ECBOT 5 Year T-Note Future September 2017
Trading Metrics calculated at close of trading on 27-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2017 |
27-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
117-027 |
117-055 |
0-028 |
0.1% |
116-230 |
High |
117-027 |
117-055 |
0-028 |
0.1% |
117-027 |
Low |
117-027 |
117-055 |
0-028 |
0.1% |
116-230 |
Close |
117-027 |
117-055 |
0-028 |
0.1% |
117-027 |
Range |
|
|
|
|
|
ATR |
0-050 |
0-048 |
-0-002 |
-3.2% |
0-000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-055 |
117-055 |
117-055 |
|
R3 |
117-055 |
117-055 |
117-055 |
|
R2 |
117-055 |
117-055 |
117-055 |
|
R1 |
117-055 |
117-055 |
117-055 |
117-055 |
PP |
117-055 |
117-055 |
117-055 |
117-055 |
S1 |
117-055 |
117-055 |
117-055 |
117-055 |
S2 |
117-055 |
117-055 |
117-055 |
|
S3 |
117-055 |
117-055 |
117-055 |
|
S4 |
117-055 |
117-055 |
117-055 |
|
|
Weekly Pivots for week ending 24-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-021 |
117-302 |
117-092 |
|
R3 |
117-223 |
117-184 |
117-060 |
|
R2 |
117-106 |
117-106 |
117-049 |
|
R1 |
117-067 |
117-067 |
117-038 |
117-086 |
PP |
116-308 |
116-308 |
116-308 |
116-318 |
S1 |
116-269 |
116-269 |
117-017 |
116-289 |
S2 |
116-191 |
116-191 |
117-006 |
|
S3 |
116-073 |
116-152 |
116-315 |
|
S4 |
115-276 |
116-034 |
116-283 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
117-055 |
2.618 |
117-055 |
1.618 |
117-055 |
1.000 |
117-055 |
0.618 |
117-055 |
HIGH |
117-055 |
0.618 |
117-055 |
0.500 |
117-055 |
0.382 |
117-055 |
LOW |
117-055 |
0.618 |
117-055 |
1.000 |
117-055 |
1.618 |
117-055 |
2.618 |
117-055 |
4.250 |
117-055 |
|
|
Fisher Pivots for day following 27-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
117-055 |
117-047 |
PP |
117-055 |
117-038 |
S1 |
117-055 |
117-030 |
|