ECBOT 5 Year T-Note Future September 2017
Trading Metrics calculated at close of trading on 01-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2017 |
01-May-2017 |
Change |
Change % |
Previous Week |
Open |
117-193 |
117-265 |
0-072 |
0.2% |
117-210 |
High |
117-280 |
117-278 |
-0-002 |
0.0% |
117-302 |
Low |
117-193 |
117-200 |
0-007 |
0.0% |
117-167 |
Close |
117-267 |
117-220 |
-0-047 |
-0.1% |
117-267 |
Range |
0-087 |
0-078 |
-0-010 |
-11.4% |
0-135 |
ATR |
0-089 |
0-088 |
-0-001 |
-0.9% |
0-000 |
Volume |
822 |
458 |
-364 |
-44.3% |
6,220 |
|
Daily Pivots for day following 01-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-145 |
118-100 |
117-263 |
|
R3 |
118-068 |
118-023 |
117-241 |
|
R2 |
117-310 |
117-310 |
117-234 |
|
R1 |
117-265 |
117-265 |
117-227 |
117-249 |
PP |
117-233 |
117-233 |
117-233 |
117-224 |
S1 |
117-187 |
117-187 |
117-213 |
117-171 |
S2 |
117-155 |
117-155 |
117-206 |
|
S3 |
117-077 |
117-110 |
117-199 |
|
S4 |
117-000 |
117-032 |
117-177 |
|
|
Weekly Pivots for week ending 28-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-011 |
118-274 |
118-022 |
|
R3 |
118-196 |
118-139 |
117-305 |
|
R2 |
118-061 |
118-061 |
117-292 |
|
R1 |
118-004 |
118-004 |
117-280 |
118-032 |
PP |
117-246 |
117-246 |
117-246 |
117-260 |
S1 |
117-189 |
117-189 |
117-255 |
117-217 |
S2 |
117-111 |
117-111 |
117-243 |
|
S3 |
116-296 |
117-054 |
117-230 |
|
S4 |
116-161 |
116-239 |
117-193 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
118-287 |
2.618 |
118-160 |
1.618 |
118-083 |
1.000 |
118-035 |
0.618 |
118-005 |
HIGH |
117-278 |
0.618 |
117-248 |
0.500 |
117-239 |
0.382 |
117-230 |
LOW |
117-200 |
0.618 |
117-152 |
1.000 |
117-122 |
1.618 |
117-075 |
2.618 |
116-317 |
4.250 |
116-191 |
|
|
Fisher Pivots for day following 01-May-2017 |
Pivot |
1 day |
3 day |
R1 |
117-239 |
117-240 |
PP |
117-233 |
117-233 |
S1 |
117-226 |
117-227 |
|