ECBOT 5 Year T-Note Future December 2017
Trading Metrics calculated at close of trading on 17-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2017 |
17-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
117-185 |
117-120 |
-0-065 |
-0.2% |
117-100 |
High |
117-185 |
117-135 |
-0-050 |
-0.1% |
117-207 |
Low |
117-102 |
117-078 |
-0-025 |
-0.1% |
117-090 |
Close |
117-110 |
117-110 |
0-000 |
0.0% |
117-185 |
Range |
0-082 |
0-058 |
-0-025 |
-30.3% |
0-117 |
ATR |
0-075 |
0-074 |
-0-001 |
-1.7% |
0-000 |
Volume |
667,949 |
612,637 |
-55,312 |
-8.3% |
2,745,887 |
|
Daily Pivots for day following 17-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-280 |
117-253 |
117-142 |
|
R3 |
117-223 |
117-195 |
117-126 |
|
R2 |
117-165 |
117-165 |
117-121 |
|
R1 |
117-138 |
117-138 |
117-115 |
117-123 |
PP |
117-108 |
117-108 |
117-108 |
117-100 |
S1 |
117-080 |
117-080 |
117-105 |
117-065 |
S2 |
117-050 |
117-050 |
117-099 |
|
S3 |
116-313 |
117-023 |
117-094 |
|
S4 |
116-255 |
116-285 |
117-078 |
|
|
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 |
117-078 |
0-130 |
0.3% |
0-067 |
0.2% |
25% |
False |
True |
664,999 |
10 |
117-213 |
117-038 |
0-175 |
0.5% |
0-067 |
0.2% |
41% |
False |
False |
613,884 |
20 |
118-007 |
117-038 |
0-290 |
0.8% |
0-075 |
0.2% |
25% |
False |
False |
697,439 |
40 |
119-015 |
117-038 |
1-298 |
1.6% |
0-076 |
0.2% |
12% |
False |
False |
722,460 |
60 |
119-015 |
117-038 |
1-298 |
1.6% |
0-075 |
0.2% |
12% |
False |
False |
487,166 |
80 |
119-015 |
117-033 |
1-302 |
1.7% |
0-067 |
0.2% |
12% |
False |
False |
365,517 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
118-059 |
2.618 |
117-286 |
1.618 |
117-228 |
1.000 |
117-193 |
0.618 |
117-171 |
HIGH |
117-135 |
0.618 |
117-113 |
0.500 |
117-106 |
0.382 |
117-099 |
LOW |
117-078 |
0.618 |
117-042 |
1.000 |
117-020 |
1.618 |
116-304 |
2.618 |
116-247 |
4.250 |
116-153 |
|
|
Fisher Pivots for day following 17-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
117-109 |
117-142 |
PP |
117-108 |
117-132 |
S1 |
117-106 |
117-121 |
|