ECBOT 5 Year T-Note Future December 2017
| Trading Metrics calculated at close of trading on 26-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2017 |
26-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
117-005 |
117-005 |
0-000 |
0.0% |
117-185 |
| High |
117-020 |
117-038 |
0-018 |
0.0% |
117-185 |
| Low |
116-265 |
116-270 |
0-005 |
0.0% |
117-020 |
| Close |
116-307 |
116-287 |
-0-020 |
-0.1% |
117-030 |
| Range |
0-075 |
0-087 |
0-012 |
16.6% |
0-165 |
| ATR |
0-076 |
0-076 |
0-001 |
1.1% |
0-000 |
| Volume |
1,016,898 |
864,453 |
-152,445 |
-15.0% |
3,470,237 |
|
| Daily Pivots for day following 26-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-247 |
117-195 |
117-016 |
|
| R3 |
117-160 |
117-107 |
116-312 |
|
| R2 |
117-072 |
117-072 |
116-304 |
|
| R1 |
117-020 |
117-020 |
116-296 |
117-002 |
| PP |
116-305 |
116-305 |
116-305 |
116-296 |
| S1 |
116-253 |
116-253 |
116-279 |
116-235 |
| S2 |
116-218 |
116-218 |
116-271 |
|
| S3 |
116-130 |
116-165 |
116-263 |
|
| S4 |
116-043 |
116-078 |
116-239 |
|
|
| 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 |
117-133 |
116-265 |
0-188 |
0.5% |
0-082 |
0.2% |
12% |
False |
False |
765,881 |
| 10 |
117-207 |
116-265 |
0-262 |
0.7% |
0-079 |
0.2% |
9% |
False |
False |
728,379 |
| 20 |
117-225 |
116-265 |
0-280 |
0.7% |
0-073 |
0.2% |
8% |
False |
False |
683,916 |
| 40 |
119-015 |
116-265 |
2-070 |
1.9% |
0-078 |
0.2% |
3% |
False |
False |
700,549 |
| 60 |
119-015 |
116-265 |
2-070 |
1.9% |
0-075 |
0.2% |
3% |
False |
False |
573,519 |
| 80 |
119-015 |
116-265 |
2-070 |
1.9% |
0-072 |
0.2% |
3% |
False |
False |
430,378 |
| 100 |
119-015 |
116-265 |
2-070 |
1.9% |
0-059 |
0.2% |
3% |
False |
False |
344,334 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-089 |
|
2.618 |
117-267 |
|
1.618 |
117-179 |
|
1.000 |
117-125 |
|
0.618 |
117-092 |
|
HIGH |
117-038 |
|
0.618 |
117-004 |
|
0.500 |
116-314 |
|
0.382 |
116-303 |
|
LOW |
116-270 |
|
0.618 |
116-216 |
|
1.000 |
116-183 |
|
1.618 |
116-128 |
|
2.618 |
116-041 |
|
4.250 |
115-218 |
|
|
| Fisher Pivots for day following 26-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
116-314 |
117-009 |
| PP |
116-305 |
116-315 |
| S1 |
116-296 |
116-301 |
|