ECBOT 5 Year T-Note Future December 2017
Trading Metrics calculated at close of trading on 27-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2017 |
27-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
117-190 |
117-245 |
0-055 |
0.1% |
117-210 |
High |
117-282 |
117-255 |
-0-027 |
-0.1% |
117-310 |
Low |
117-160 |
117-213 |
0-053 |
0.1% |
117-190 |
Close |
117-278 |
117-245 |
-0-033 |
-0.1% |
117-302 |
Range |
0-122 |
0-042 |
-0-080 |
-65.3% |
0-120 |
ATR |
0-064 |
0-064 |
0-000 |
0.1% |
0-000 |
Volume |
1,870 |
472 |
-1,398 |
-74.8% |
2,887 |
|
Daily Pivots for day following 27-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-045 |
118-027 |
117-268 |
|
R3 |
118-002 |
117-305 |
117-257 |
|
R2 |
117-280 |
117-280 |
117-253 |
|
R1 |
117-262 |
117-262 |
117-249 |
117-266 |
PP |
117-238 |
117-238 |
117-238 |
117-239 |
S1 |
117-220 |
117-220 |
117-241 |
117-224 |
S2 |
117-195 |
117-195 |
117-237 |
|
S3 |
117-153 |
117-178 |
117-233 |
|
S4 |
117-110 |
117-135 |
117-222 |
|
|
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 |
118-116 |
2.618 |
118-046 |
1.618 |
118-004 |
1.000 |
117-298 |
0.618 |
117-281 |
HIGH |
117-255 |
0.618 |
117-239 |
0.500 |
117-234 |
0.382 |
117-229 |
LOW |
117-213 |
0.618 |
117-186 |
1.000 |
117-170 |
1.618 |
117-144 |
2.618 |
117-101 |
4.250 |
117-032 |
|
|
Fisher Pivots for day following 27-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
117-241 |
117-237 |
PP |
117-238 |
117-229 |
S1 |
117-234 |
117-221 |
|