ECBOT 5 Year T-Note Future December 2017
| Trading Metrics calculated at close of trading on 12-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2017 |
12-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
117-062 |
117-133 |
0-070 |
0.2% |
117-060 |
| High |
117-110 |
117-218 |
0-107 |
0.3% |
117-122 |
| Low |
117-053 |
117-115 |
0-062 |
0.2% |
117-033 |
| Close |
117-100 |
117-165 |
0-065 |
0.2% |
117-035 |
| Range |
0-058 |
0-102 |
0-045 |
78.2% |
0-090 |
| ATR |
0-049 |
0-054 |
0-005 |
9.9% |
0-000 |
| Volume |
1,022 |
1,038 |
16 |
1.6% |
3,846 |
|
| Daily Pivots for day following 12-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-153 |
118-102 |
117-221 |
|
| R3 |
118-051 |
117-319 |
117-193 |
|
| R2 |
117-268 |
117-268 |
117-184 |
|
| R1 |
117-217 |
117-217 |
117-174 |
117-242 |
| PP |
117-166 |
117-166 |
117-166 |
117-179 |
| S1 |
117-114 |
117-114 |
117-156 |
117-140 |
| S2 |
117-063 |
117-063 |
117-146 |
|
| S3 |
116-281 |
117-012 |
117-137 |
|
| S4 |
116-178 |
116-229 |
117-109 |
|
|
| 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 |
119-013 |
|
2.618 |
118-166 |
|
1.618 |
118-063 |
|
1.000 |
118-000 |
|
0.618 |
117-281 |
|
HIGH |
117-218 |
|
0.618 |
117-178 |
|
0.500 |
117-166 |
|
0.382 |
117-154 |
|
LOW |
117-115 |
|
0.618 |
117-052 |
|
1.000 |
117-013 |
|
1.618 |
116-269 |
|
2.618 |
116-167 |
|
4.250 |
115-319 |
|
|
| Fisher Pivots for day following 12-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
117-166 |
117-155 |
| PP |
117-166 |
117-145 |
| S1 |
117-165 |
117-135 |
|