ECBOT 5 Year T-Note Future September 2017
Trading Metrics calculated at close of trading on 24-Apr-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2017 |
24-Apr-2017 |
Change |
Change % |
Previous Week |
Open |
118-053 |
117-210 |
-0-162 |
-0.4% |
118-118 |
High |
118-073 |
117-302 |
-0-090 |
-0.2% |
118-127 |
Low |
118-005 |
117-167 |
-0-158 |
-0.4% |
117-302 |
Close |
118-035 |
117-290 |
-0-065 |
-0.2% |
118-035 |
Range |
0-068 |
0-135 |
0-067 |
100.0% |
0-145 |
ATR |
0-084 |
0-091 |
0-007 |
8.9% |
0-000 |
Volume |
1,833 |
1,607 |
-226 |
-12.3% |
6,268 |
|
Daily Pivots for day following 24-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-018 |
118-289 |
118-044 |
|
R3 |
118-203 |
118-154 |
118-007 |
|
R2 |
118-068 |
118-068 |
117-315 |
|
R1 |
118-019 |
118-019 |
117-302 |
118-044 |
PP |
117-253 |
117-253 |
117-253 |
117-266 |
S1 |
117-204 |
117-204 |
117-278 |
117-229 |
S2 |
117-118 |
117-118 |
117-265 |
|
S3 |
116-303 |
117-069 |
117-253 |
|
S4 |
116-168 |
116-254 |
117-216 |
|
|
Weekly Pivots for week ending 21-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-163 |
119-084 |
118-115 |
|
R3 |
119-018 |
118-259 |
118-075 |
|
R2 |
118-193 |
118-193 |
118-062 |
|
R1 |
118-114 |
118-114 |
118-048 |
118-081 |
PP |
118-048 |
118-048 |
118-048 |
118-032 |
S1 |
117-289 |
117-289 |
118-022 |
117-256 |
S2 |
117-223 |
117-223 |
118-008 |
|
S3 |
117-078 |
117-144 |
117-315 |
|
S4 |
116-253 |
116-319 |
117-275 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
119-236 |
2.618 |
119-016 |
1.618 |
118-201 |
1.000 |
118-118 |
0.618 |
118-066 |
HIGH |
117-302 |
0.618 |
117-251 |
0.500 |
117-235 |
0.382 |
117-219 |
LOW |
117-167 |
0.618 |
117-084 |
1.000 |
117-032 |
1.618 |
116-269 |
2.618 |
116-134 |
4.250 |
115-234 |
|
|
Fisher Pivots for day following 24-Apr-2017 |
Pivot |
1 day |
3 day |
R1 |
117-272 |
117-289 |
PP |
117-253 |
117-287 |
S1 |
117-235 |
117-286 |
|