144 |
115-213 |
116-151 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-275 |
116-145 |
0-130 |
0.3% |
0-067 |
0.2% |
60% |
False |
False |
421,006 |
| 10 |
116-315 |
116-145 |
0-170 |
0.5% |
0-067 |
0.2% |
46% |
False |
False |
230,944 |
| 20 |
117-042 |
116-145 |
0-218 |
0.6% |
0-062 |
0.2% |
36% |
False |
False |
120,364 |
| 40 |
117-135 |
116-145 |
0-310 |
0.8% |
0-055 |
0.1% |
25% |
False |
False |
60,914 |
| 60 |
118-193 |
116-145 |
2-048 |
1.8% |
0-037 |
0.1% |
11% |
False |
False |
40,609 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-100 |
|
2.618 |
117-035 |
|
1.618 |
116-315 |
|
1.000 |
116-290 |
|
0.618 |
116-275 |
|
HIGH |
116-250 |
|
0.618 |
116-235 |
|
0.500 |
116-230 |
|
0.382 |
116-225 |
|
LOW |
116-210 |
|
0.618 |
116-185 |
|
1.000 |
116-170 |
|
1.618 |
116-145 |
|
2.618 |
116-105 |
|
4.250 |
116-040 |
|
|
| Fisher Pivots for day following 24-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
116-230 |
116-215 |
| PP |
116-228 |
116-207 |
| S1 |
116-225 |
116-200 |
|