ECBOT 5 Year T-Note Future December 2017
Trading Metrics calculated at close of trading on 21-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2017 |
21-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
117-262 |
117-282 |
0-020 |
0.1% |
117-210 |
High |
117-290 |
117-310 |
0-020 |
0.1% |
117-310 |
Low |
117-245 |
117-282 |
0-038 |
0.1% |
117-190 |
Close |
117-258 |
117-302 |
0-045 |
0.1% |
117-302 |
Range |
0-045 |
0-028 |
-0-018 |
-38.9% |
0-120 |
ATR |
0-055 |
0-055 |
0-000 |
-0.3% |
0-000 |
Volume |
429 |
1,159 |
730 |
170.2% |
2,887 |
|
Daily Pivots for day following 21-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-061 |
118-049 |
117-318 |
|
R3 |
118-033 |
118-022 |
117-310 |
|
R2 |
118-006 |
118-006 |
117-308 |
|
R1 |
117-314 |
117-314 |
117-305 |
118-000 |
PP |
117-298 |
117-298 |
117-298 |
117-301 |
S1 |
117-287 |
117-287 |
117-300 |
117-292 |
S2 |
117-271 |
117-271 |
117-297 |
|
S3 |
117-243 |
117-259 |
117-295 |
|
S4 |
117-216 |
117-232 |
117-287 |
|
|
Weekly Pivots for week ending 21-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-308 |
118-265 |
118-048 |
|
R3 |
118-188 |
118-145 |
118-015 |
|
R2 |
118-068 |
118-068 |
118-004 |
|
R1 |
118-025 |
118-025 |
117-313 |
118-046 |
PP |
117-268 |
117-268 |
117-268 |
117-278 |
S1 |
117-225 |
117-225 |
117-291 |
117-246 |
S2 |
117-148 |
117-148 |
117-280 |
|
S3 |
117-028 |
117-105 |
117-269 |
|
S4 |
116-228 |
116-305 |
117-236 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
118-107 |
2.618 |
118-062 |
1.618 |
118-035 |
1.000 |
118-018 |
0.618 |
118-007 |
HIGH |
117-310 |
0.618 |
117-300 |
0.500 |
117-296 |
0.382 |
117-293 |
LOW |
117-282 |
0.618 |
117-265 |
1.000 |
117-255 |
1.618 |
117-238 |
2.618 |
117-210 |
4.250 |
117-166 |
|
|
Fisher Pivots for day following 21-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
117-300 |
117-293 |
PP |
117-298 |
117-284 |
S1 |
117-296 |
117-275 |
|