ECBOT 5 Year T-Note Future December 2017
| Trading Metrics calculated at close of trading on 25-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2017 |
25-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
117-065 |
117-005 |
-0-060 |
-0.2% |
117-185 |
| High |
117-073 |
117-020 |
-0-053 |
-0.1% |
117-185 |
| Low |
116-315 |
116-265 |
-0-050 |
-0.1% |
117-020 |
| Close |
117-030 |
116-307 |
-0-043 |
-0.1% |
117-030 |
| Range |
0-078 |
0-075 |
-0-002 |
-3.2% |
0-165 |
| ATR |
0-075 |
0-076 |
0-001 |
1.0% |
0-000 |
| Volume |
653,673 |
1,016,898 |
363,225 |
55.6% |
3,470,237 |
|
| Daily Pivots for day following 25-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-209 |
117-173 |
117-029 |
|
| R3 |
117-134 |
117-098 |
117-008 |
|
| R2 |
117-059 |
117-059 |
117-001 |
|
| R1 |
117-023 |
117-023 |
116-314 |
117-004 |
| PP |
116-304 |
116-304 |
116-304 |
116-294 |
| S1 |
116-268 |
116-268 |
116-301 |
116-249 |
| S2 |
116-229 |
116-229 |
116-294 |
|
| S3 |
116-154 |
116-193 |
116-287 |
|
| S4 |
116-079 |
116-118 |
116-266 |
|
|
| 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 |
116-265 |
0-193 |
0.5% |
0-081 |
0.2% |
22% |
False |
True |
752,507 |
| 10 |
117-207 |
116-265 |
0-262 |
0.7% |
0-075 |
0.2% |
16% |
False |
True |
702,405 |
| 20 |
117-225 |
116-265 |
0-280 |
0.7% |
0-073 |
0.2% |
15% |
False |
True |
683,128 |
| 40 |
119-015 |
116-265 |
2-070 |
1.9% |
0-078 |
0.2% |
6% |
False |
True |
699,676 |
| 60 |
119-015 |
116-265 |
2-070 |
1.9% |
0-075 |
0.2% |
6% |
False |
True |
559,135 |
| 80 |
119-015 |
116-265 |
2-070 |
1.9% |
0-072 |
0.2% |
6% |
False |
True |
419,609 |
| 100 |
119-015 |
116-265 |
2-070 |
1.9% |
0-058 |
0.2% |
6% |
False |
True |
335,690 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-019 |
|
2.618 |
117-216 |
|
1.618 |
117-141 |
|
1.000 |
117-095 |
|
0.618 |
117-066 |
|
HIGH |
117-020 |
|
0.618 |
116-311 |
|
0.500 |
116-302 |
|
0.382 |
116-294 |
|
LOW |
116-265 |
|
0.618 |
116-219 |
|
1.000 |
116-190 |
|
1.618 |
116-144 |
|
2.618 |
116-069 |
|
4.250 |
115-266 |
|
|
| Fisher Pivots for day following 25-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
116-306 |
117-009 |
| PP |
116-304 |
117-002 |
| S1 |
116-302 |
116-315 |
|