ECBOT 5 Year T-Note Future March 2018
Trading Metrics calculated at close of trading on 10-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2017 |
10-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
116-302 |
116-315 |
0-013 |
0.0% |
117-030 |
High |
117-013 |
116-315 |
-0-018 |
0.0% |
117-033 |
Low |
116-280 |
116-242 |
-0-038 |
-0.1% |
116-242 |
Close |
117-000 |
116-247 |
-0-073 |
-0.2% |
116-247 |
Range |
0-053 |
0-073 |
0-020 |
38.1% |
0-110 |
ATR |
0-059 |
0-061 |
0-001 |
2.2% |
0-000 |
Volume |
8,396 |
19,047 |
10,651 |
126.9% |
63,817 |
|
Daily Pivots for day following 10-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-166 |
117-119 |
116-287 |
|
R3 |
117-093 |
117-047 |
116-267 |
|
R2 |
117-021 |
117-021 |
116-261 |
|
R1 |
116-294 |
116-294 |
116-254 |
116-281 |
PP |
116-268 |
116-268 |
116-268 |
116-262 |
S1 |
116-222 |
116-222 |
116-241 |
116-209 |
S2 |
116-196 |
116-196 |
116-234 |
|
S3 |
116-123 |
116-149 |
116-228 |
|
S4 |
116-051 |
116-077 |
116-208 |
|
|
Weekly Pivots for week ending 10-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-291 |
117-219 |
116-308 |
|
R3 |
117-181 |
117-109 |
116-278 |
|
R2 |
117-071 |
117-071 |
116-268 |
|
R1 |
116-319 |
116-319 |
116-258 |
116-300 |
PP |
116-281 |
116-281 |
116-281 |
116-271 |
S1 |
116-209 |
116-209 |
116-237 |
116-190 |
S2 |
116-171 |
116-171 |
116-227 |
|
S3 |
116-061 |
116-099 |
116-217 |
|
S4 |
115-271 |
115-309 |
116-187 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
117-303 |
2.618 |
117-185 |
1.618 |
117-112 |
1.000 |
117-068 |
0.618 |
117-040 |
HIGH |
116-315 |
0.618 |
116-287 |
0.500 |
116-279 |
0.382 |
116-270 |
LOW |
116-242 |
0.618 |
116-198 |
1.000 |
116-170 |
1.618 |
116-125 |
2.618 |
116-053 |
4.250 |
115-254 |
|
|
Fisher Pivots for day following 10-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
116-279 |
116-294 |
PP |
116-268 |
116-278 |
S1 |
116-258 |
116-263 |
|