ECBOT 5 Year T-Note Future December 2017
Trading Metrics calculated at close of trading on 21-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2017 |
21-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
118-100 |
118-065 |
-0-035 |
-0.1% |
118-082 |
High |
118-135 |
118-113 |
-0-022 |
-0.1% |
118-135 |
Low |
118-047 |
118-055 |
0-008 |
0.0% |
117-280 |
Close |
118-080 |
118-105 |
0-025 |
0.1% |
118-080 |
Range |
0-088 |
0-058 |
-0-030 |
-34.3% |
0-175 |
ATR |
0-074 |
0-073 |
-0-001 |
-1.6% |
0-000 |
Volume |
69,405 |
43,197 |
-26,208 |
-37.8% |
236,387 |
|
Daily Pivots for day following 21-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-263 |
118-242 |
118-137 |
|
R3 |
118-206 |
118-184 |
118-121 |
|
R2 |
118-148 |
118-148 |
118-116 |
|
R1 |
118-127 |
118-127 |
118-110 |
118-138 |
PP |
118-091 |
118-091 |
118-091 |
118-096 |
S1 |
118-069 |
118-069 |
118-100 |
118-080 |
S2 |
118-033 |
118-033 |
118-094 |
|
S3 |
117-296 |
118-012 |
118-089 |
|
S4 |
117-238 |
117-274 |
118-073 |
|
|
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 |
119-037 |
2.618 |
118-263 |
1.618 |
118-206 |
1.000 |
118-170 |
0.618 |
118-148 |
HIGH |
118-113 |
0.618 |
118-091 |
0.500 |
118-084 |
0.382 |
118-077 |
LOW |
118-055 |
0.618 |
118-019 |
1.000 |
117-318 |
1.618 |
117-282 |
2.618 |
117-224 |
4.250 |
117-131 |
|
|
Fisher Pivots for day following 21-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
118-098 |
118-094 |
PP |
118-091 |
118-082 |
S1 |
118-084 |
118-071 |
|