ECBOT 5 Year T-Note Future December 2017
| Trading Metrics calculated at close of trading on 23-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2017 |
23-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
117-120 |
117-025 |
-0-095 |
-0.3% |
117-185 |
| High |
117-133 |
117-070 |
-0-062 |
-0.2% |
117-185 |
| Low |
117-020 |
117-015 |
-0-005 |
0.0% |
117-020 |
| Close |
117-030 |
117-058 |
0-027 |
0.1% |
117-030 |
| Range |
0-113 |
0-055 |
-0-058 |
-51.1% |
0-165 |
| ATR |
0-076 |
0-075 |
-0-002 |
-2.0% |
0-000 |
| Volume |
827,017 |
467,365 |
-359,652 |
-43.5% |
3,470,237 |
|
| Daily Pivots for day following 23-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-213 |
117-190 |
117-088 |
|
| R3 |
117-158 |
117-135 |
117-073 |
|
| R2 |
117-103 |
117-103 |
117-068 |
|
| R1 |
117-080 |
117-080 |
117-063 |
117-091 |
| PP |
117-048 |
117-048 |
117-048 |
117-053 |
| S1 |
117-025 |
117-025 |
117-052 |
117-036 |
| S2 |
116-313 |
116-313 |
117-047 |
|
| S3 |
116-257 |
116-290 |
117-042 |
|
| S4 |
116-202 |
116-235 |
117-027 |
|
|
| 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 |
117-138 |
117-015 |
0-122 |
0.3% |
0-074 |
0.2% |
35% |
False |
True |
653,930 |
| 10 |
117-207 |
117-015 |
0-192 |
0.5% |
0-071 |
0.2% |
22% |
False |
True |
657,250 |
| 20 |
117-287 |
117-015 |
0-272 |
0.7% |
0-073 |
0.2% |
16% |
False |
True |
684,598 |
| 40 |
119-015 |
117-015 |
2-000 |
1.7% |
0-078 |
0.2% |
7% |
False |
True |
716,979 |
| 60 |
119-015 |
117-015 |
2-000 |
1.7% |
0-074 |
0.2% |
7% |
False |
True |
531,384 |
| 80 |
119-015 |
117-015 |
2-000 |
1.7% |
0-070 |
0.2% |
7% |
False |
True |
398,727 |
| 100 |
119-015 |
117-015 |
2-000 |
1.7% |
0-057 |
0.2% |
7% |
False |
True |
318,984 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-304 |
|
2.618 |
117-214 |
|
1.618 |
117-159 |
|
1.000 |
117-125 |
|
0.618 |
117-104 |
|
HIGH |
117-070 |
|
0.618 |
117-049 |
|
0.500 |
117-043 |
|
0.382 |
117-036 |
|
LOW |
117-015 |
|
0.618 |
116-301 |
|
1.000 |
116-280 |
|
1.618 |
116-246 |
|
2.618 |
116-191 |
|
4.250 |
116-101 |
|
|
| Fisher Pivots for day following 23-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
117-053 |
117-076 |
| PP |
117-048 |
117-070 |
| S1 |
117-043 |
117-064 |
|