ECBOT 5 Year T-Note Future December 2017
Trading Metrics calculated at close of trading on 19-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2017 |
19-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
117-107 |
117-058 |
-0-050 |
-0.1% |
117-100 |
High |
117-110 |
117-138 |
0-027 |
0.1% |
117-207 |
Low |
117-050 |
117-055 |
0-005 |
0.0% |
117-090 |
Close |
117-067 |
117-087 |
0-020 |
0.1% |
117-185 |
Range |
0-060 |
0-082 |
0-022 |
37.5% |
0-117 |
ATR |
0-073 |
0-073 |
0-001 |
1.0% |
0-000 |
Volume |
565,048 |
797,586 |
232,538 |
41.2% |
2,745,887 |
|
Daily Pivots for day following 19-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-021 |
117-297 |
117-133 |
|
R3 |
117-258 |
117-214 |
117-110 |
|
R2 |
117-176 |
117-176 |
117-103 |
|
R1 |
117-132 |
117-132 |
117-095 |
117-154 |
PP |
117-093 |
117-093 |
117-093 |
117-104 |
S1 |
117-049 |
117-049 |
117-080 |
117-071 |
S2 |
117-011 |
117-011 |
117-072 |
|
S3 |
116-248 |
116-287 |
117-065 |
|
S4 |
116-166 |
116-204 |
117-042 |
|
|
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% |
0-076 |
0.2% |
24% |
False |
False |
690,877 |
10 |
117-207 |
117-038 |
0-170 |
0.5% |
0-067 |
0.2% |
29% |
False |
False |
635,878 |
20 |
117-295 |
117-038 |
0-258 |
0.7% |
0-072 |
0.2% |
19% |
False |
False |
682,740 |
40 |
119-015 |
117-038 |
1-298 |
1.6% |
0-077 |
0.2% |
8% |
False |
False |
737,343 |
60 |
119-015 |
117-038 |
1-298 |
1.6% |
0-073 |
0.2% |
8% |
False |
False |
509,829 |
80 |
119-015 |
117-033 |
1-302 |
1.7% |
0-069 |
0.2% |
9% |
False |
False |
382,549 |
100 |
119-015 |
117-033 |
1-302 |
1.7% |
0-055 |
0.1% |
9% |
False |
False |
306,040 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
118-168 |
2.618 |
118-033 |
1.618 |
117-271 |
1.000 |
117-220 |
0.618 |
117-188 |
HIGH |
117-138 |
0.618 |
117-106 |
0.500 |
117-096 |
0.382 |
117-087 |
LOW |
117-055 |
0.618 |
117-004 |
1.000 |
116-293 |
1.618 |
116-242 |
2.618 |
116-159 |
4.250 |
116-024 |
|
|
Fisher Pivots for day following 19-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
117-096 |
117-094 |
PP |
117-093 |
117-092 |
S1 |
117-090 |
117-090 |
|