ECBOT 5 Year T-Note Future December 2017
Trading Metrics calculated at close of trading on 04-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2017 |
04-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
117-275 |
118-005 |
0-050 |
0.1% |
117-265 |
High |
118-025 |
118-013 |
-0-012 |
0.0% |
118-025 |
Low |
117-270 |
117-250 |
-0-020 |
-0.1% |
117-227 |
Close |
118-005 |
117-278 |
-0-047 |
-0.1% |
117-278 |
Range |
0-075 |
0-082 |
0-008 |
10.0% |
0-118 |
ATR |
0-064 |
0-065 |
0-001 |
2.1% |
0-000 |
Volume |
6,005 |
2,546 |
-3,459 |
-57.6% |
15,476 |
|
Daily Pivots for day following 04-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-214 |
118-168 |
118-003 |
|
R3 |
118-132 |
118-086 |
117-300 |
|
R2 |
118-049 |
118-049 |
117-293 |
|
R1 |
118-003 |
118-003 |
117-285 |
117-305 |
PP |
117-287 |
117-287 |
117-287 |
117-278 |
S1 |
117-241 |
117-241 |
117-270 |
117-223 |
S2 |
117-204 |
117-204 |
117-262 |
|
S3 |
117-122 |
117-158 |
117-255 |
|
S4 |
117-039 |
117-076 |
117-232 |
|
|
Weekly Pivots for week ending 04-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-316 |
118-254 |
118-022 |
|
R3 |
118-198 |
118-137 |
117-310 |
|
R2 |
118-081 |
118-081 |
117-299 |
|
R1 |
118-019 |
118-019 |
117-288 |
118-050 |
PP |
117-283 |
117-283 |
117-283 |
117-299 |
S1 |
117-222 |
117-222 |
117-267 |
117-252 |
S2 |
117-166 |
117-166 |
117-256 |
|
S3 |
117-048 |
117-104 |
117-245 |
|
S4 |
116-251 |
116-307 |
117-213 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
119-043 |
2.618 |
118-228 |
1.618 |
118-146 |
1.000 |
118-095 |
0.618 |
118-063 |
HIGH |
118-013 |
0.618 |
117-301 |
0.500 |
117-291 |
0.382 |
117-282 |
LOW |
117-250 |
0.618 |
117-199 |
1.000 |
117-168 |
1.618 |
117-117 |
2.618 |
117-034 |
4.250 |
116-219 |
|
|
Fisher Pivots for day following 04-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
117-291 |
117-298 |
PP |
117-287 |
117-291 |
S1 |
117-282 |
117-284 |
|