ECBOT 5 Year T-Note Future March 2018
Trading Metrics calculated at close of trading on 20-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2017 |
20-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
117-210 |
117-130 |
-0-080 |
-0.2% |
118-098 |
High |
117-210 |
117-130 |
-0-080 |
-0.2% |
118-098 |
Low |
117-210 |
117-130 |
-0-080 |
-0.2% |
117-258 |
Close |
117-210 |
117-130 |
-0-080 |
-0.2% |
117-258 |
Range |
|
|
|
|
|
ATR |
0-043 |
0-046 |
0-003 |
6.0% |
0-000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-130 |
117-130 |
117-130 |
|
R3 |
117-130 |
117-130 |
117-130 |
|
R2 |
117-130 |
117-130 |
117-130 |
|
R1 |
117-130 |
117-130 |
117-130 |
117-130 |
PP |
117-130 |
117-130 |
117-130 |
117-130 |
S1 |
117-130 |
117-130 |
117-130 |
117-130 |
S2 |
117-130 |
117-130 |
117-130 |
|
S3 |
117-130 |
117-130 |
117-130 |
|
S4 |
117-130 |
117-130 |
117-130 |
|
|
Weekly Pivots for week ending 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-151 |
119-044 |
118-026 |
|
R3 |
118-311 |
118-204 |
117-302 |
|
R2 |
118-151 |
118-151 |
117-287 |
|
R1 |
118-044 |
118-044 |
117-272 |
118-018 |
PP |
117-311 |
117-311 |
117-311 |
117-298 |
S1 |
117-204 |
117-204 |
117-243 |
117-178 |
S2 |
117-151 |
117-151 |
117-228 |
|
S3 |
116-311 |
117-044 |
117-214 |
|
S4 |
116-151 |
116-204 |
117-170 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
117-130 |
2.618 |
117-130 |
1.618 |
117-130 |
1.000 |
117-130 |
0.618 |
117-130 |
HIGH |
117-130 |
0.618 |
117-130 |
0.500 |
117-130 |
0.382 |
117-130 |
LOW |
117-130 |
0.618 |
117-130 |
1.000 |
117-130 |
1.618 |
117-130 |
2.618 |
117-130 |
4.250 |
117-130 |
|
|
Fisher Pivots for day following 20-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
117-130 |
117-178 |
PP |
117-130 |
117-162 |
S1 |
117-130 |
117-146 |
|