ECBOT 5 Year T-Note Future March 2018
Trading Metrics calculated at close of trading on 01-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2017 |
01-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
116-318 |
116-287 |
-0-030 |
-0.1% |
116-302 |
High |
117-020 |
117-007 |
-0-013 |
0.0% |
116-315 |
Low |
116-293 |
116-265 |
-0-028 |
-0.1% |
116-175 |
Close |
116-307 |
116-285 |
-0-022 |
-0.1% |
116-250 |
Range |
0-047 |
0-062 |
0-015 |
31.6% |
0-140 |
ATR |
0-063 |
0-063 |
0-000 |
0.0% |
0-000 |
Volume |
9,266 |
11,933 |
2,667 |
28.8% |
37,853 |
|
Daily Pivots for day following 01-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-160 |
117-125 |
116-319 |
|
R3 |
117-097 |
117-062 |
116-302 |
|
R2 |
117-035 |
117-035 |
116-296 |
|
R1 |
117-000 |
117-000 |
116-291 |
116-306 |
PP |
116-292 |
116-292 |
116-292 |
116-286 |
S1 |
116-257 |
116-257 |
116-279 |
116-244 |
S2 |
116-230 |
116-230 |
116-274 |
|
S3 |
116-167 |
116-195 |
116-268 |
|
S4 |
116-105 |
116-133 |
116-251 |
|
|
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 |
117-273 |
2.618 |
117-171 |
1.618 |
117-109 |
1.000 |
117-070 |
0.618 |
117-046 |
HIGH |
117-007 |
0.618 |
116-304 |
0.500 |
116-296 |
0.382 |
116-289 |
LOW |
116-265 |
0.618 |
116-226 |
1.000 |
116-202 |
1.618 |
116-164 |
2.618 |
116-101 |
4.250 |
115-319 |
|
|
Fisher Pivots for day following 01-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
116-296 |
116-302 |
PP |
116-292 |
116-297 |
S1 |
116-289 |
116-291 |
|