ECBOT 10 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 29-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2017 |
29-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
124-275 |
124-260 |
-0-015 |
0.0% |
124-230 |
| High |
125-000 |
124-275 |
-0-045 |
-0.1% |
124-285 |
| Low |
124-220 |
124-085 |
-0-135 |
-0.3% |
124-105 |
| Close |
124-235 |
124-150 |
-0-085 |
-0.2% |
124-230 |
| Range |
0-100 |
0-190 |
0-090 |
90.0% |
0-180 |
| ATR |
0-115 |
0-121 |
0-005 |
4.6% |
0-000 |
| Volume |
2,036,167 |
1,856,034 |
-180,133 |
-8.8% |
1,853,178 |
|
| Daily Pivots for day following 29-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-100 |
125-315 |
124-255 |
|
| R3 |
125-230 |
125-125 |
124-202 |
|
| R2 |
125-040 |
125-040 |
124-185 |
|
| R1 |
124-255 |
124-255 |
124-167 |
124-213 |
| PP |
124-170 |
124-170 |
124-170 |
124-149 |
| S1 |
124-065 |
124-065 |
124-133 |
124-022 |
| S2 |
123-300 |
123-300 |
124-115 |
|
| S3 |
123-110 |
123-195 |
124-098 |
|
| S4 |
122-240 |
123-005 |
124-046 |
|
|
| 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 |
124-085 |
0-235 |
0.6% |
0-128 |
0.3% |
28% |
False |
True |
1,434,240 |
| 10 |
125-000 |
124-085 |
0-235 |
0.6% |
0-124 |
0.3% |
28% |
False |
True |
810,031 |
| 20 |
125-065 |
124-065 |
1-000 |
0.8% |
0-116 |
0.3% |
27% |
False |
False |
413,524 |
| 40 |
125-145 |
123-270 |
1-195 |
1.3% |
0-112 |
0.3% |
39% |
False |
False |
207,953 |
| 60 |
127-060 |
123-270 |
3-110 |
2.7% |
0-092 |
0.2% |
19% |
False |
False |
138,686 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-123 |
|
2.618 |
126-132 |
|
1.618 |
125-262 |
|
1.000 |
125-145 |
|
0.618 |
125-072 |
|
HIGH |
124-275 |
|
0.618 |
124-202 |
|
0.500 |
124-180 |
|
0.382 |
124-158 |
|
LOW |
124-085 |
|
0.618 |
123-288 |
|
1.000 |
123-215 |
|
1.618 |
123-098 |
|
2.618 |
122-228 |
|
4.250 |
121-237 |
|
|
| Fisher Pivots for day following 29-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
124-180 |
124-202 |
| PP |
124-170 |
124-185 |
| S1 |
124-160 |
124-168 |
|