ECBOT 5 Year T-Note Future December 2017
| Trading Metrics calculated at close of trading on 11-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2017 |
11-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
117-085 |
117-062 |
-0-022 |
-0.1% |
117-060 |
| High |
117-095 |
117-110 |
0-015 |
0.0% |
117-122 |
| Low |
117-078 |
117-053 |
-0-025 |
-0.1% |
117-033 |
| Close |
117-082 |
117-100 |
0-018 |
0.0% |
117-035 |
| Range |
0-018 |
0-058 |
0-040 |
228.5% |
0-090 |
| ATR |
0-049 |
0-049 |
0-001 |
1.3% |
0-000 |
| Volume |
301 |
1,022 |
721 |
239.5% |
3,846 |
|
| Daily Pivots for day following 11-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-260 |
117-238 |
117-132 |
|
| R3 |
117-203 |
117-180 |
117-116 |
|
| R2 |
117-145 |
117-145 |
117-111 |
|
| R1 |
117-123 |
117-123 |
117-105 |
117-134 |
| PP |
117-088 |
117-088 |
117-088 |
117-093 |
| S1 |
117-065 |
117-065 |
117-095 |
117-076 |
| S2 |
117-030 |
117-030 |
117-089 |
|
| S3 |
116-293 |
117-007 |
117-084 |
|
| S4 |
116-235 |
116-270 |
117-068 |
|
|
| Weekly Pivots for week ending 07-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-013 |
117-274 |
117-084 |
|
| R3 |
117-243 |
117-184 |
117-060 |
|
| R2 |
117-153 |
117-153 |
117-052 |
|
| R1 |
117-094 |
117-094 |
117-043 |
117-079 |
| PP |
117-063 |
117-063 |
117-063 |
117-056 |
| S1 |
117-004 |
117-004 |
117-027 |
116-309 |
| S2 |
116-293 |
116-293 |
117-019 |
|
| S3 |
116-203 |
116-234 |
117-010 |
|
| S4 |
116-113 |
116-144 |
116-306 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-034 |
|
2.618 |
117-261 |
|
1.618 |
117-203 |
|
1.000 |
117-168 |
|
0.618 |
117-146 |
|
HIGH |
117-110 |
|
0.618 |
117-088 |
|
0.500 |
117-081 |
|
0.382 |
117-074 |
|
LOW |
117-053 |
|
0.618 |
117-017 |
|
1.000 |
116-315 |
|
1.618 |
116-279 |
|
2.618 |
116-222 |
|
4.250 |
116-128 |
|
|
| Fisher Pivots for day following 11-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
117-094 |
117-091 |
| PP |
117-088 |
117-082 |
| S1 |
117-081 |
117-073 |
|