ECBOT 5 Year T-Note Future September 2017
Trading Metrics calculated at close of trading on 18-Apr-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2017 |
18-Apr-2017 |
Change |
Change % |
Previous Week |
Open |
118-118 |
118-110 |
-0-007 |
0.0% |
117-098 |
High |
118-118 |
118-127 |
0-010 |
0.0% |
118-042 |
Low |
117-302 |
117-307 |
0-005 |
0.0% |
117-053 |
Close |
117-315 |
118-110 |
0-115 |
0.3% |
118-020 |
Range |
0-135 |
0-140 |
0-005 |
3.7% |
0-310 |
ATR |
0-081 |
0-085 |
0-004 |
5.2% |
0-000 |
Volume |
619 |
1,354 |
735 |
118.7% |
1,747 |
|
Daily Pivots for day following 18-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-175 |
119-123 |
118-187 |
|
R3 |
119-035 |
118-303 |
118-149 |
|
R2 |
118-215 |
118-215 |
118-136 |
|
R1 |
118-163 |
118-163 |
118-123 |
118-180 |
PP |
118-075 |
118-075 |
118-075 |
118-084 |
S1 |
118-023 |
118-023 |
118-097 |
118-040 |
S2 |
117-255 |
117-255 |
118-084 |
|
S3 |
117-115 |
117-203 |
118-072 |
|
S4 |
116-295 |
117-063 |
118-033 |
|
|
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 |
120-082 |
2.618 |
119-174 |
1.618 |
119-034 |
1.000 |
118-267 |
0.618 |
118-214 |
HIGH |
118-127 |
0.618 |
118-074 |
0.500 |
118-057 |
0.382 |
118-041 |
LOW |
117-307 |
0.618 |
117-221 |
1.000 |
117-167 |
1.618 |
117-081 |
2.618 |
116-261 |
4.250 |
116-032 |
|
|
Fisher Pivots for day following 18-Apr-2017 |
Pivot |
1 day |
3 day |
R1 |
118-093 |
118-088 |
PP |
118-075 |
118-065 |
S1 |
118-057 |
118-042 |
|