ECBOT 5 Year T-Note Future September 2017
Trading Metrics calculated at close of trading on 17-Apr-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2017 |
17-Apr-2017 |
Change |
Change % |
Previous Week |
Open |
118-027 |
118-118 |
0-090 |
0.2% |
117-098 |
High |
118-042 |
118-118 |
0-075 |
0.2% |
118-042 |
Low |
117-278 |
117-302 |
0-025 |
0.1% |
117-053 |
Close |
118-020 |
117-315 |
-0-025 |
-0.1% |
118-020 |
Range |
0-085 |
0-135 |
0-050 |
58.8% |
0-310 |
ATR |
0-077 |
0-081 |
0-004 |
5.4% |
0-000 |
Volume |
196 |
619 |
423 |
215.8% |
1,747 |
|
Daily Pivots for day following 17-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-117 |
119-031 |
118-069 |
|
R3 |
118-302 |
118-216 |
118-032 |
|
R2 |
118-167 |
118-167 |
118-020 |
|
R1 |
118-081 |
118-081 |
118-007 |
118-056 |
PP |
118-032 |
118-032 |
118-032 |
118-019 |
S1 |
117-266 |
117-266 |
117-303 |
117-241 |
S2 |
117-217 |
117-217 |
117-290 |
|
S3 |
117-082 |
117-131 |
117-278 |
|
S4 |
116-267 |
116-316 |
117-241 |
|
|
Weekly Pivots for week ending 14-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-222 |
120-111 |
118-190 |
|
R3 |
119-232 |
119-121 |
118-105 |
|
R2 |
118-242 |
118-242 |
118-077 |
|
R1 |
118-131 |
118-131 |
118-048 |
118-186 |
PP |
117-252 |
117-252 |
117-252 |
117-279 |
S1 |
117-141 |
117-141 |
117-312 |
117-196 |
S2 |
116-262 |
116-262 |
117-283 |
|
S3 |
115-272 |
116-151 |
117-255 |
|
S4 |
114-282 |
115-161 |
117-170 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-051 |
2.618 |
119-151 |
1.618 |
119-016 |
1.000 |
118-253 |
0.618 |
118-201 |
HIGH |
118-118 |
0.618 |
118-066 |
0.500 |
118-050 |
0.382 |
118-034 |
LOW |
117-302 |
0.618 |
117-219 |
1.000 |
117-167 |
1.618 |
117-084 |
2.618 |
116-269 |
4.250 |
116-049 |
|
|
Fisher Pivots for day following 17-Apr-2017 |
Pivot |
1 day |
3 day |
R1 |
118-050 |
117-314 |
PP |
118-032 |
117-313 |
S1 |
118-013 |
117-312 |
|