ECBOT 5 Year T-Note Future September 2017
Trading Metrics calculated at close of trading on 20-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2017 |
20-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
116-180 |
116-230 |
0-050 |
0.1% |
116-002 |
High |
116-180 |
116-230 |
0-050 |
0.1% |
116-185 |
Low |
116-180 |
116-230 |
0-050 |
0.1% |
116-002 |
Close |
116-180 |
116-230 |
0-050 |
0.1% |
116-180 |
Range |
|
|
|
|
|
ATR |
0-056 |
0-056 |
0-000 |
-0.8% |
0-000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116-230 |
116-230 |
116-230 |
|
R3 |
116-230 |
116-230 |
116-230 |
|
R2 |
116-230 |
116-230 |
116-230 |
|
R1 |
116-230 |
116-230 |
116-230 |
116-230 |
PP |
116-230 |
116-230 |
116-230 |
116-230 |
S1 |
116-230 |
116-230 |
116-230 |
116-230 |
S2 |
116-230 |
116-230 |
116-230 |
|
S3 |
116-230 |
116-230 |
116-230 |
|
S4 |
116-230 |
116-230 |
116-230 |
|
|
Weekly Pivots for week ending 17-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-030 |
117-287 |
116-280 |
|
R3 |
117-167 |
117-105 |
116-230 |
|
R2 |
116-305 |
116-305 |
116-213 |
|
R1 |
116-242 |
116-242 |
116-197 |
116-274 |
PP |
116-122 |
116-122 |
116-122 |
116-138 |
S1 |
116-060 |
116-060 |
116-163 |
116-091 |
S2 |
115-260 |
115-260 |
116-147 |
|
S3 |
115-078 |
115-198 |
116-130 |
|
S4 |
114-215 |
115-015 |
116-080 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
116-230 |
2.618 |
116-230 |
1.618 |
116-230 |
1.000 |
116-230 |
0.618 |
116-230 |
HIGH |
116-230 |
0.618 |
116-230 |
0.500 |
116-230 |
0.382 |
116-230 |
LOW |
116-230 |
0.618 |
116-230 |
1.000 |
116-230 |
1.618 |
116-230 |
2.618 |
116-230 |
4.250 |
116-230 |
|
|
Fisher Pivots for day following 20-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
116-230 |
116-218 |
PP |
116-230 |
116-207 |
S1 |
116-230 |
116-195 |
|