ECBOT 5 Year T-Note Future December 2017
Trading Metrics calculated at close of trading on 14-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2017 |
14-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
118-060 |
118-082 |
0-022 |
0.1% |
117-278 |
High |
118-120 |
118-085 |
-0-035 |
-0.1% |
118-120 |
Low |
118-042 |
118-045 |
0-002 |
0.0% |
117-253 |
Close |
118-110 |
118-062 |
-0-048 |
-0.1% |
118-110 |
Range |
0-078 |
0-040 |
-0-038 |
-48.4% |
0-187 |
ATR |
0-067 |
0-067 |
0-000 |
-0.2% |
0-000 |
Volume |
17,048 |
28,941 |
11,893 |
69.8% |
32,560 |
|
Daily Pivots for day following 14-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-184 |
118-163 |
118-084 |
|
R3 |
118-144 |
118-123 |
118-073 |
|
R2 |
118-104 |
118-104 |
118-070 |
|
R1 |
118-083 |
118-083 |
118-066 |
118-074 |
PP |
118-064 |
118-064 |
118-064 |
118-059 |
S1 |
118-043 |
118-043 |
118-059 |
118-034 |
S2 |
118-024 |
118-024 |
118-055 |
|
S3 |
117-304 |
118-003 |
118-051 |
|
S4 |
117-264 |
117-283 |
118-040 |
|
|
Weekly Pivots for week ending 11-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-297 |
119-231 |
118-213 |
|
R3 |
119-109 |
119-043 |
118-162 |
|
R2 |
118-242 |
118-242 |
118-144 |
|
R1 |
118-176 |
118-176 |
118-127 |
118-209 |
PP |
118-054 |
118-054 |
118-054 |
118-071 |
S1 |
117-308 |
117-308 |
118-093 |
118-021 |
S2 |
117-187 |
117-187 |
118-076 |
|
S3 |
116-319 |
117-121 |
118-058 |
|
S4 |
116-132 |
116-253 |
118-007 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
118-255 |
2.618 |
118-190 |
1.618 |
118-150 |
1.000 |
118-125 |
0.618 |
118-110 |
HIGH |
118-085 |
0.618 |
118-070 |
0.500 |
118-065 |
0.382 |
118-060 |
LOW |
118-045 |
0.618 |
118-020 |
1.000 |
118-005 |
1.618 |
117-300 |
2.618 |
117-260 |
4.250 |
117-195 |
|
|
Fisher Pivots for day following 14-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
118-065 |
118-059 |
PP |
118-064 |
118-056 |
S1 |
118-063 |
118-052 |
|