ECBOT 5 Year T-Note Future December 2017
Trading Metrics calculated at close of trading on 09-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2017 |
09-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
117-080 |
117-047 |
-0-033 |
-0.1% |
117-030 |
High |
117-095 |
117-082 |
-0-013 |
0.0% |
117-120 |
Low |
117-045 |
117-027 |
-0-018 |
0.0% |
117-018 |
Close |
117-062 |
117-067 |
0-005 |
0.0% |
117-062 |
Range |
0-050 |
0-055 |
0-005 |
10.0% |
0-102 |
ATR |
0-069 |
0-068 |
-0-001 |
-1.5% |
0-000 |
Volume |
542,316 |
878,139 |
335,823 |
61.9% |
3,522,195 |
|
Daily Pivots for day following 09-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-224 |
117-201 |
117-098 |
|
R3 |
117-169 |
117-146 |
117-083 |
|
R2 |
117-114 |
117-114 |
117-078 |
|
R1 |
117-091 |
117-091 |
117-073 |
117-102 |
PP |
117-059 |
117-059 |
117-059 |
117-065 |
S1 |
117-036 |
117-036 |
117-062 |
117-047 |
S2 |
117-004 |
117-004 |
117-057 |
|
S3 |
116-269 |
116-301 |
117-052 |
|
S4 |
116-214 |
116-246 |
117-037 |
|
|
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 |
117-027 |
0-093 |
0.2% |
0-056 |
0.1% |
43% |
False |
True |
634,193 |
10 |
117-120 |
116-253 |
0-187 |
0.5% |
0-062 |
0.2% |
72% |
False |
False |
694,804 |
20 |
117-207 |
116-253 |
0-275 |
0.7% |
0-070 |
0.2% |
49% |
False |
False |
711,592 |
40 |
118-073 |
116-253 |
1-140 |
1.2% |
0-071 |
0.2% |
29% |
False |
False |
692,798 |
60 |
119-015 |
116-253 |
2-082 |
1.9% |
0-074 |
0.2% |
19% |
False |
False |
686,446 |
80 |
119-015 |
116-253 |
2-082 |
1.9% |
0-072 |
0.2% |
19% |
False |
False |
517,159 |
100 |
119-015 |
116-253 |
2-082 |
1.9% |
0-065 |
0.2% |
19% |
False |
False |
413,815 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
117-316 |
2.618 |
117-227 |
1.618 |
117-171 |
1.000 |
117-138 |
0.618 |
117-116 |
HIGH |
117-082 |
0.618 |
117-061 |
0.500 |
117-055 |
0.382 |
117-049 |
LOW |
117-027 |
0.618 |
116-313 |
1.000 |
116-292 |
1.618 |
116-258 |
2.618 |
116-203 |
4.250 |
116-114 |
|
|
Fisher Pivots for day following 09-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
117-063 |
117-066 |
PP |
117-059 |
117-065 |
S1 |
117-055 |
117-064 |
|