ECBOT 5 Year T-Note Future December 2017
Trading Metrics calculated at close of trading on 17-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2017 |
17-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
117-300 |
118-038 |
0-058 |
0.2% |
117-278 |
High |
118-060 |
118-098 |
0-038 |
0.1% |
118-120 |
Low |
117-280 |
118-007 |
0-047 |
0.1% |
117-253 |
Close |
118-047 |
118-080 |
0-033 |
0.1% |
118-110 |
Range |
0-100 |
0-090 |
-0-010 |
-10.0% |
0-187 |
ATR |
0-071 |
0-073 |
0-001 |
1.9% |
0-000 |
Volume |
51,578 |
35,699 |
-15,879 |
-30.8% |
32,560 |
|
Daily Pivots for day following 17-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-012 |
118-296 |
118-130 |
|
R3 |
118-242 |
118-206 |
118-105 |
|
R2 |
118-152 |
118-152 |
118-097 |
|
R1 |
118-116 |
118-116 |
118-088 |
118-134 |
PP |
118-062 |
118-062 |
118-062 |
118-071 |
S1 |
118-026 |
118-026 |
118-072 |
118-044 |
S2 |
117-292 |
117-292 |
118-063 |
|
S3 |
117-202 |
117-256 |
118-055 |
|
S4 |
117-112 |
117-166 |
118-030 |
|
|
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 |
119-160 |
2.618 |
119-013 |
1.618 |
118-243 |
1.000 |
118-188 |
0.618 |
118-153 |
HIGH |
118-098 |
0.618 |
118-063 |
0.500 |
118-052 |
0.382 |
118-042 |
LOW |
118-007 |
0.618 |
117-272 |
1.000 |
117-237 |
1.618 |
117-182 |
2.618 |
117-092 |
4.250 |
116-265 |
|
|
Fisher Pivots for day following 17-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
118-071 |
118-063 |
PP |
118-062 |
118-046 |
S1 |
118-052 |
118-029 |
|