ECBOT 5 Year T-Note Future December 2017
Trading Metrics calculated at close of trading on 06-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2017 |
06-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
117-073 |
117-078 |
0-005 |
0.0% |
117-030 |
High |
117-120 |
117-105 |
-0-015 |
0.0% |
117-120 |
Low |
117-038 |
117-058 |
0-020 |
0.1% |
117-018 |
Close |
117-062 |
117-087 |
0-025 |
0.1% |
117-062 |
Range |
0-082 |
0-047 |
-0-035 |
-42.4% |
0-102 |
ATR |
0-075 |
0-073 |
-0-002 |
-2.6% |
0-000 |
Volume |
671,636 |
493,117 |
-178,519 |
-26.6% |
3,522,195 |
|
Daily Pivots for day following 06-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-226 |
117-204 |
117-114 |
|
R3 |
117-178 |
117-157 |
117-101 |
|
R2 |
117-131 |
117-131 |
117-096 |
|
R1 |
117-109 |
117-109 |
117-092 |
117-120 |
PP |
117-083 |
117-083 |
117-083 |
117-089 |
S1 |
117-062 |
117-062 |
117-083 |
117-072 |
S2 |
117-036 |
117-036 |
117-079 |
|
S3 |
116-308 |
117-014 |
117-074 |
|
S4 |
116-261 |
116-287 |
117-061 |
|
|
Weekly Pivots for week ending 03-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-054 |
118-001 |
117-119 |
|
R3 |
117-272 |
117-218 |
117-091 |
|
R2 |
117-169 |
117-169 |
117-081 |
|
R1 |
117-116 |
117-116 |
117-072 |
117-142 |
PP |
117-067 |
117-067 |
117-067 |
117-080 |
S1 |
117-013 |
117-013 |
117-053 |
117-040 |
S2 |
116-284 |
116-284 |
117-044 |
|
S3 |
116-182 |
116-231 |
117-034 |
|
S4 |
116-079 |
116-128 |
117-006 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
117-120 |
117-018 |
0-102 |
0.3% |
0-062 |
0.2% |
68% |
False |
False |
669,370 |
10 |
117-120 |
116-253 |
0-187 |
0.5% |
0-071 |
0.2% |
83% |
False |
False |
747,685 |
20 |
117-207 |
116-253 |
0-275 |
0.7% |
0-071 |
0.2% |
56% |
False |
False |
702,467 |
40 |
118-173 |
116-253 |
1-240 |
1.5% |
0-073 |
0.2% |
28% |
False |
False |
695,091 |
60 |
119-015 |
116-253 |
2-082 |
1.9% |
0-075 |
0.2% |
21% |
False |
False |
655,197 |
80 |
119-015 |
116-253 |
2-082 |
1.9% |
0-072 |
0.2% |
21% |
False |
False |
492,097 |
100 |
119-015 |
116-253 |
2-082 |
1.9% |
0-064 |
0.2% |
21% |
False |
False |
393,753 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
117-307 |
2.618 |
117-229 |
1.618 |
117-182 |
1.000 |
117-152 |
0.618 |
117-134 |
HIGH |
117-105 |
0.618 |
117-087 |
0.500 |
117-081 |
0.382 |
117-076 |
LOW |
117-058 |
0.618 |
117-028 |
1.000 |
117-010 |
1.618 |
116-301 |
2.618 |
116-253 |
4.250 |
116-176 |
|
|
Fisher Pivots for day following 06-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
117-085 |
117-085 |
PP |
117-083 |
117-082 |
S1 |
117-081 |
117-079 |
|