ECBOT 5 Year T-Note Future December 2017
| Trading Metrics calculated at close of trading on 06-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2017 |
06-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
117-170 |
117-127 |
-0-043 |
-0.1% |
117-142 |
| High |
117-180 |
117-138 |
-0-042 |
-0.1% |
117-213 |
| Low |
117-115 |
117-038 |
-0-078 |
-0.2% |
117-038 |
| Close |
117-125 |
117-093 |
-0-032 |
-0.1% |
117-093 |
| Range |
0-065 |
0-100 |
0-035 |
53.9% |
0-175 |
| ATR |
0-079 |
0-081 |
0-001 |
1.9% |
0-000 |
| Volume |
562,751 |
969,682 |
406,931 |
72.3% |
3,370,587 |
|
| Daily Pivots for day following 06-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-069 |
118-021 |
117-148 |
|
| R3 |
117-289 |
117-241 |
117-120 |
|
| R2 |
117-189 |
117-189 |
117-111 |
|
| R1 |
117-141 |
117-141 |
117-102 |
117-115 |
| PP |
117-089 |
117-089 |
117-089 |
117-076 |
| S1 |
117-041 |
117-041 |
117-083 |
117-015 |
| S2 |
116-309 |
116-309 |
117-074 |
|
| S3 |
116-209 |
116-261 |
117-065 |
|
| S4 |
116-109 |
116-161 |
117-038 |
|
|
| Weekly Pivots for week ending 06-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-319 |
118-221 |
117-189 |
|
| R3 |
118-144 |
118-046 |
117-141 |
|
| R2 |
117-289 |
117-289 |
117-125 |
|
| R1 |
117-191 |
117-191 |
117-109 |
117-153 |
| PP |
117-114 |
117-114 |
117-114 |
117-095 |
| S1 |
117-016 |
117-016 |
117-076 |
116-298 |
| S2 |
116-259 |
116-259 |
117-060 |
|
| S3 |
116-084 |
116-161 |
117-044 |
|
| S4 |
115-229 |
115-306 |
116-316 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-213 |
117-038 |
0-175 |
0.5% |
0-076 |
0.2% |
31% |
False |
True |
674,117 |
| 10 |
117-295 |
117-038 |
0-258 |
0.7% |
0-081 |
0.2% |
21% |
False |
True |
763,466 |
| 20 |
118-240 |
117-038 |
1-202 |
1.4% |
0-078 |
0.2% |
11% |
False |
True |
707,726 |
| 40 |
119-015 |
117-038 |
1-298 |
1.6% |
0-079 |
0.2% |
9% |
False |
True |
629,214 |
| 60 |
119-015 |
117-038 |
1-298 |
1.6% |
0-074 |
0.2% |
9% |
False |
True |
420,129 |
| 80 |
119-015 |
117-033 |
1-302 |
1.7% |
0-062 |
0.2% |
10% |
False |
False |
315,187 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-243 |
|
2.618 |
118-079 |
|
1.618 |
117-299 |
|
1.000 |
117-238 |
|
0.618 |
117-199 |
|
HIGH |
117-138 |
|
0.618 |
117-099 |
|
0.500 |
117-088 |
|
0.382 |
117-076 |
|
LOW |
117-038 |
|
0.618 |
116-296 |
|
1.000 |
116-258 |
|
1.618 |
116-196 |
|
2.618 |
116-096 |
|
4.250 |
115-253 |
|
|
| Fisher Pivots for day following 06-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
117-091 |
117-125 |
| PP |
117-089 |
117-114 |
| S1 |
117-088 |
117-103 |
|