ECBOT 5 Year T-Note Future December 2017
Trading Metrics calculated at close of trading on 06-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2017 |
06-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
117-080 |
117-058 |
-0-022 |
-0.1% |
118-022 |
High |
117-122 |
117-107 |
-0-015 |
0.0% |
118-022 |
Low |
117-070 |
117-033 |
-0-038 |
-0.1% |
117-162 |
Close |
117-080 |
117-058 |
-0-022 |
-0.1% |
117-167 |
Range |
0-052 |
0-075 |
0-022 |
42.9% |
0-180 |
ATR |
0-045 |
0-047 |
0-002 |
4.8% |
0-000 |
Volume |
2,896 |
557 |
-2,339 |
-80.8% |
295 |
|
Daily Pivots for day following 06-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-291 |
117-249 |
117-099 |
|
R3 |
117-216 |
117-174 |
117-078 |
|
R2 |
117-141 |
117-141 |
117-071 |
|
R1 |
117-099 |
117-099 |
117-064 |
117-095 |
PP |
117-066 |
117-066 |
117-066 |
117-064 |
S1 |
117-024 |
117-024 |
117-051 |
117-020 |
S2 |
116-311 |
116-311 |
117-044 |
|
S3 |
116-236 |
116-269 |
117-037 |
|
S4 |
116-161 |
116-194 |
117-016 |
|
|
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 |
118-106 |
2.618 |
117-304 |
1.618 |
117-229 |
1.000 |
117-182 |
0.618 |
117-154 |
HIGH |
117-107 |
0.618 |
117-079 |
0.500 |
117-070 |
0.382 |
117-061 |
LOW |
117-033 |
0.618 |
116-306 |
1.000 |
116-278 |
1.618 |
116-231 |
2.618 |
116-156 |
4.250 |
116-034 |
|
|
Fisher Pivots for day following 06-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
117-070 |
117-078 |
PP |
117-066 |
117-071 |
S1 |
117-062 |
117-064 |
|