ECBOT 5 Year T-Note Future September 2017
Trading Metrics calculated at close of trading on 27-Apr-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2017 |
27-Apr-2017 |
Change |
Change % |
Previous Week |
Open |
117-210 |
117-240 |
0-030 |
0.1% |
118-118 |
High |
117-253 |
117-287 |
0-035 |
0.1% |
118-127 |
Low |
117-175 |
117-225 |
0-050 |
0.1% |
117-302 |
Close |
117-240 |
117-265 |
0-025 |
0.1% |
118-035 |
Range |
0-078 |
0-062 |
-0-015 |
-19.4% |
0-145 |
ATR |
0-091 |
0-089 |
-0-002 |
-2.2% |
0-000 |
Volume |
1,258 |
1,891 |
633 |
50.3% |
6,268 |
|
Daily Pivots for day following 27-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-127 |
118-098 |
117-299 |
|
R3 |
118-064 |
118-036 |
117-282 |
|
R2 |
118-002 |
118-002 |
117-276 |
|
R1 |
117-293 |
117-293 |
117-271 |
117-307 |
PP |
117-259 |
117-259 |
117-259 |
117-266 |
S1 |
117-231 |
117-231 |
117-259 |
117-245 |
S2 |
117-197 |
117-197 |
117-254 |
|
S3 |
117-134 |
117-168 |
117-248 |
|
S4 |
117-072 |
117-106 |
117-231 |
|
|
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 |
118-233 |
2.618 |
118-131 |
1.618 |
118-069 |
1.000 |
118-030 |
0.618 |
118-006 |
HIGH |
117-287 |
0.618 |
117-264 |
0.500 |
117-256 |
0.382 |
117-249 |
LOW |
117-225 |
0.618 |
117-186 |
1.000 |
117-162 |
1.618 |
117-124 |
2.618 |
117-061 |
4.250 |
116-279 |
|
|
Fisher Pivots for day following 27-Apr-2017 |
Pivot |
1 day |
3 day |
R1 |
117-262 |
117-255 |
PP |
117-259 |
117-246 |
S1 |
117-256 |
117-236 |
|