ECBOT 5 Year T-Note Future December 2017
| Trading Metrics calculated at close of trading on 10-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2017 |
10-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
117-100 |
117-113 |
0-013 |
0.0% |
117-142 |
| High |
117-118 |
117-160 |
0-042 |
0.1% |
117-213 |
| Low |
117-090 |
117-093 |
0-002 |
0.0% |
117-038 |
| Close |
117-105 |
117-130 |
0-025 |
0.1% |
117-093 |
| Range |
0-027 |
0-067 |
0-040 |
145.5% |
0-175 |
| ATR |
0-077 |
0-076 |
-0-001 |
-0.9% |
0-000 |
| Volume |
110,986 |
590,492 |
479,506 |
432.0% |
3,370,587 |
|
| Daily Pivots for day following 10-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-010 |
117-297 |
117-167 |
|
| R3 |
117-262 |
117-230 |
117-149 |
|
| R2 |
117-195 |
117-195 |
117-142 |
|
| R1 |
117-163 |
117-163 |
117-136 |
117-179 |
| PP |
117-128 |
117-128 |
117-128 |
117-136 |
| S1 |
117-095 |
117-095 |
117-124 |
117-111 |
| S2 |
117-060 |
117-060 |
117-118 |
|
| S3 |
116-313 |
117-028 |
117-111 |
|
| S4 |
116-245 |
116-280 |
117-093 |
|
|
| 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% |
0-067 |
0.2% |
53% |
False |
False |
562,770 |
| 10 |
117-255 |
117-038 |
0-218 |
0.6% |
0-076 |
0.2% |
43% |
False |
False |
705,155 |
| 20 |
118-133 |
117-038 |
1-095 |
1.1% |
0-074 |
0.2% |
22% |
False |
False |
683,863 |
| 40 |
119-015 |
117-038 |
1-298 |
1.6% |
0-078 |
0.2% |
15% |
False |
False |
645,601 |
| 60 |
119-015 |
117-038 |
1-298 |
1.6% |
0-073 |
0.2% |
15% |
False |
False |
431,815 |
| 80 |
119-015 |
117-033 |
1-302 |
1.7% |
0-063 |
0.2% |
16% |
False |
False |
323,955 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-127 |
|
2.618 |
118-017 |
|
1.618 |
117-269 |
|
1.000 |
117-227 |
|
0.618 |
117-202 |
|
HIGH |
117-160 |
|
0.618 |
117-134 |
|
0.500 |
117-126 |
|
0.382 |
117-118 |
|
LOW |
117-093 |
|
0.618 |
117-051 |
|
1.000 |
117-025 |
|
1.618 |
116-303 |
|
2.618 |
116-236 |
|
4.250 |
116-126 |
|
|
| Fisher Pivots for day following 10-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
117-129 |
117-120 |
| PP |
117-128 |
117-109 |
| S1 |
117-126 |
117-099 |
|