ECBOT 5 Year T-Note Future December 2017
Trading Metrics calculated at close of trading on 02-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2017 |
02-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
117-240 |
117-262 |
0-022 |
0.1% |
117-318 |
High |
117-310 |
117-305 |
-0-005 |
0.0% |
117-318 |
Low |
117-227 |
117-258 |
0-030 |
0.1% |
117-160 |
Close |
117-310 |
117-280 |
-0-030 |
-0.1% |
117-265 |
Range |
0-083 |
0-047 |
-0-035 |
-42.5% |
0-158 |
ATR |
0-064 |
0-063 |
-0-001 |
-1.2% |
0-000 |
Volume |
5,498 |
1,410 |
-4,088 |
-74.4% |
5,043 |
|
Daily Pivots for day following 02-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-103 |
118-079 |
117-306 |
|
R3 |
118-056 |
118-032 |
117-293 |
|
R2 |
118-008 |
118-008 |
117-289 |
|
R1 |
117-304 |
117-304 |
117-284 |
117-316 |
PP |
117-281 |
117-281 |
117-281 |
117-287 |
S1 |
117-257 |
117-257 |
117-276 |
117-269 |
S2 |
117-233 |
117-233 |
117-271 |
|
S3 |
117-186 |
117-209 |
117-267 |
|
S4 |
117-138 |
117-162 |
117-254 |
|
|
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 |
118-187 |
2.618 |
118-109 |
1.618 |
118-062 |
1.000 |
118-032 |
0.618 |
118-014 |
HIGH |
117-305 |
0.618 |
117-287 |
0.500 |
117-281 |
0.382 |
117-276 |
LOW |
117-258 |
0.618 |
117-228 |
1.000 |
117-210 |
1.618 |
117-181 |
2.618 |
117-133 |
4.250 |
117-056 |
|
|
Fisher Pivots for day following 02-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
117-281 |
117-276 |
PP |
117-281 |
117-273 |
S1 |
117-280 |
117-269 |
|