ECBOT 5 Year T-Note Future December 2017
| Trading Metrics calculated at close of trading on 20-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2017 |
20-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
117-058 |
117-120 |
0-062 |
0.2% |
117-185 |
| High |
117-138 |
117-133 |
-0-005 |
0.0% |
117-185 |
| Low |
117-055 |
117-020 |
-0-035 |
-0.1% |
117-020 |
| Close |
117-087 |
117-030 |
-0-057 |
-0.2% |
117-030 |
| Range |
0-082 |
0-113 |
0-030 |
36.4% |
0-165 |
| ATR |
0-073 |
0-076 |
0-003 |
3.8% |
0-000 |
| Volume |
797,586 |
827,017 |
29,431 |
3.7% |
3,470,237 |
|
| Daily Pivots for day following 20-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-078 |
118-007 |
117-092 |
|
| R3 |
117-286 |
117-214 |
117-061 |
|
| R2 |
117-173 |
117-173 |
117-051 |
|
| R1 |
117-102 |
117-102 |
117-040 |
117-081 |
| PP |
117-061 |
117-061 |
117-061 |
117-051 |
| S1 |
116-309 |
116-309 |
117-020 |
116-289 |
| S2 |
116-268 |
116-268 |
117-009 |
|
| S3 |
116-156 |
116-197 |
116-319 |
|
| S4 |
116-043 |
116-084 |
116-288 |
|
|
| Weekly Pivots for week ending 20-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-253 |
118-147 |
117-121 |
|
| R3 |
118-088 |
117-302 |
117-075 |
|
| R2 |
117-243 |
117-243 |
117-060 |
|
| R1 |
117-137 |
117-137 |
117-045 |
117-108 |
| PP |
117-078 |
117-078 |
117-078 |
117-064 |
| S1 |
116-292 |
116-292 |
117-015 |
116-263 |
| S2 |
116-233 |
116-233 |
117-000 |
|
| S3 |
116-068 |
116-127 |
116-305 |
|
| S4 |
115-223 |
115-282 |
116-259 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-185 |
117-020 |
0-165 |
0.4% |
0-079 |
0.2% |
6% |
False |
True |
694,047 |
| 10 |
117-207 |
117-020 |
0-187 |
0.5% |
0-068 |
0.2% |
5% |
False |
True |
621,612 |
| 20 |
117-295 |
117-020 |
0-275 |
0.7% |
0-075 |
0.2% |
4% |
False |
True |
692,539 |
| 40 |
119-015 |
117-020 |
1-315 |
1.7% |
0-078 |
0.2% |
2% |
False |
True |
735,751 |
| 60 |
119-015 |
117-020 |
1-315 |
1.7% |
0-074 |
0.2% |
2% |
False |
True |
523,605 |
| 80 |
119-015 |
117-020 |
1-315 |
1.7% |
0-070 |
0.2% |
2% |
False |
True |
392,884 |
| 100 |
119-015 |
117-020 |
1-315 |
1.7% |
0-056 |
0.1% |
2% |
False |
True |
314,310 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-291 |
|
2.618 |
118-107 |
|
1.618 |
117-315 |
|
1.000 |
117-245 |
|
0.618 |
117-202 |
|
HIGH |
117-133 |
|
0.618 |
117-090 |
|
0.500 |
117-076 |
|
0.382 |
117-063 |
|
LOW |
117-020 |
|
0.618 |
116-270 |
|
1.000 |
116-227 |
|
1.618 |
116-158 |
|
2.618 |
116-045 |
|
4.250 |
115-182 |
|
|
| Fisher Pivots for day following 20-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
117-076 |
117-079 |
| PP |
117-061 |
117-063 |
| S1 |
117-045 |
117-046 |
|