ECBOT 5 Year T-Note Future December 2017
Trading Metrics calculated at close of trading on 08-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2017 |
08-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
117-093 |
117-080 |
-0-013 |
0.0% |
117-030 |
High |
117-100 |
117-095 |
-0-005 |
0.0% |
117-120 |
Low |
117-058 |
117-045 |
-0-013 |
0.0% |
117-018 |
Close |
117-090 |
117-062 |
-0-028 |
-0.1% |
117-062 |
Range |
0-042 |
0-050 |
0-008 |
17.7% |
0-102 |
ATR |
0-071 |
0-069 |
-0-001 |
-2.1% |
0-000 |
Volume |
585,760 |
542,316 |
-43,444 |
-7.4% |
3,522,195 |
|
Daily Pivots for day following 08-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-218 |
117-190 |
117-090 |
|
R3 |
117-168 |
117-140 |
117-076 |
|
R2 |
117-118 |
117-118 |
117-072 |
|
R1 |
117-090 |
117-090 |
117-067 |
117-079 |
PP |
117-067 |
117-067 |
117-067 |
117-062 |
S1 |
117-040 |
117-040 |
117-058 |
117-029 |
S2 |
117-017 |
117-017 |
117-053 |
|
S3 |
116-287 |
116-310 |
117-049 |
|
S4 |
116-237 |
116-260 |
117-035 |
|
|
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 |
117-038 |
0-082 |
0.2% |
0-057 |
0.2% |
30% |
False |
False |
602,584 |
10 |
117-120 |
116-253 |
0-187 |
0.5% |
0-065 |
0.2% |
69% |
False |
False |
693,436 |
20 |
117-207 |
116-253 |
0-275 |
0.7% |
0-070 |
0.2% |
47% |
False |
False |
697,920 |
40 |
118-087 |
116-253 |
1-155 |
1.3% |
0-072 |
0.2% |
27% |
False |
False |
693,839 |
60 |
119-015 |
116-253 |
2-082 |
1.9% |
0-075 |
0.2% |
18% |
False |
False |
672,670 |
80 |
119-015 |
116-253 |
2-082 |
1.9% |
0-072 |
0.2% |
18% |
False |
False |
506,185 |
100 |
119-015 |
116-253 |
2-082 |
1.9% |
0-065 |
0.2% |
18% |
False |
False |
405,033 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
117-308 |
2.618 |
117-226 |
1.618 |
117-176 |
1.000 |
117-145 |
0.618 |
117-126 |
HIGH |
117-095 |
0.618 |
117-076 |
0.500 |
117-070 |
0.382 |
117-064 |
LOW |
117-045 |
0.618 |
117-014 |
1.000 |
116-315 |
1.618 |
116-284 |
2.618 |
116-234 |
4.250 |
116-152 |
|
|
Fisher Pivots for day following 08-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
117-070 |
117-075 |
PP |
117-067 |
117-071 |
S1 |
117-065 |
117-067 |
|