ECBOT 5 Year T-Note Future December 2017
| Trading Metrics calculated at close of trading on 02-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2017 |
02-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
117-210 |
117-142 |
-0-068 |
-0.2% |
117-227 |
| High |
117-225 |
117-170 |
-0-055 |
-0.1% |
117-295 |
| Low |
117-135 |
117-090 |
-0-045 |
-0.1% |
117-125 |
| Close |
117-160 |
117-145 |
-0-015 |
0.0% |
117-160 |
| Range |
0-090 |
0-080 |
-0-010 |
-11.1% |
0-170 |
| ATR |
0-082 |
0-082 |
0-000 |
-0.2% |
0-000 |
| Volume |
1,089,229 |
695,659 |
-393,570 |
-36.1% |
4,264,073 |
|
| Daily Pivots for day following 02-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-055 |
118-020 |
117-189 |
|
| R3 |
117-295 |
117-260 |
117-167 |
|
| R2 |
117-215 |
117-215 |
117-160 |
|
| R1 |
117-180 |
117-180 |
117-152 |
117-198 |
| PP |
117-135 |
117-135 |
117-135 |
117-144 |
| S1 |
117-100 |
117-100 |
117-138 |
117-118 |
| S2 |
117-055 |
117-055 |
117-130 |
|
| S3 |
116-295 |
117-020 |
117-123 |
|
| S4 |
116-215 |
116-260 |
117-101 |
|
|
| Weekly Pivots for week ending 29-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-063 |
118-282 |
117-254 |
|
| R3 |
118-213 |
118-112 |
117-207 |
|
| R2 |
118-043 |
118-043 |
117-191 |
|
| R1 |
117-262 |
117-262 |
117-176 |
117-228 |
| PP |
117-193 |
117-193 |
117-193 |
117-176 |
| S1 |
117-092 |
117-092 |
117-144 |
117-057 |
| S2 |
117-023 |
117-023 |
117-129 |
|
| S3 |
116-173 |
116-242 |
117-113 |
|
| S4 |
116-003 |
116-072 |
117-066 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-287 |
117-090 |
0-197 |
0.5% |
0-085 |
0.2% |
28% |
False |
True |
866,711 |
| 10 |
118-010 |
117-090 |
0-240 |
0.6% |
0-082 |
0.2% |
23% |
False |
True |
777,265 |
| 20 |
119-015 |
117-090 |
1-245 |
1.5% |
0-084 |
0.2% |
10% |
False |
True |
730,303 |
| 40 |
119-015 |
117-090 |
1-245 |
1.5% |
0-077 |
0.2% |
10% |
False |
True |
562,728 |
| 60 |
119-015 |
117-053 |
1-282 |
1.6% |
0-073 |
0.2% |
15% |
False |
False |
375,598 |
| 80 |
119-015 |
117-033 |
1-302 |
1.7% |
0-058 |
0.2% |
18% |
False |
False |
281,750 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-190 |
|
2.618 |
118-059 |
|
1.618 |
117-299 |
|
1.000 |
117-250 |
|
0.618 |
117-219 |
|
HIGH |
117-170 |
|
0.618 |
117-139 |
|
0.500 |
117-130 |
|
0.382 |
117-121 |
|
LOW |
117-090 |
|
0.618 |
117-041 |
|
1.000 |
117-010 |
|
1.618 |
116-281 |
|
2.618 |
116-201 |
|
4.250 |
116-070 |
|
|
| Fisher Pivots for day following 02-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
117-140 |
117-158 |
| PP |
117-135 |
117-153 |
| S1 |
117-130 |
117-149 |
|