ECBOT 5 Year T-Note Future December 2017
| Trading Metrics calculated at close of trading on 03-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2017 |
03-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
117-167 |
117-060 |
-0-107 |
-0.3% |
118-022 |
| High |
117-167 |
117-078 |
-0-090 |
-0.2% |
118-022 |
| Low |
117-162 |
117-060 |
-0-102 |
-0.3% |
117-162 |
| Close |
117-167 |
117-073 |
-0-095 |
-0.3% |
117-167 |
| Range |
0-005 |
0-018 |
0-013 |
250.6% |
0-180 |
| ATR |
0-039 |
0-044 |
0-005 |
12.4% |
0-000 |
| Volume |
0 |
2 |
2 |
|
295 |
|
| Daily Pivots for day following 03-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-123 |
117-115 |
117-082 |
|
| R3 |
117-105 |
117-098 |
117-077 |
|
| R2 |
117-088 |
117-088 |
117-076 |
|
| R1 |
117-080 |
117-080 |
117-074 |
117-084 |
| PP |
117-070 |
117-070 |
117-070 |
117-072 |
| S1 |
117-063 |
117-063 |
117-071 |
117-066 |
| S2 |
117-053 |
117-053 |
117-069 |
|
| S3 |
117-035 |
117-045 |
117-068 |
|
| S4 |
117-017 |
117-027 |
117-063 |
|
|
| Weekly Pivots for week ending 30-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-124 |
119-006 |
117-266 |
|
| R3 |
118-264 |
118-146 |
117-217 |
|
| R2 |
118-084 |
118-084 |
117-200 |
|
| R1 |
117-286 |
117-286 |
117-184 |
117-255 |
| PP |
117-224 |
117-224 |
117-224 |
117-209 |
| S1 |
117-106 |
117-106 |
117-151 |
117-075 |
| S2 |
117-044 |
117-044 |
117-134 |
|
| S3 |
116-184 |
116-246 |
117-118 |
|
| S4 |
116-004 |
116-066 |
117-068 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-152 |
|
2.618 |
117-123 |
|
1.618 |
117-106 |
|
1.000 |
117-095 |
|
0.618 |
117-088 |
|
HIGH |
117-078 |
|
0.618 |
117-071 |
|
0.500 |
117-069 |
|
0.382 |
117-067 |
|
LOW |
117-060 |
|
0.618 |
117-049 |
|
1.000 |
117-042 |
|
1.618 |
117-032 |
|
2.618 |
117-014 |
|
4.250 |
116-306 |
|
|
| Fisher Pivots for day following 03-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
117-071 |
117-141 |
| PP |
117-070 |
117-118 |
| S1 |
117-069 |
117-095 |
|