ECBOT 5 Year T-Note Future December 2017
Trading Metrics calculated at close of trading on 16-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2017 |
16-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
117-135 |
117-185 |
0-050 |
0.1% |
117-100 |
High |
117-207 |
117-185 |
-0-022 |
-0.1% |
117-207 |
Low |
117-110 |
117-102 |
-0-008 |
0.0% |
117-090 |
Close |
117-185 |
117-110 |
-0-075 |
-0.2% |
117-185 |
Range |
0-097 |
0-082 |
-0-015 |
-15.4% |
0-117 |
ATR |
0-074 |
0-075 |
0-001 |
0.8% |
0-000 |
Volume |
811,168 |
667,949 |
-143,219 |
-17.7% |
2,745,887 |
|
Daily Pivots for day following 16-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-060 |
118-007 |
117-155 |
|
R3 |
117-297 |
117-245 |
117-133 |
|
R2 |
117-215 |
117-215 |
117-125 |
|
R1 |
117-163 |
117-163 |
117-118 |
117-148 |
PP |
117-133 |
117-133 |
117-133 |
117-125 |
S1 |
117-080 |
117-080 |
117-102 |
117-065 |
S2 |
117-050 |
117-050 |
117-095 |
|
S3 |
116-288 |
116-318 |
117-087 |
|
S4 |
116-205 |
116-235 |
117-065 |
|
|
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 |
117-093 |
0-115 |
0.3% |
0-069 |
0.2% |
15% |
False |
False |
660,570 |
10 |
117-213 |
117-038 |
0-175 |
0.5% |
0-067 |
0.2% |
41% |
False |
False |
608,876 |
20 |
118-010 |
117-038 |
0-293 |
0.8% |
0-075 |
0.2% |
25% |
False |
False |
693,070 |
40 |
119-015 |
117-038 |
1-298 |
1.6% |
0-076 |
0.2% |
12% |
False |
False |
708,224 |
60 |
119-015 |
117-038 |
1-298 |
1.6% |
0-075 |
0.2% |
12% |
False |
False |
476,973 |
80 |
119-015 |
117-033 |
1-302 |
1.7% |
0-066 |
0.2% |
12% |
False |
False |
357,860 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
118-216 |
2.618 |
118-081 |
1.618 |
117-318 |
1.000 |
117-267 |
0.618 |
117-236 |
HIGH |
117-185 |
0.618 |
117-153 |
0.500 |
117-144 |
0.382 |
117-134 |
LOW |
117-102 |
0.618 |
117-052 |
1.000 |
117-020 |
1.618 |
116-289 |
2.618 |
116-207 |
4.250 |
116-072 |
|
|
Fisher Pivots for day following 16-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
117-144 |
117-152 |
PP |
117-133 |
117-138 |
S1 |
117-121 |
117-124 |
|