ECBOT 5 Year T-Note Future December 2017
| Trading Metrics calculated at close of trading on 30-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2017 |
30-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
116-273 |
117-030 |
0-078 |
0.2% |
117-025 |
| High |
117-033 |
117-087 |
0-055 |
0.1% |
117-073 |
| Low |
116-253 |
117-027 |
0-095 |
0.3% |
116-253 |
| Close |
117-010 |
117-082 |
0-072 |
0.2% |
117-010 |
| Range |
0-100 |
0-060 |
-0-040 |
-40.0% |
0-140 |
| ATR |
0-078 |
0-078 |
0-000 |
-0.1% |
0-000 |
| Volume |
926,519 |
668,458 |
-258,061 |
-27.9% |
3,928,908 |
|
| Daily Pivots for day following 30-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-246 |
117-224 |
117-115 |
|
| R3 |
117-186 |
117-164 |
117-099 |
|
| R2 |
117-126 |
117-126 |
117-093 |
|
| R1 |
117-104 |
117-104 |
117-088 |
117-115 |
| PP |
117-066 |
117-066 |
117-066 |
117-071 |
| S1 |
117-044 |
117-044 |
117-077 |
117-055 |
| S2 |
117-006 |
117-006 |
117-071 |
|
| S3 |
116-266 |
116-304 |
117-066 |
|
| S4 |
116-206 |
116-244 |
117-049 |
|
|
| Weekly Pivots for week ending 27-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-105 |
118-038 |
117-087 |
|
| R3 |
117-285 |
117-218 |
117-049 |
|
| R2 |
117-145 |
117-145 |
117-036 |
|
| R1 |
117-078 |
117-078 |
117-023 |
117-041 |
| PP |
117-005 |
117-005 |
117-005 |
116-307 |
| S1 |
116-258 |
116-258 |
116-317 |
116-221 |
| S2 |
116-185 |
116-185 |
116-304 |
|
| S3 |
116-045 |
116-118 |
116-292 |
|
| S4 |
115-225 |
115-298 |
116-253 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-087 |
116-253 |
0-155 |
0.4% |
0-080 |
0.2% |
97% |
True |
False |
826,000 |
| 10 |
117-138 |
116-253 |
0-205 |
0.5% |
0-077 |
0.2% |
73% |
False |
False |
739,965 |
| 20 |
117-213 |
116-253 |
0-280 |
0.7% |
0-072 |
0.2% |
54% |
False |
False |
674,420 |
| 40 |
119-015 |
116-253 |
2-082 |
1.9% |
0-078 |
0.2% |
21% |
False |
False |
702,362 |
| 60 |
119-015 |
116-253 |
2-082 |
1.9% |
0-075 |
0.2% |
21% |
False |
False |
599,959 |
| 80 |
119-015 |
116-253 |
2-082 |
1.9% |
0-073 |
0.2% |
21% |
False |
False |
450,303 |
| 100 |
119-015 |
116-253 |
2-082 |
1.9% |
0-061 |
0.2% |
21% |
False |
False |
360,284 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-022 |
|
2.618 |
117-245 |
|
1.618 |
117-185 |
|
1.000 |
117-147 |
|
0.618 |
117-125 |
|
HIGH |
117-087 |
|
0.618 |
117-065 |
|
0.500 |
117-057 |
|
0.382 |
117-050 |
|
LOW |
117-027 |
|
0.618 |
116-310 |
|
1.000 |
116-287 |
|
1.618 |
116-250 |
|
2.618 |
116-190 |
|
4.250 |
116-092 |
|
|
| Fisher Pivots for day following 30-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
117-074 |
117-058 |
| PP |
117-066 |
117-034 |
| S1 |
117-057 |
117-010 |
|