ECBOT 5 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 27-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2017 |
27-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
116-238 |
116-198 |
-0-040 |
-0.1% |
116-302 |
| High |
116-278 |
116-270 |
-0-007 |
0.0% |
116-315 |
| Low |
116-193 |
116-175 |
-0-018 |
0.0% |
116-175 |
| Close |
116-207 |
116-250 |
0-043 |
0.1% |
116-250 |
| Range |
0-085 |
0-095 |
0-010 |
11.8% |
0-140 |
| ATR |
0-060 |
0-062 |
0-003 |
4.2% |
0-000 |
| Volume |
19,985 |
16,323 |
-3,662 |
-18.3% |
37,853 |
|
| Daily Pivots for day following 27-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-197 |
117-158 |
116-302 |
|
| R3 |
117-102 |
117-063 |
116-276 |
|
| R2 |
117-007 |
117-007 |
116-267 |
|
| R1 |
116-288 |
116-288 |
116-259 |
116-308 |
| PP |
116-232 |
116-232 |
116-232 |
116-241 |
| S1 |
116-193 |
116-193 |
116-241 |
116-213 |
| S2 |
116-137 |
116-137 |
116-233 |
|
| S3 |
116-042 |
116-098 |
116-224 |
|
| S4 |
115-267 |
116-003 |
116-198 |
|
|
| 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 |
118-034 |
|
2.618 |
117-199 |
|
1.618 |
117-104 |
|
1.000 |
117-045 |
|
0.618 |
117-009 |
|
HIGH |
116-270 |
|
0.618 |
116-234 |
|
0.500 |
116-223 |
|
0.382 |
116-211 |
|
LOW |
116-175 |
|
0.618 |
116-116 |
|
1.000 |
116-080 |
|
1.618 |
116-021 |
|
2.618 |
115-246 |
|
4.250 |
115-091 |
|
|
| Fisher Pivots for day following 27-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
116-241 |
116-242 |
| PP |
116-232 |
116-234 |
| S1 |
116-223 |
116-226 |
|