ECBOT 5 Year T-Note Future December 2017
Trading Metrics calculated at close of trading on 08-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2017 |
08-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
117-278 |
117-300 |
0-022 |
0.1% |
117-265 |
High |
117-302 |
117-302 |
0-000 |
0.0% |
118-025 |
Low |
117-255 |
117-253 |
-0-002 |
0.0% |
117-227 |
Close |
117-300 |
117-270 |
-0-030 |
-0.1% |
117-278 |
Range |
0-047 |
0-050 |
0-002 |
5.3% |
0-118 |
ATR |
0-064 |
0-063 |
-0-001 |
-1.5% |
0-000 |
Volume |
2,173 |
4,434 |
2,261 |
104.0% |
15,476 |
|
Daily Pivots for day following 08-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-105 |
118-077 |
117-298 |
|
R3 |
118-055 |
118-027 |
117-284 |
|
R2 |
118-005 |
118-005 |
117-279 |
|
R1 |
117-298 |
117-298 |
117-275 |
117-286 |
PP |
117-275 |
117-275 |
117-275 |
117-269 |
S1 |
117-248 |
117-248 |
117-265 |
117-236 |
S2 |
117-225 |
117-225 |
117-261 |
|
S3 |
117-175 |
117-198 |
117-256 |
|
S4 |
117-125 |
117-148 |
117-243 |
|
|
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 |
118-195 |
2.618 |
118-113 |
1.618 |
118-063 |
1.000 |
118-032 |
0.618 |
118-013 |
HIGH |
117-302 |
0.618 |
117-283 |
0.500 |
117-278 |
0.382 |
117-272 |
LOW |
117-253 |
0.618 |
117-222 |
1.000 |
117-203 |
1.618 |
117-172 |
2.618 |
117-122 |
4.250 |
117-040 |
|
|
Fisher Pivots for day following 08-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
117-278 |
117-291 |
PP |
117-275 |
117-284 |
S1 |
117-273 |
117-277 |
|