ECBOT 5 Year T-Note Future September 2017
Trading Metrics calculated at close of trading on 17-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2017 |
17-May-2017 |
Change |
Change % |
Previous Week |
Open |
117-227 |
117-250 |
0-023 |
0.1% |
117-178 |
High |
117-280 |
118-095 |
0-135 |
0.4% |
117-253 |
Low |
117-205 |
117-245 |
0-040 |
0.1% |
117-067 |
Close |
117-245 |
118-087 |
0-162 |
0.4% |
117-235 |
Range |
0-075 |
0-170 |
0-095 |
126.7% |
0-185 |
ATR |
0-083 |
0-090 |
0-006 |
7.4% |
0-000 |
Volume |
51,893 |
80,575 |
28,682 |
55.3% |
69,881 |
|
Daily Pivots for day following 17-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-226 |
119-167 |
118-181 |
|
R3 |
119-056 |
118-317 |
118-134 |
|
R2 |
118-206 |
118-206 |
118-119 |
|
R1 |
118-147 |
118-147 |
118-103 |
118-176 |
PP |
118-036 |
118-036 |
118-036 |
118-051 |
S1 |
117-297 |
117-297 |
118-072 |
118-006 |
S2 |
117-186 |
117-186 |
118-056 |
|
S3 |
117-016 |
117-127 |
118-041 |
|
S4 |
116-166 |
116-277 |
117-314 |
|
|
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 |
120-178 |
2.618 |
119-220 |
1.618 |
119-050 |
1.000 |
118-265 |
0.618 |
118-200 |
HIGH |
118-095 |
0.618 |
118-030 |
0.500 |
118-010 |
0.382 |
117-310 |
LOW |
117-245 |
0.618 |
117-140 |
1.000 |
117-075 |
1.618 |
116-290 |
2.618 |
116-120 |
4.250 |
115-162 |
|
|
Fisher Pivots for day following 17-May-2017 |
Pivot |
1 day |
3 day |
R1 |
118-062 |
118-055 |
PP |
118-036 |
118-022 |
S1 |
118-010 |
117-310 |
|