ECBOT 5 Year T-Note Future December 2017
Trading Metrics calculated at close of trading on 09-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2017 |
09-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
117-300 |
117-318 |
0-018 |
0.0% |
117-265 |
High |
117-302 |
118-053 |
0-070 |
0.2% |
118-025 |
Low |
117-253 |
117-302 |
0-050 |
0.1% |
117-227 |
Close |
117-270 |
118-007 |
0-057 |
0.2% |
117-278 |
Range |
0-050 |
0-070 |
0-020 |
40.1% |
0-118 |
ATR |
0-063 |
0-066 |
0-003 |
4.5% |
0-000 |
Volume |
4,434 |
2,047 |
-2,387 |
-53.8% |
15,476 |
|
Daily Pivots for day following 09-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-224 |
118-186 |
118-046 |
|
R3 |
118-154 |
118-116 |
118-027 |
|
R2 |
118-084 |
118-084 |
118-020 |
|
R1 |
118-046 |
118-046 |
118-014 |
118-065 |
PP |
118-014 |
118-014 |
118-014 |
118-024 |
S1 |
117-296 |
117-296 |
118-001 |
117-315 |
S2 |
117-264 |
117-264 |
117-315 |
|
S3 |
117-194 |
117-226 |
117-308 |
|
S4 |
117-124 |
117-156 |
117-289 |
|
|
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 |
119-030 |
2.618 |
118-236 |
1.618 |
118-166 |
1.000 |
118-123 |
0.618 |
118-096 |
HIGH |
118-053 |
0.618 |
118-026 |
0.500 |
118-018 |
0.382 |
118-009 |
LOW |
117-302 |
0.618 |
117-259 |
1.000 |
117-232 |
1.618 |
117-189 |
2.618 |
117-119 |
4.250 |
117-005 |
|
|
Fisher Pivots for day following 09-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
118-018 |
118-002 |
PP |
118-014 |
117-318 |
S1 |
118-011 |
117-313 |
|