ECBOT 5 Year T-Note Future December 2017
Trading Metrics calculated at close of trading on 05-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2017 |
05-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
117-060 |
117-080 |
0-020 |
0.1% |
118-022 |
High |
117-078 |
117-122 |
0-045 |
0.1% |
118-022 |
Low |
117-060 |
117-070 |
0-010 |
0.0% |
117-162 |
Close |
117-073 |
117-080 |
0-007 |
0.0% |
117-167 |
Range |
0-018 |
0-052 |
0-035 |
199.8% |
0-180 |
ATR |
0-044 |
0-045 |
0-001 |
1.3% |
0-000 |
Volume |
2 |
2,896 |
2,894 |
144,700.0% |
295 |
|
Daily Pivots for day following 05-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-248 |
117-217 |
117-109 |
|
R3 |
117-196 |
117-164 |
117-094 |
|
R2 |
117-143 |
117-143 |
117-090 |
|
R1 |
117-112 |
117-112 |
117-085 |
117-106 |
PP |
117-091 |
117-091 |
117-091 |
117-088 |
S1 |
117-059 |
117-059 |
117-075 |
117-054 |
S2 |
117-038 |
117-038 |
117-070 |
|
S3 |
116-306 |
117-007 |
117-066 |
|
S4 |
116-253 |
116-274 |
117-051 |
|
|
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 |
118-026 |
2.618 |
117-260 |
1.618 |
117-207 |
1.000 |
117-175 |
0.618 |
117-155 |
HIGH |
117-122 |
0.618 |
117-102 |
0.500 |
117-096 |
0.382 |
117-090 |
LOW |
117-070 |
0.618 |
117-038 |
1.000 |
117-018 |
1.618 |
116-305 |
2.618 |
116-253 |
4.250 |
116-167 |
|
|
Fisher Pivots for day following 05-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
117-096 |
117-114 |
PP |
117-091 |
117-102 |
S1 |
117-085 |
117-091 |
|