ECBOT 5 Year T-Note Future December 2017
Trading Metrics calculated at close of trading on 18-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2017 |
18-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
117-120 |
117-107 |
-0-013 |
0.0% |
117-100 |
High |
117-135 |
117-110 |
-0-025 |
-0.1% |
117-207 |
Low |
117-078 |
117-050 |
-0-027 |
-0.1% |
117-090 |
Close |
117-110 |
117-067 |
-0-043 |
-0.1% |
117-185 |
Range |
0-058 |
0-060 |
0-002 |
4.3% |
0-117 |
ATR |
0-074 |
0-073 |
-0-001 |
-1.3% |
0-000 |
Volume |
612,637 |
565,048 |
-47,589 |
-7.8% |
2,745,887 |
|
Daily Pivots for day following 18-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-256 |
117-222 |
117-100 |
|
R3 |
117-196 |
117-162 |
117-084 |
|
R2 |
117-136 |
117-136 |
117-078 |
|
R1 |
117-102 |
117-102 |
117-073 |
117-089 |
PP |
117-076 |
117-076 |
117-076 |
117-069 |
S1 |
117-042 |
117-042 |
117-062 |
117-029 |
S2 |
117-016 |
117-016 |
117-056 |
|
S3 |
116-276 |
116-302 |
117-051 |
|
S4 |
116-216 |
116-242 |
117-034 |
|
|
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 |
117-050 |
0-157 |
0.4% |
0-070 |
0.2% |
11% |
False |
True |
652,302 |
10 |
117-207 |
117-038 |
0-170 |
0.5% |
0-065 |
0.2% |
18% |
False |
False |
612,395 |
20 |
117-295 |
117-038 |
0-258 |
0.7% |
0-071 |
0.2% |
12% |
False |
False |
681,177 |
40 |
119-015 |
117-038 |
1-298 |
1.6% |
0-076 |
0.2% |
5% |
False |
False |
728,956 |
60 |
119-015 |
117-038 |
1-298 |
1.6% |
0-074 |
0.2% |
5% |
False |
False |
496,567 |
80 |
119-015 |
117-033 |
1-302 |
1.7% |
0-068 |
0.2% |
6% |
False |
False |
372,579 |
100 |
119-015 |
117-033 |
1-302 |
1.7% |
0-054 |
0.1% |
6% |
False |
False |
298,064 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
118-045 |
2.618 |
117-267 |
1.618 |
117-207 |
1.000 |
117-170 |
0.618 |
117-147 |
HIGH |
117-110 |
0.618 |
117-087 |
0.500 |
117-080 |
0.382 |
117-073 |
LOW |
117-050 |
0.618 |
117-013 |
1.000 |
116-310 |
1.618 |
116-273 |
2.618 |
116-213 |
4.250 |
116-115 |
|
|
Fisher Pivots for day following 18-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
117-080 |
117-118 |
PP |
117-076 |
117-101 |
S1 |
117-072 |
117-084 |
|