ECBOT 5 Year T-Note Future March 2018
Trading Metrics calculated at close of trading on 20-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2017 |
20-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
117-053 |
116-275 |
-0-098 |
-0.3% |
117-073 |
High |
117-065 |
117-055 |
-0-010 |
0.0% |
117-087 |
Low |
116-313 |
116-270 |
-0-042 |
-0.1% |
116-270 |
Close |
117-020 |
116-275 |
-0-065 |
-0.2% |
116-275 |
Range |
0-072 |
0-105 |
0-033 |
44.9% |
0-137 |
ATR |
0-051 |
0-055 |
0-004 |
7.6% |
0-000 |
Volume |
314 |
912 |
598 |
190.4% |
7,516 |
|
Daily Pivots for day following 20-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-302 |
117-233 |
117-013 |
|
R3 |
117-197 |
117-128 |
116-304 |
|
R2 |
117-092 |
117-092 |
116-294 |
|
R1 |
117-023 |
117-023 |
116-285 |
117-008 |
PP |
116-307 |
116-307 |
116-307 |
116-299 |
S1 |
116-238 |
116-238 |
116-265 |
116-223 |
S2 |
116-202 |
116-202 |
116-256 |
|
S3 |
116-097 |
116-133 |
116-246 |
|
S4 |
115-312 |
116-028 |
116-217 |
|
|
Weekly Pivots for week ending 20-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-090 |
118-000 |
117-031 |
|
R3 |
117-272 |
117-182 |
116-313 |
|
R2 |
117-135 |
117-135 |
116-300 |
|
R1 |
117-045 |
117-045 |
116-288 |
117-021 |
PP |
116-318 |
116-318 |
116-318 |
116-306 |
S1 |
116-228 |
116-228 |
116-262 |
116-204 |
S2 |
116-180 |
116-180 |
116-250 |
|
S3 |
116-043 |
116-090 |
116-237 |
|
S4 |
115-225 |
115-273 |
116-199 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
118-181 |
2.618 |
118-010 |
1.618 |
117-225 |
1.000 |
117-160 |
0.618 |
117-120 |
HIGH |
117-055 |
0.618 |
117-015 |
0.500 |
117-003 |
0.382 |
116-310 |
LOW |
116-270 |
0.618 |
116-205 |
1.000 |
116-165 |
1.618 |
116-100 |
2.618 |
115-315 |
4.250 |
115-144 |
|
|
Fisher Pivots for day following 20-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
117-003 |
117-008 |
PP |
116-307 |
116-310 |
S1 |
116-291 |
116-293 |
|