ECBOT 5 Year T-Note Future December 2017
Trading Metrics calculated at close of trading on 07-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2017 |
07-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
118-005 |
117-278 |
-0-047 |
-0.1% |
117-265 |
High |
118-013 |
117-302 |
-0-030 |
-0.1% |
118-025 |
Low |
117-250 |
117-255 |
0-005 |
0.0% |
117-227 |
Close |
117-278 |
117-300 |
0-022 |
0.1% |
117-278 |
Range |
0-082 |
0-047 |
-0-035 |
-42.4% |
0-118 |
ATR |
0-065 |
0-064 |
-0-001 |
-1.9% |
0-000 |
Volume |
2,546 |
2,173 |
-373 |
-14.7% |
15,476 |
|
Daily Pivots for day following 07-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-108 |
118-092 |
118-006 |
|
R3 |
118-061 |
118-044 |
117-313 |
|
R2 |
118-013 |
118-013 |
117-309 |
|
R1 |
117-317 |
117-317 |
117-304 |
118-005 |
PP |
117-286 |
117-286 |
117-286 |
117-290 |
S1 |
117-269 |
117-269 |
117-296 |
117-278 |
S2 |
117-238 |
117-238 |
117-291 |
|
S3 |
117-191 |
117-222 |
117-287 |
|
S4 |
117-143 |
117-174 |
117-274 |
|
|
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 |
118-184 |
2.618 |
118-107 |
1.618 |
118-059 |
1.000 |
118-030 |
0.618 |
118-012 |
HIGH |
117-302 |
0.618 |
117-284 |
0.500 |
117-279 |
0.382 |
117-273 |
LOW |
117-255 |
0.618 |
117-226 |
1.000 |
117-208 |
1.618 |
117-178 |
2.618 |
117-131 |
4.250 |
117-053 |
|
|
Fisher Pivots for day following 07-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
117-293 |
117-299 |
PP |
117-286 |
117-298 |
S1 |
117-279 |
117-298 |
|