ECBOT 5 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 20-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2017 |
20-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
118-082 |
118-010 |
-0-072 |
-0.2% |
117-098 |
| High |
118-115 |
118-085 |
-0-030 |
-0.1% |
118-042 |
| Low |
118-042 |
117-315 |
-0-047 |
-0.1% |
117-053 |
| Close |
118-082 |
118-010 |
-0-072 |
-0.2% |
118-020 |
| Range |
0-073 |
0-090 |
0-017 |
24.1% |
0-310 |
| ATR |
0-084 |
0-085 |
0-000 |
0.5% |
0-000 |
| Volume |
1,993 |
469 |
-1,524 |
-76.5% |
1,747 |
|
| Daily Pivots for day following 20-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-300 |
118-245 |
118-060 |
|
| R3 |
118-210 |
118-155 |
118-035 |
|
| R2 |
118-120 |
118-120 |
118-027 |
|
| R1 |
118-065 |
118-065 |
118-018 |
118-055 |
| PP |
118-030 |
118-030 |
118-030 |
118-025 |
| S1 |
117-295 |
117-295 |
118-002 |
117-285 |
| S2 |
117-260 |
117-260 |
117-314 |
|
| S3 |
117-170 |
117-205 |
117-305 |
|
| S4 |
117-080 |
117-115 |
117-281 |
|
|
| 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 |
119-147 |
|
2.618 |
119-001 |
|
1.618 |
118-231 |
|
1.000 |
118-175 |
|
0.618 |
118-141 |
|
HIGH |
118-085 |
|
0.618 |
118-051 |
|
0.500 |
118-040 |
|
0.382 |
118-029 |
|
LOW |
117-315 |
|
0.618 |
117-259 |
|
1.000 |
117-225 |
|
1.618 |
117-169 |
|
2.618 |
117-079 |
|
4.250 |
116-253 |
|
|
| Fisher Pivots for day following 20-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-040 |
118-057 |
| PP |
118-030 |
118-042 |
| S1 |
118-020 |
118-026 |
|