ECBOT 5 Year T-Note Future December 2017
| Trading Metrics calculated at close of trading on 11-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2017 |
11-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
117-113 |
117-105 |
-0-008 |
0.0% |
117-142 |
| High |
117-160 |
117-142 |
-0-018 |
0.0% |
117-213 |
| Low |
117-093 |
117-098 |
0-005 |
0.0% |
117-038 |
| Close |
117-130 |
117-113 |
-0-018 |
0.0% |
117-093 |
| Range |
0-067 |
0-045 |
-0-022 |
-33.3% |
0-175 |
| ATR |
0-076 |
0-074 |
-0-002 |
-2.9% |
0-000 |
| Volume |
590,492 |
628,530 |
38,038 |
6.4% |
3,370,587 |
|
| Daily Pivots for day following 11-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-252 |
117-227 |
117-137 |
|
| R3 |
117-207 |
117-182 |
117-125 |
|
| R2 |
117-162 |
117-162 |
117-121 |
|
| R1 |
117-138 |
117-138 |
117-117 |
117-150 |
| PP |
117-118 |
117-118 |
117-118 |
117-124 |
| S1 |
117-093 |
117-093 |
117-108 |
117-105 |
| S2 |
117-073 |
117-073 |
117-104 |
|
| S3 |
117-028 |
117-048 |
117-100 |
|
| S4 |
116-303 |
117-003 |
117-088 |
|
|
| Weekly Pivots for week ending 06-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-319 |
118-221 |
117-189 |
|
| R3 |
118-144 |
118-046 |
117-141 |
|
| R2 |
117-289 |
117-289 |
117-125 |
|
| R1 |
117-191 |
117-191 |
117-109 |
117-153 |
| PP |
117-114 |
117-114 |
117-114 |
117-095 |
| S1 |
117-016 |
117-016 |
117-076 |
116-298 |
| S2 |
116-259 |
116-259 |
117-060 |
|
| S3 |
116-084 |
116-161 |
117-044 |
|
| S4 |
115-229 |
115-306 |
116-316 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-180 |
117-038 |
0-142 |
0.4% |
0-061 |
0.2% |
53% |
False |
False |
572,488 |
| 10 |
117-225 |
117-038 |
0-187 |
0.5% |
0-070 |
0.2% |
40% |
False |
False |
663,852 |
| 20 |
118-087 |
117-038 |
1-050 |
1.0% |
0-073 |
0.2% |
20% |
False |
False |
689,757 |
| 40 |
119-015 |
117-038 |
1-298 |
1.6% |
0-078 |
0.2% |
12% |
False |
False |
660,045 |
| 60 |
119-015 |
117-038 |
1-298 |
1.6% |
0-073 |
0.2% |
12% |
False |
False |
442,274 |
| 80 |
119-015 |
117-033 |
1-302 |
1.7% |
0-063 |
0.2% |
13% |
False |
False |
331,812 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-014 |
|
2.618 |
117-260 |
|
1.618 |
117-215 |
|
1.000 |
117-187 |
|
0.618 |
117-170 |
|
HIGH |
117-142 |
|
0.618 |
117-125 |
|
0.500 |
117-120 |
|
0.382 |
117-115 |
|
LOW |
117-098 |
|
0.618 |
117-070 |
|
1.000 |
117-053 |
|
1.618 |
117-025 |
|
2.618 |
116-300 |
|
4.250 |
116-226 |
|
|
| Fisher Pivots for day following 11-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
117-120 |
117-125 |
| PP |
117-118 |
117-121 |
| S1 |
117-115 |
117-117 |
|