ECBOT 5 Year T-Note Future March 2018
Trading Metrics calculated at close of trading on 23-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2017 |
23-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
116-275 |
116-302 |
0-027 |
0.1% |
117-073 |
High |
117-055 |
116-313 |
-0-062 |
-0.2% |
117-087 |
Low |
116-270 |
116-267 |
-0-003 |
0.0% |
116-270 |
Close |
116-275 |
116-302 |
0-027 |
0.1% |
116-275 |
Range |
0-105 |
0-045 |
-0-060 |
-57.1% |
0-137 |
ATR |
0-055 |
0-054 |
-0-001 |
-1.3% |
0-000 |
Volume |
912 |
380 |
-532 |
-58.3% |
7,516 |
|
Daily Pivots for day following 23-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-109 |
117-091 |
117-007 |
|
R3 |
117-064 |
117-046 |
116-315 |
|
R2 |
117-019 |
117-019 |
116-311 |
|
R1 |
117-001 |
117-001 |
116-307 |
117-005 |
PP |
116-294 |
116-294 |
116-294 |
116-296 |
S1 |
116-276 |
116-276 |
116-298 |
116-280 |
S2 |
116-249 |
116-249 |
116-294 |
|
S3 |
116-204 |
116-231 |
116-290 |
|
S4 |
116-159 |
116-186 |
116-278 |
|
|
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 |
117-184 |
2.618 |
117-110 |
1.618 |
117-065 |
1.000 |
117-038 |
0.618 |
117-020 |
HIGH |
116-313 |
0.618 |
116-295 |
0.500 |
116-290 |
0.382 |
116-285 |
LOW |
116-267 |
0.618 |
116-240 |
1.000 |
116-222 |
1.618 |
116-195 |
2.618 |
116-150 |
4.250 |
116-076 |
|
|
Fisher Pivots for day following 23-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
116-298 |
117-006 |
PP |
116-294 |
116-318 |
S1 |
116-290 |
116-310 |
|