ECBOT 5 Year T-Note Future December 2017
Trading Metrics calculated at close of trading on 28-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2017 |
28-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
117-245 |
117-250 |
0-005 |
0.0% |
117-318 |
High |
117-255 |
117-270 |
0-015 |
0.0% |
117-318 |
Low |
117-213 |
117-195 |
-0-018 |
0.0% |
117-160 |
Close |
117-245 |
117-265 |
0-020 |
0.1% |
117-265 |
Range |
0-042 |
0-075 |
0-033 |
76.5% |
0-158 |
ATR |
0-064 |
0-065 |
0-001 |
1.2% |
0-000 |
Volume |
472 |
644 |
172 |
36.4% |
5,043 |
|
Daily Pivots for day following 28-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-148 |
118-122 |
117-306 |
|
R3 |
118-073 |
118-047 |
117-286 |
|
R2 |
117-318 |
117-318 |
117-279 |
|
R1 |
117-292 |
117-292 |
117-272 |
117-305 |
PP |
117-243 |
117-243 |
117-243 |
117-250 |
S1 |
117-217 |
117-217 |
117-258 |
117-230 |
S2 |
117-168 |
117-168 |
117-251 |
|
S3 |
117-093 |
117-142 |
117-244 |
|
S4 |
117-018 |
117-067 |
117-224 |
|
|
Weekly Pivots for week ending 28-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-080 |
119-010 |
118-032 |
|
R3 |
118-243 |
118-173 |
117-308 |
|
R2 |
118-085 |
118-085 |
117-294 |
|
R1 |
118-015 |
118-015 |
117-279 |
117-291 |
PP |
117-247 |
117-247 |
117-247 |
117-226 |
S1 |
117-177 |
117-177 |
117-251 |
117-134 |
S2 |
117-090 |
117-090 |
117-236 |
|
S3 |
116-252 |
117-020 |
117-222 |
|
S4 |
116-095 |
116-182 |
117-178 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
118-269 |
2.618 |
118-146 |
1.618 |
118-071 |
1.000 |
118-025 |
0.618 |
117-316 |
HIGH |
117-270 |
0.618 |
117-241 |
0.500 |
117-233 |
0.382 |
117-224 |
LOW |
117-195 |
0.618 |
117-149 |
1.000 |
117-120 |
1.618 |
117-074 |
2.618 |
116-319 |
4.250 |
116-196 |
|
|
Fisher Pivots for day following 28-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
117-254 |
117-250 |
PP |
117-243 |
117-236 |
S1 |
117-233 |
117-221 |
|