ECBOT 5 Year T-Note Future March 2018
Trading Metrics calculated at close of trading on 30-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2017 |
30-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
116-198 |
116-280 |
0-082 |
0.2% |
116-302 |
High |
116-270 |
117-013 |
0-062 |
0.2% |
116-315 |
Low |
116-175 |
116-280 |
0-105 |
0.3% |
116-175 |
Close |
116-250 |
117-007 |
0-077 |
0.2% |
116-250 |
Range |
0-095 |
0-053 |
-0-042 |
-44.7% |
0-140 |
ATR |
0-062 |
0-064 |
0-001 |
2.3% |
0-000 |
Volume |
16,323 |
6,457 |
-9,866 |
-60.4% |
37,853 |
|
Daily Pivots for day following 30-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-151 |
117-132 |
117-036 |
|
R3 |
117-098 |
117-079 |
117-022 |
|
R2 |
117-046 |
117-046 |
117-017 |
|
R1 |
117-027 |
117-027 |
117-012 |
117-036 |
PP |
116-313 |
116-313 |
116-313 |
116-318 |
S1 |
116-294 |
116-294 |
117-003 |
116-304 |
S2 |
116-261 |
116-261 |
116-318 |
|
S3 |
116-208 |
116-242 |
116-313 |
|
S4 |
116-156 |
116-189 |
116-299 |
|
|
Weekly Pivots for week ending 27-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-027 |
117-278 |
117-007 |
|
R3 |
117-207 |
117-138 |
116-289 |
|
R2 |
117-067 |
117-067 |
116-276 |
|
R1 |
116-318 |
116-318 |
116-263 |
116-283 |
PP |
116-247 |
116-247 |
116-247 |
116-229 |
S1 |
116-178 |
116-178 |
116-237 |
116-143 |
S2 |
116-107 |
116-107 |
116-224 |
|
S3 |
115-287 |
116-038 |
116-212 |
|
S4 |
115-147 |
115-218 |
116-173 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
117-236 |
2.618 |
117-150 |
1.618 |
117-097 |
1.000 |
117-065 |
0.618 |
117-045 |
HIGH |
117-013 |
0.618 |
116-312 |
0.500 |
116-306 |
0.382 |
116-300 |
LOW |
116-280 |
0.618 |
116-248 |
1.000 |
116-227 |
1.618 |
116-195 |
2.618 |
116-143 |
4.250 |
116-057 |
|
|
Fisher Pivots for day following 30-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
117-000 |
116-303 |
PP |
116-313 |
116-278 |
S1 |
116-306 |
116-254 |
|