ECBOT 5 Year T-Note Future December 2017
Trading Metrics calculated at close of trading on 13-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2017 |
13-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
117-102 |
117-135 |
0-033 |
0.1% |
117-100 |
High |
117-150 |
117-207 |
0-057 |
0.2% |
117-207 |
Low |
117-098 |
117-110 |
0-013 |
0.0% |
117-090 |
Close |
117-133 |
117-185 |
0-052 |
0.1% |
117-185 |
Range |
0-053 |
0-097 |
0-045 |
85.6% |
0-117 |
ATR |
0-073 |
0-074 |
0-002 |
2.5% |
0-000 |
Volume |
604,711 |
811,168 |
206,457 |
34.1% |
2,745,887 |
|
Daily Pivots for day following 13-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-140 |
118-100 |
117-239 |
|
R3 |
118-042 |
118-002 |
117-212 |
|
R2 |
117-265 |
117-265 |
117-203 |
|
R1 |
117-225 |
117-225 |
117-194 |
117-245 |
PP |
117-167 |
117-167 |
117-167 |
117-177 |
S1 |
117-128 |
117-128 |
117-176 |
117-148 |
S2 |
117-070 |
117-070 |
117-167 |
|
S3 |
116-293 |
117-030 |
117-158 |
|
S4 |
116-195 |
116-253 |
117-131 |
|
|
Weekly Pivots for week ending 13-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-193 |
118-147 |
117-250 |
|
R3 |
118-076 |
118-029 |
117-217 |
|
R2 |
117-278 |
117-278 |
117-207 |
|
R1 |
117-232 |
117-232 |
117-196 |
117-255 |
PP |
117-161 |
117-161 |
117-161 |
117-172 |
S1 |
117-114 |
117-114 |
117-174 |
117-138 |
S2 |
117-043 |
117-043 |
117-163 |
|
S3 |
116-246 |
116-317 |
117-153 |
|
S4 |
116-128 |
116-199 |
117-120 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
117-207 |
117-090 |
0-117 |
0.3% |
0-058 |
0.2% |
81% |
True |
False |
549,177 |
10 |
117-213 |
117-038 |
0-175 |
0.5% |
0-067 |
0.2% |
84% |
False |
False |
611,647 |
20 |
118-010 |
117-038 |
0-293 |
0.8% |
0-073 |
0.2% |
50% |
False |
False |
681,949 |
40 |
119-015 |
117-038 |
1-298 |
1.6% |
0-076 |
0.2% |
24% |
False |
False |
693,260 |
60 |
119-015 |
117-038 |
1-298 |
1.6% |
0-074 |
0.2% |
24% |
False |
False |
465,860 |
80 |
119-015 |
117-033 |
1-302 |
1.7% |
0-065 |
0.2% |
24% |
False |
False |
349,510 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
118-302 |
2.618 |
118-143 |
1.618 |
118-045 |
1.000 |
117-305 |
0.618 |
117-268 |
HIGH |
117-207 |
0.618 |
117-170 |
0.500 |
117-159 |
0.382 |
117-147 |
LOW |
117-110 |
0.618 |
117-050 |
1.000 |
117-013 |
1.618 |
116-272 |
2.618 |
116-175 |
4.250 |
116-016 |
|
|
Fisher Pivots for day following 13-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
117-176 |
117-174 |
PP |
117-167 |
117-163 |
S1 |
117-159 |
117-152 |
|