ECBOT 5 Year T-Note Future December 2017
Trading Metrics calculated at close of trading on 14-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2017 |
14-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
117-185 |
117-202 |
0-018 |
0.0% |
117-085 |
High |
117-187 |
117-265 |
0-078 |
0.2% |
117-265 |
Low |
117-122 |
117-147 |
0-025 |
0.1% |
117-053 |
Close |
117-150 |
117-200 |
0-050 |
0.1% |
117-200 |
Range |
0-065 |
0-118 |
0-053 |
80.8% |
0-212 |
ATR |
0-055 |
0-059 |
0-004 |
8.2% |
0-000 |
Volume |
695 |
284 |
-411 |
-59.1% |
3,340 |
|
Daily Pivots for day following 14-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-237 |
118-176 |
117-265 |
|
R3 |
118-119 |
118-058 |
117-232 |
|
R2 |
118-002 |
118-002 |
117-222 |
|
R1 |
117-261 |
117-261 |
117-211 |
117-232 |
PP |
117-204 |
117-204 |
117-204 |
117-190 |
S1 |
117-143 |
117-143 |
117-189 |
117-115 |
S2 |
117-087 |
117-087 |
117-178 |
|
S3 |
116-289 |
117-026 |
117-168 |
|
S4 |
116-172 |
116-228 |
117-135 |
|
|
Weekly Pivots for week ending 14-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-170 |
119-077 |
117-317 |
|
R3 |
118-277 |
118-185 |
117-258 |
|
R2 |
118-065 |
118-065 |
117-239 |
|
R1 |
117-292 |
117-292 |
117-219 |
118-019 |
PP |
117-173 |
117-173 |
117-173 |
117-196 |
S1 |
117-080 |
117-080 |
117-181 |
117-126 |
S2 |
116-280 |
116-280 |
117-161 |
|
S3 |
116-068 |
116-188 |
117-142 |
|
S4 |
115-175 |
115-295 |
117-083 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
119-124 |
2.618 |
118-253 |
1.618 |
118-135 |
1.000 |
118-062 |
0.618 |
118-018 |
HIGH |
117-265 |
0.618 |
117-220 |
0.500 |
117-206 |
0.382 |
117-192 |
LOW |
117-147 |
0.618 |
117-075 |
1.000 |
117-030 |
1.618 |
116-277 |
2.618 |
116-160 |
4.250 |
115-288 |
|
|
Fisher Pivots for day following 14-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
117-206 |
117-197 |
PP |
117-204 |
117-193 |
S1 |
117-202 |
117-190 |
|