ECBOT 5 Year T-Note Future September 2017
Trading Metrics calculated at close of trading on 18-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2017 |
18-May-2017 |
Change |
Change % |
Previous Week |
Open |
117-250 |
118-087 |
0-157 |
0.4% |
117-178 |
High |
118-095 |
118-145 |
0-050 |
0.1% |
117-253 |
Low |
117-245 |
118-033 |
0-108 |
0.3% |
117-067 |
Close |
118-087 |
118-053 |
-0-035 |
-0.1% |
117-235 |
Range |
0-170 |
0-112 |
-0-058 |
-33.8% |
0-185 |
ATR |
0-090 |
0-091 |
0-002 |
1.8% |
0-000 |
Volume |
80,575 |
98,973 |
18,398 |
22.8% |
69,881 |
|
Daily Pivots for day following 18-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-094 |
119-026 |
118-114 |
|
R3 |
118-302 |
118-233 |
118-083 |
|
R2 |
118-189 |
118-189 |
118-073 |
|
R1 |
118-121 |
118-121 |
118-063 |
118-099 |
PP |
118-077 |
118-077 |
118-077 |
118-066 |
S1 |
118-008 |
118-008 |
118-042 |
117-306 |
S2 |
117-284 |
117-284 |
118-032 |
|
S3 |
117-172 |
117-216 |
118-022 |
|
S4 |
117-059 |
117-103 |
117-311 |
|
|
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 |
119-303 |
2.618 |
119-119 |
1.618 |
119-007 |
1.000 |
118-257 |
0.618 |
118-215 |
HIGH |
118-145 |
0.618 |
118-102 |
0.500 |
118-089 |
0.382 |
118-075 |
LOW |
118-033 |
0.618 |
117-283 |
1.000 |
117-240 |
1.618 |
117-171 |
2.618 |
117-058 |
4.250 |
116-194 |
|
|
Fisher Pivots for day following 18-May-2017 |
Pivot |
1 day |
3 day |
R1 |
118-089 |
118-040 |
PP |
118-077 |
118-027 |
S1 |
118-065 |
118-015 |
|