ECBOT 5 Year T-Note Future December 2017
Trading Metrics calculated at close of trading on 18-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2017 |
18-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
118-038 |
118-100 |
0-062 |
0.2% |
118-082 |
High |
118-098 |
118-135 |
0-038 |
0.1% |
118-135 |
Low |
118-007 |
118-047 |
0-040 |
0.1% |
117-280 |
Close |
118-080 |
118-080 |
0-000 |
0.0% |
118-080 |
Range |
0-090 |
0-088 |
-0-002 |
-2.8% |
0-175 |
ATR |
0-073 |
0-074 |
0-001 |
1.4% |
0-000 |
Volume |
35,699 |
69,405 |
33,706 |
94.4% |
236,387 |
|
Daily Pivots for day following 18-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-030 |
118-303 |
118-128 |
|
R3 |
118-263 |
118-215 |
118-104 |
|
R2 |
118-175 |
118-175 |
118-096 |
|
R1 |
118-128 |
118-128 |
118-088 |
118-108 |
PP |
118-087 |
118-087 |
118-087 |
118-077 |
S1 |
118-040 |
118-040 |
118-072 |
118-020 |
S2 |
118-000 |
118-000 |
118-064 |
|
S3 |
117-232 |
117-272 |
118-056 |
|
S4 |
117-145 |
117-185 |
118-032 |
|
|
Weekly Pivots for week ending 18-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-263 |
119-187 |
118-176 |
|
R3 |
119-088 |
119-012 |
118-128 |
|
R2 |
118-233 |
118-233 |
118-112 |
|
R1 |
118-157 |
118-157 |
118-096 |
118-108 |
PP |
118-058 |
118-058 |
118-058 |
118-034 |
S1 |
117-302 |
117-302 |
118-064 |
117-252 |
S2 |
117-203 |
117-203 |
118-048 |
|
S3 |
117-028 |
117-127 |
118-032 |
|
S4 |
116-173 |
116-272 |
117-304 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
119-187 |
2.618 |
119-044 |
1.618 |
118-277 |
1.000 |
118-223 |
0.618 |
118-189 |
HIGH |
118-135 |
0.618 |
118-102 |
0.500 |
118-091 |
0.382 |
118-081 |
LOW |
118-047 |
0.618 |
117-313 |
1.000 |
117-280 |
1.618 |
117-226 |
2.618 |
117-138 |
4.250 |
116-316 |
|
|
Fisher Pivots for day following 18-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
118-091 |
118-069 |
PP |
118-087 |
118-058 |
S1 |
118-084 |
118-048 |
|