ECBOT 5 Year T-Note Future December 2017
Trading Metrics calculated at close of trading on 24-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2017 |
24-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
117-282 |
117-318 |
0-035 |
0.1% |
117-210 |
High |
117-310 |
117-318 |
0-007 |
0.0% |
117-310 |
Low |
117-282 |
117-258 |
-0-025 |
-0.1% |
117-190 |
Close |
117-302 |
117-270 |
-0-032 |
-0.1% |
117-302 |
Range |
0-028 |
0-060 |
0-032 |
118.0% |
0-120 |
ATR |
0-055 |
0-055 |
0-000 |
0.7% |
0-000 |
Volume |
1,159 |
1,053 |
-106 |
-9.1% |
2,887 |
|
Daily Pivots for day following 24-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-142 |
118-106 |
117-303 |
|
R3 |
118-082 |
118-046 |
117-287 |
|
R2 |
118-022 |
118-022 |
117-281 |
|
R1 |
117-306 |
117-306 |
117-276 |
117-294 |
PP |
117-282 |
117-282 |
117-282 |
117-276 |
S1 |
117-246 |
117-246 |
117-265 |
117-234 |
S2 |
117-222 |
117-222 |
117-259 |
|
S3 |
117-162 |
117-186 |
117-254 |
|
S4 |
117-102 |
117-126 |
117-237 |
|
|
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 |
118-253 |
2.618 |
118-155 |
1.618 |
118-095 |
1.000 |
118-058 |
0.618 |
118-035 |
HIGH |
117-318 |
0.618 |
117-295 |
0.500 |
117-288 |
0.382 |
117-280 |
LOW |
117-258 |
0.618 |
117-220 |
1.000 |
117-198 |
1.618 |
117-160 |
2.618 |
117-100 |
4.250 |
117-003 |
|
|
Fisher Pivots for day following 24-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
117-288 |
117-281 |
PP |
117-282 |
117-278 |
S1 |
117-276 |
117-274 |
|