ECBOT 5 Year T-Note Future December 2017
Trading Metrics calculated at close of trading on 16-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2017 |
16-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
118-038 |
117-300 |
-0-058 |
-0.2% |
117-278 |
High |
118-038 |
118-060 |
0-022 |
0.1% |
118-120 |
Low |
117-285 |
117-280 |
-0-005 |
0.0% |
117-253 |
Close |
117-305 |
118-047 |
0-062 |
0.2% |
118-110 |
Range |
0-073 |
0-100 |
0-027 |
37.9% |
0-187 |
ATR |
0-069 |
0-071 |
0-002 |
3.2% |
0-000 |
Volume |
50,764 |
51,578 |
814 |
1.6% |
32,560 |
|
Daily Pivots for day following 16-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-002 |
118-285 |
118-102 |
|
R3 |
118-222 |
118-185 |
118-075 |
|
R2 |
118-122 |
118-122 |
118-066 |
|
R1 |
118-085 |
118-085 |
118-057 |
118-104 |
PP |
118-022 |
118-022 |
118-022 |
118-032 |
S1 |
117-305 |
117-305 |
118-038 |
118-004 |
S2 |
117-242 |
117-242 |
118-029 |
|
S3 |
117-142 |
117-205 |
118-020 |
|
S4 |
117-042 |
117-105 |
117-312 |
|
|
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 |
119-165 |
2.618 |
119-002 |
1.618 |
118-222 |
1.000 |
118-160 |
0.618 |
118-122 |
HIGH |
118-060 |
0.618 |
118-022 |
0.500 |
118-010 |
0.382 |
117-318 |
LOW |
117-280 |
0.618 |
117-218 |
1.000 |
117-180 |
1.618 |
117-118 |
2.618 |
117-018 |
4.250 |
116-175 |
|
|
Fisher Pivots for day following 16-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
118-035 |
118-039 |
PP |
118-022 |
118-031 |
S1 |
118-010 |
118-022 |
|