ECBOT 5 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 03-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2017 |
03-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
117-047 |
117-073 |
0-025 |
0.1% |
117-055 |
| High |
117-047 |
117-135 |
0-088 |
0.2% |
117-055 |
| Low |
116-310 |
117-073 |
0-082 |
0.2% |
116-295 |
| Close |
117-047 |
117-127 |
0-080 |
0.2% |
117-047 |
| Range |
0-057 |
0-062 |
0-005 |
8.7% |
0-080 |
| ATR |
0-051 |
0-054 |
0-003 |
5.1% |
0-000 |
| Volume |
0 |
5 |
5 |
|
52 |
|
| Daily Pivots for day following 03-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-299 |
117-276 |
117-162 |
|
| R3 |
117-237 |
117-213 |
117-145 |
|
| R2 |
117-174 |
117-174 |
117-139 |
|
| R1 |
117-151 |
117-151 |
117-133 |
117-162 |
| PP |
117-112 |
117-112 |
117-112 |
117-118 |
| S1 |
117-088 |
117-088 |
117-122 |
117-100 |
| S2 |
117-049 |
117-049 |
117-116 |
|
| S3 |
116-307 |
117-026 |
117-110 |
|
| S4 |
116-244 |
116-283 |
117-093 |
|
|
| Weekly Pivots for week ending 31-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-266 |
117-237 |
117-091 |
|
| R3 |
117-186 |
117-157 |
117-069 |
|
| R2 |
117-106 |
117-106 |
117-062 |
|
| R1 |
117-077 |
117-077 |
117-055 |
117-051 |
| PP |
117-026 |
117-026 |
117-026 |
117-013 |
| S1 |
116-317 |
116-317 |
117-040 |
116-291 |
| S2 |
116-266 |
116-266 |
117-033 |
|
| S3 |
116-186 |
116-237 |
117-025 |
|
| S4 |
116-106 |
116-157 |
117-003 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-081 |
|
2.618 |
117-299 |
|
1.618 |
117-236 |
|
1.000 |
117-198 |
|
0.618 |
117-174 |
|
HIGH |
117-135 |
|
0.618 |
117-111 |
|
0.500 |
117-104 |
|
0.382 |
117-096 |
|
LOW |
117-073 |
|
0.618 |
117-034 |
|
1.000 |
117-010 |
|
1.618 |
116-291 |
|
2.618 |
116-229 |
|
4.250 |
116-127 |
|
|
| Fisher Pivots for day following 03-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
117-120 |
117-103 |
| PP |
117-112 |
117-079 |
| S1 |
117-104 |
117-055 |
|