ECBOT 5 Year T-Note Future December 2017
Trading Metrics calculated at close of trading on 09-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2017 |
09-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
117-127 |
117-100 |
-0-027 |
-0.1% |
117-142 |
High |
117-138 |
117-118 |
-0-020 |
-0.1% |
117-213 |
Low |
117-038 |
117-090 |
0-053 |
0.1% |
117-038 |
Close |
117-093 |
117-105 |
0-012 |
0.0% |
117-093 |
Range |
0-100 |
0-027 |
-0-073 |
-72.5% |
0-175 |
ATR |
0-081 |
0-077 |
-0-004 |
-4.7% |
0-000 |
Volume |
969,682 |
110,986 |
-858,696 |
-88.6% |
3,370,587 |
|
Daily Pivots for day following 09-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-187 |
117-173 |
117-120 |
|
R3 |
117-159 |
117-146 |
117-113 |
|
R2 |
117-132 |
117-132 |
117-110 |
|
R1 |
117-118 |
117-118 |
117-108 |
117-125 |
PP |
117-104 |
117-104 |
117-104 |
117-108 |
S1 |
117-091 |
117-091 |
117-102 |
117-098 |
S2 |
117-077 |
117-077 |
117-100 |
|
S3 |
117-049 |
117-063 |
117-097 |
|
S4 |
117-022 |
117-036 |
117-090 |
|
|
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% |
0-066 |
0.2% |
39% |
False |
False |
557,182 |
10 |
117-287 |
117-038 |
0-250 |
0.7% |
0-076 |
0.2% |
27% |
False |
False |
711,947 |
20 |
118-173 |
117-038 |
1-135 |
1.2% |
0-075 |
0.2% |
15% |
False |
False |
687,715 |
40 |
119-015 |
117-038 |
1-298 |
1.6% |
0-078 |
0.2% |
11% |
False |
False |
631,562 |
60 |
119-015 |
117-038 |
1-298 |
1.6% |
0-072 |
0.2% |
11% |
False |
False |
421,974 |
80 |
119-015 |
117-033 |
1-302 |
1.7% |
0-062 |
0.2% |
12% |
False |
False |
316,574 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
117-234 |
2.618 |
117-189 |
1.618 |
117-162 |
1.000 |
117-145 |
0.618 |
117-134 |
HIGH |
117-118 |
0.618 |
117-107 |
0.500 |
117-104 |
0.382 |
117-101 |
LOW |
117-090 |
0.618 |
117-073 |
1.000 |
117-063 |
1.618 |
117-046 |
2.618 |
117-018 |
4.250 |
116-293 |
|
|
Fisher Pivots for day following 09-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
117-105 |
117-109 |
PP |
117-104 |
117-107 |
S1 |
117-104 |
117-106 |
|