ECBOT 5 Year T-Note Future December 2017
Trading Metrics calculated at close of trading on 01-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2017 |
01-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
117-265 |
117-240 |
-0-025 |
-0.1% |
117-318 |
High |
117-275 |
117-310 |
0-035 |
0.1% |
117-318 |
Low |
117-247 |
117-227 |
-0-020 |
-0.1% |
117-160 |
Close |
117-262 |
117-310 |
0-048 |
0.1% |
117-265 |
Range |
0-028 |
0-083 |
0-055 |
199.9% |
0-158 |
ATR |
0-062 |
0-064 |
0-001 |
2.4% |
0-000 |
Volume |
17 |
5,498 |
5,481 |
32,241.2% |
5,043 |
|
Daily Pivots for day following 01-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-210 |
118-183 |
118-035 |
|
R3 |
118-128 |
118-100 |
118-013 |
|
R2 |
118-045 |
118-045 |
118-005 |
|
R1 |
118-018 |
118-018 |
117-318 |
118-031 |
PP |
117-283 |
117-283 |
117-283 |
117-289 |
S1 |
117-255 |
117-255 |
117-302 |
117-269 |
S2 |
117-200 |
117-200 |
117-295 |
|
S3 |
117-117 |
117-172 |
117-287 |
|
S4 |
117-035 |
117-090 |
117-265 |
|
|
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 |
119-021 |
2.618 |
118-206 |
1.618 |
118-124 |
1.000 |
118-073 |
0.618 |
118-041 |
HIGH |
117-310 |
0.618 |
117-278 |
0.500 |
117-269 |
0.382 |
117-259 |
LOW |
117-227 |
0.618 |
117-176 |
1.000 |
117-145 |
1.618 |
117-094 |
2.618 |
117-011 |
4.250 |
116-197 |
|
|
Fisher Pivots for day following 01-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
117-296 |
117-291 |
PP |
117-283 |
117-272 |
S1 |
117-269 |
117-253 |
|