ECBOT 5 Year T-Note Future September 2017
Trading Metrics calculated at close of trading on 12-Apr-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2017 |
12-Apr-2017 |
Change |
Change % |
Previous Week |
Open |
117-160 |
117-220 |
0-060 |
0.2% |
117-073 |
High |
117-225 |
117-318 |
0-093 |
0.2% |
117-240 |
Low |
117-140 |
117-187 |
0-047 |
0.1% |
117-067 |
Close |
117-207 |
117-220 |
0-013 |
0.0% |
117-070 |
Range |
0-085 |
0-130 |
0-045 |
53.0% |
0-173 |
ATR |
0-067 |
0-072 |
0-004 |
6.6% |
0-000 |
Volume |
514 |
1,037 |
523 |
101.8% |
59 |
|
Daily Pivots for day following 12-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-312 |
118-236 |
117-292 |
|
R3 |
118-182 |
118-106 |
117-256 |
|
R2 |
118-052 |
118-052 |
117-244 |
|
R1 |
117-296 |
117-296 |
117-232 |
117-285 |
PP |
117-242 |
117-242 |
117-242 |
117-236 |
S1 |
117-166 |
117-166 |
117-208 |
117-155 |
S2 |
117-112 |
117-112 |
117-196 |
|
S3 |
116-302 |
117-036 |
117-184 |
|
S4 |
116-172 |
116-226 |
117-148 |
|
|
Weekly Pivots for week ending 07-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-003 |
118-209 |
117-165 |
|
R3 |
118-151 |
118-037 |
117-117 |
|
R2 |
117-298 |
117-298 |
117-102 |
|
R1 |
117-184 |
117-184 |
117-086 |
117-155 |
PP |
117-126 |
117-126 |
117-126 |
117-111 |
S1 |
117-012 |
117-012 |
117-054 |
116-302 |
S2 |
116-273 |
116-273 |
117-038 |
|
S3 |
116-101 |
116-159 |
117-023 |
|
S4 |
115-248 |
115-307 |
116-295 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
119-230 |
2.618 |
119-018 |
1.618 |
118-208 |
1.000 |
118-128 |
0.618 |
118-078 |
HIGH |
117-318 |
0.618 |
117-268 |
0.500 |
117-252 |
0.382 |
117-237 |
LOW |
117-187 |
0.618 |
117-107 |
1.000 |
117-057 |
1.618 |
116-297 |
2.618 |
116-167 |
4.250 |
115-275 |
|
|
Fisher Pivots for day following 12-Apr-2017 |
Pivot |
1 day |
3 day |
R1 |
117-252 |
117-208 |
PP |
117-242 |
117-197 |
S1 |
117-231 |
117-185 |
|