ECBOT 5 Year T-Note Future September 2017
Trading Metrics calculated at close of trading on 15-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2017 |
15-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
116-013 |
116-138 |
0-125 |
0.3% |
116-250 |
High |
116-013 |
116-185 |
0-172 |
0.5% |
116-250 |
Low |
116-013 |
116-135 |
0-122 |
0.3% |
116-053 |
Close |
116-013 |
116-185 |
0-172 |
0.5% |
116-085 |
Range |
0-000 |
0-050 |
0-050 |
|
0-198 |
ATR |
|
|
|
|
|
Volume |
0 |
2 |
2 |
|
0 |
|
Daily Pivots for day following 15-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116-318 |
116-302 |
116-212 |
|
R3 |
116-268 |
116-252 |
116-199 |
|
R2 |
116-218 |
116-218 |
116-194 |
|
R1 |
116-202 |
116-202 |
116-190 |
116-210 |
PP |
116-168 |
116-168 |
116-168 |
116-172 |
S1 |
116-152 |
116-152 |
116-180 |
116-160 |
S2 |
116-118 |
116-118 |
116-176 |
|
S3 |
116-068 |
116-102 |
116-171 |
|
S4 |
116-018 |
116-052 |
116-158 |
|
|
Weekly Pivots for week ending 10-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-082 |
117-281 |
116-194 |
|
R3 |
117-204 |
117-083 |
116-139 |
|
R2 |
117-007 |
117-007 |
116-121 |
|
R1 |
116-206 |
116-206 |
116-103 |
116-168 |
PP |
116-129 |
116-129 |
116-129 |
116-110 |
S1 |
116-008 |
116-008 |
116-067 |
115-290 |
S2 |
115-252 |
115-252 |
116-049 |
|
S3 |
115-054 |
115-131 |
116-031 |
|
S4 |
114-177 |
114-253 |
115-296 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
117-077 |
2.618 |
116-316 |
1.618 |
116-266 |
1.000 |
116-235 |
0.618 |
116-216 |
HIGH |
116-185 |
0.618 |
116-166 |
0.500 |
116-160 |
0.382 |
116-154 |
LOW |
116-135 |
0.618 |
116-104 |
1.000 |
116-085 |
1.618 |
116-054 |
2.618 |
116-004 |
4.250 |
115-243 |
|
|
Fisher Pivots for day following 15-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
116-177 |
116-155 |
PP |
116-168 |
116-124 |
S1 |
116-160 |
116-094 |
|