ECBOT 5 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 26-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2017 |
26-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
116-233 |
116-238 |
0-005 |
0.0% |
117-073 |
| High |
116-253 |
116-278 |
0-025 |
0.1% |
117-087 |
| Low |
116-182 |
116-193 |
0-010 |
0.0% |
116-270 |
| Close |
116-227 |
116-207 |
-0-020 |
-0.1% |
116-275 |
| Range |
0-070 |
0-085 |
0-015 |
21.4% |
0-137 |
| ATR |
0-058 |
0-060 |
0-002 |
3.3% |
0-000 |
| Volume |
849 |
19,985 |
19,136 |
2,253.9% |
7,516 |
|
| Daily Pivots for day following 26-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-161 |
117-109 |
116-254 |
|
| R3 |
117-076 |
117-024 |
116-231 |
|
| R2 |
116-311 |
116-311 |
116-223 |
|
| R1 |
116-259 |
116-259 |
116-215 |
116-242 |
| PP |
116-226 |
116-226 |
116-226 |
116-218 |
| S1 |
116-174 |
116-174 |
116-200 |
116-158 |
| S2 |
116-141 |
116-141 |
116-192 |
|
| S3 |
116-056 |
116-089 |
116-184 |
|
| S4 |
115-291 |
116-004 |
116-161 |
|
|
| 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 |
117-319 |
|
2.618 |
117-180 |
|
1.618 |
117-095 |
|
1.000 |
117-042 |
|
0.618 |
117-010 |
|
HIGH |
116-278 |
|
0.618 |
116-245 |
|
0.500 |
116-235 |
|
0.382 |
116-225 |
|
LOW |
116-193 |
|
0.618 |
116-140 |
|
1.000 |
116-108 |
|
1.618 |
116-055 |
|
2.618 |
115-290 |
|
4.250 |
115-151 |
|
|
| Fisher Pivots for day following 26-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
116-235 |
116-249 |
| PP |
116-226 |
116-235 |
| S1 |
116-217 |
116-221 |
|