ECBOT 5 Year T-Note Future September 2017
Trading Metrics calculated at close of trading on 15-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2017 |
15-May-2017 |
Change |
Change % |
Previous Week |
Open |
117-153 |
117-253 |
0-100 |
0.3% |
117-178 |
High |
117-253 |
117-260 |
0-007 |
0.0% |
117-253 |
Low |
117-153 |
117-215 |
0-062 |
0.2% |
117-067 |
Close |
117-235 |
117-230 |
-0-005 |
0.0% |
117-235 |
Range |
0-100 |
0-045 |
-0-055 |
-55.0% |
0-185 |
ATR |
0-087 |
0-084 |
-0-003 |
-3.4% |
0-000 |
Volume |
20,110 |
21,795 |
1,685 |
8.4% |
69,881 |
|
Daily Pivots for day following 15-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-050 |
118-025 |
117-255 |
|
R3 |
118-005 |
117-300 |
117-242 |
|
R2 |
117-280 |
117-280 |
117-238 |
|
R1 |
117-255 |
117-255 |
117-234 |
117-245 |
PP |
117-235 |
117-235 |
117-235 |
117-230 |
S1 |
117-210 |
117-210 |
117-226 |
117-200 |
S2 |
117-190 |
117-190 |
117-222 |
|
S3 |
117-145 |
117-165 |
117-218 |
|
S4 |
117-100 |
117-120 |
117-205 |
|
|
Weekly Pivots for week ending 12-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-100 |
119-033 |
118-017 |
|
R3 |
118-235 |
118-168 |
117-286 |
|
R2 |
118-050 |
118-050 |
117-269 |
|
R1 |
117-303 |
117-303 |
117-252 |
118-016 |
PP |
117-185 |
117-185 |
117-185 |
117-202 |
S1 |
117-117 |
117-117 |
117-218 |
117-151 |
S2 |
117-000 |
117-000 |
117-201 |
|
S3 |
116-135 |
116-252 |
117-184 |
|
S4 |
115-270 |
116-067 |
117-133 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
118-131 |
2.618 |
118-058 |
1.618 |
118-013 |
1.000 |
117-305 |
0.618 |
117-288 |
HIGH |
117-260 |
0.618 |
117-243 |
0.500 |
117-238 |
0.382 |
117-232 |
LOW |
117-215 |
0.618 |
117-187 |
1.000 |
117-170 |
1.618 |
117-142 |
2.618 |
117-097 |
4.250 |
117-024 |
|
|
Fisher Pivots for day following 15-May-2017 |
Pivot |
1 day |
3 day |
R1 |
117-238 |
117-208 |
PP |
117-235 |
117-186 |
S1 |
117-233 |
117-164 |
|