ECBOT 5 Year T-Note Future December 2017
Trading Metrics calculated at close of trading on 07-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2017 |
07-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
117-078 |
117-093 |
0-015 |
0.0% |
117-030 |
High |
117-105 |
117-100 |
-0-005 |
0.0% |
117-120 |
Low |
117-058 |
117-058 |
0-000 |
0.0% |
117-018 |
Close |
117-087 |
117-090 |
0-003 |
0.0% |
117-062 |
Range |
0-047 |
0-042 |
-0-005 |
-10.5% |
0-102 |
ATR |
0-073 |
0-071 |
-0-002 |
-3.0% |
0-000 |
Volume |
493,117 |
585,760 |
92,643 |
18.8% |
3,522,195 |
|
Daily Pivots for day following 07-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-210 |
117-193 |
117-113 |
|
R3 |
117-167 |
117-150 |
117-102 |
|
R2 |
117-125 |
117-125 |
117-098 |
|
R1 |
117-108 |
117-108 |
117-094 |
117-095 |
PP |
117-083 |
117-083 |
117-083 |
117-076 |
S1 |
117-065 |
117-065 |
117-086 |
117-053 |
S2 |
117-040 |
117-040 |
117-082 |
|
S3 |
116-318 |
117-023 |
117-078 |
|
S4 |
116-275 |
116-300 |
117-067 |
|
|
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% |
0-060 |
0.2% |
71% |
False |
False |
646,708 |
10 |
117-120 |
116-253 |
0-187 |
0.5% |
0-067 |
0.2% |
84% |
False |
False |
740,894 |
20 |
117-207 |
116-253 |
0-275 |
0.7% |
0-070 |
0.2% |
57% |
False |
False |
702,231 |
40 |
118-133 |
116-253 |
1-200 |
1.4% |
0-072 |
0.2% |
30% |
False |
False |
693,047 |
60 |
119-015 |
116-253 |
2-082 |
1.9% |
0-075 |
0.2% |
22% |
False |
False |
664,478 |
80 |
119-015 |
116-253 |
2-082 |
1.9% |
0-072 |
0.2% |
22% |
False |
False |
499,419 |
100 |
119-015 |
116-253 |
2-082 |
1.9% |
0-064 |
0.2% |
22% |
False |
False |
399,610 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
117-281 |
2.618 |
117-211 |
1.618 |
117-169 |
1.000 |
117-142 |
0.618 |
117-126 |
HIGH |
117-100 |
0.618 |
117-084 |
0.500 |
117-079 |
0.382 |
117-074 |
LOW |
117-058 |
0.618 |
117-031 |
1.000 |
117-015 |
1.618 |
116-309 |
2.618 |
116-266 |
4.250 |
116-197 |
|
|
Fisher Pivots for day following 07-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
117-086 |
117-086 |
PP |
117-083 |
117-083 |
S1 |
117-079 |
117-079 |
|