ECBOT 5 Year T-Note Future December 2017
| Trading Metrics calculated at close of trading on 24-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2017 |
24-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
117-025 |
117-065 |
0-040 |
0.1% |
117-185 |
| High |
117-070 |
117-073 |
0-002 |
0.0% |
117-185 |
| Low |
117-015 |
116-315 |
-0-020 |
-0.1% |
117-020 |
| Close |
117-058 |
117-030 |
-0-027 |
-0.1% |
117-030 |
| Range |
0-055 |
0-078 |
0-022 |
40.9% |
0-165 |
| ATR |
0-075 |
0-075 |
0-000 |
0.3% |
0-000 |
| Volume |
467,365 |
653,673 |
186,308 |
39.9% |
3,470,237 |
|
| Daily Pivots for day following 24-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-265 |
117-225 |
117-073 |
|
| R3 |
117-188 |
117-148 |
117-051 |
|
| R2 |
117-110 |
117-110 |
117-044 |
|
| R1 |
117-070 |
117-070 |
117-037 |
117-051 |
| PP |
117-033 |
117-033 |
117-033 |
117-023 |
| S1 |
116-313 |
116-313 |
117-023 |
116-294 |
| S2 |
116-275 |
116-275 |
117-016 |
|
| S3 |
116-198 |
116-235 |
117-009 |
|
| S4 |
116-120 |
116-158 |
116-307 |
|
|
| 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 |
116-315 |
0-142 |
0.4% |
0-078 |
0.2% |
25% |
False |
True |
662,137 |
| 10 |
117-207 |
116-315 |
0-212 |
0.6% |
0-072 |
0.2% |
16% |
False |
True |
663,568 |
| 20 |
117-255 |
116-315 |
0-260 |
0.7% |
0-074 |
0.2% |
13% |
False |
True |
684,361 |
| 40 |
119-015 |
116-315 |
2-020 |
1.8% |
0-078 |
0.2% |
5% |
False |
True |
703,649 |
| 60 |
119-015 |
116-315 |
2-020 |
1.8% |
0-075 |
0.2% |
5% |
False |
True |
542,278 |
| 80 |
119-015 |
116-315 |
2-020 |
1.8% |
0-071 |
0.2% |
5% |
False |
True |
406,897 |
| 100 |
119-015 |
116-315 |
2-020 |
1.8% |
0-057 |
0.2% |
5% |
False |
True |
325,521 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-082 |
|
2.618 |
117-275 |
|
1.618 |
117-198 |
|
1.000 |
117-150 |
|
0.618 |
117-120 |
|
HIGH |
117-073 |
|
0.618 |
117-043 |
|
0.500 |
117-034 |
|
0.382 |
117-025 |
|
LOW |
116-315 |
|
0.618 |
116-267 |
|
1.000 |
116-238 |
|
1.618 |
116-190 |
|
2.618 |
116-112 |
|
4.250 |
115-306 |
|
|
| Fisher Pivots for day following 24-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
117-034 |
117-064 |
| PP |
117-033 |
117-053 |
| S1 |
117-031 |
117-041 |
|