ECBOT 5 Year T-Note Future December 2017
Trading Metrics calculated at close of trading on 20-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2017 |
20-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
117-250 |
117-262 |
0-012 |
0.0% |
117-085 |
High |
117-265 |
117-290 |
0-025 |
0.1% |
117-265 |
Low |
117-240 |
117-245 |
0-005 |
0.0% |
117-053 |
Close |
117-255 |
117-258 |
0-002 |
0.0% |
117-200 |
Range |
0-025 |
0-045 |
0-020 |
80.2% |
0-212 |
ATR |
0-056 |
0-055 |
-0-001 |
-1.4% |
0-000 |
Volume |
256 |
429 |
173 |
67.6% |
3,340 |
|
Daily Pivots for day following 20-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-079 |
118-053 |
117-282 |
|
R3 |
118-034 |
118-008 |
117-270 |
|
R2 |
117-309 |
117-309 |
117-266 |
|
R1 |
117-283 |
117-283 |
117-262 |
117-274 |
PP |
117-264 |
117-264 |
117-264 |
117-259 |
S1 |
117-238 |
117-238 |
117-253 |
117-229 |
S2 |
117-219 |
117-219 |
117-249 |
|
S3 |
117-174 |
117-193 |
117-245 |
|
S4 |
117-129 |
117-148 |
117-233 |
|
|
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 |
118-161 |
2.618 |
118-088 |
1.618 |
118-043 |
1.000 |
118-015 |
0.618 |
117-318 |
HIGH |
117-290 |
0.618 |
117-273 |
0.500 |
117-268 |
0.382 |
117-262 |
LOW |
117-245 |
0.618 |
117-217 |
1.000 |
117-200 |
1.618 |
117-172 |
2.618 |
117-127 |
4.250 |
117-054 |
|
|
Fisher Pivots for day following 20-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
117-268 |
117-254 |
PP |
117-264 |
117-251 |
S1 |
117-261 |
117-248 |
|