ECBOT 5 Year T-Note Future September 2017
Trading Metrics calculated at close of trading on 03-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2017 |
03-May-2017 |
Change |
Change % |
Previous Week |
Open |
117-213 |
117-267 |
0-055 |
0.1% |
117-210 |
High |
117-293 |
117-287 |
-0-005 |
0.0% |
117-302 |
Low |
117-202 |
117-207 |
0-005 |
0.0% |
117-167 |
Close |
117-280 |
117-227 |
-0-053 |
-0.1% |
117-267 |
Range |
0-090 |
0-080 |
-0-010 |
-11.1% |
0-135 |
ATR |
0-088 |
0-088 |
-0-001 |
-0.7% |
0-000 |
Volume |
1,120 |
8,540 |
7,420 |
662.5% |
6,220 |
|
Daily Pivots for day following 03-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-161 |
118-114 |
117-271 |
|
R3 |
118-081 |
118-034 |
117-249 |
|
R2 |
118-001 |
118-001 |
117-242 |
|
R1 |
117-274 |
117-274 |
117-235 |
117-257 |
PP |
117-241 |
117-241 |
117-241 |
117-232 |
S1 |
117-194 |
117-194 |
117-220 |
117-177 |
S2 |
117-161 |
117-161 |
117-213 |
|
S3 |
117-081 |
117-114 |
117-205 |
|
S4 |
117-001 |
117-034 |
117-183 |
|
|
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 |
118-307 |
2.618 |
118-177 |
1.618 |
118-097 |
1.000 |
118-047 |
0.618 |
118-017 |
HIGH |
117-287 |
0.618 |
117-257 |
0.500 |
117-247 |
0.382 |
117-238 |
LOW |
117-207 |
0.618 |
117-158 |
1.000 |
117-127 |
1.618 |
117-078 |
2.618 |
116-318 |
4.250 |
116-187 |
|
|
Fisher Pivots for day following 03-May-2017 |
Pivot |
1 day |
3 day |
R1 |
117-247 |
117-246 |
PP |
117-241 |
117-240 |
S1 |
117-234 |
117-234 |
|