ECBOT 5 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 24-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2017 |
24-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
116-302 |
116-242 |
-0-060 |
-0.2% |
117-073 |
| High |
116-313 |
116-315 |
0-002 |
0.0% |
117-087 |
| Low |
116-267 |
116-240 |
-0-027 |
-0.1% |
116-270 |
| Close |
116-302 |
116-275 |
-0-027 |
-0.1% |
116-275 |
| Range |
0-045 |
0-075 |
0-030 |
66.6% |
0-137 |
| ATR |
0-054 |
0-055 |
0-002 |
2.8% |
0-000 |
| Volume |
380 |
316 |
-64 |
-16.8% |
7,516 |
|
| Daily Pivots for day following 24-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-182 |
117-143 |
116-316 |
|
| R3 |
117-107 |
117-068 |
116-296 |
|
| R2 |
117-032 |
117-032 |
116-289 |
|
| R1 |
116-313 |
116-313 |
116-282 |
117-013 |
| PP |
116-277 |
116-277 |
116-277 |
116-286 |
| S1 |
116-238 |
116-238 |
116-268 |
116-258 |
| S2 |
116-202 |
116-202 |
116-261 |
|
| S3 |
116-127 |
116-163 |
116-254 |
|
| S4 |
116-052 |
116-088 |
116-234 |
|
|
| 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 |
117-314 |
|
2.618 |
117-191 |
|
1.618 |
117-116 |
|
1.000 |
117-070 |
|
0.618 |
117-041 |
|
HIGH |
116-315 |
|
0.618 |
116-286 |
|
0.500 |
116-278 |
|
0.382 |
116-269 |
|
LOW |
116-240 |
|
0.618 |
116-194 |
|
1.000 |
116-165 |
|
1.618 |
116-119 |
|
2.618 |
116-044 |
|
4.250 |
115-241 |
|
|
| Fisher Pivots for day following 24-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
116-278 |
116-308 |
| PP |
116-277 |
116-297 |
| S1 |
116-276 |
116-286 |
|