ECBOT 5 Year T-Note Future March 2018
Trading Metrics calculated at close of trading on 03-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2017 |
03-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
117-067 |
117-085 |
0-018 |
0.0% |
117-200 |
High |
117-067 |
117-093 |
0-025 |
0.1% |
117-200 |
Low |
117-058 |
117-085 |
0-027 |
0.1% |
117-050 |
Close |
117-067 |
117-085 |
0-018 |
0.0% |
117-082 |
Range |
0-010 |
0-008 |
-0-002 |
-24.7% |
0-150 |
ATR |
0-045 |
0-043 |
-0-001 |
-3.1% |
0-000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-110 |
117-105 |
117-089 |
|
R3 |
117-103 |
117-098 |
117-087 |
|
R2 |
117-095 |
117-095 |
117-086 |
|
R1 |
117-090 |
117-090 |
117-086 |
117-089 |
PP |
117-087 |
117-087 |
117-087 |
117-087 |
S1 |
117-082 |
117-082 |
117-084 |
117-081 |
S2 |
117-080 |
117-080 |
117-084 |
|
S3 |
117-072 |
117-075 |
117-083 |
|
S4 |
117-065 |
117-067 |
117-081 |
|
|
Weekly Pivots for week ending 29-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-241 |
118-152 |
117-165 |
|
R3 |
118-091 |
118-002 |
117-124 |
|
R2 |
117-261 |
117-261 |
117-110 |
|
R1 |
117-172 |
117-172 |
117-096 |
117-141 |
PP |
117-111 |
117-111 |
117-111 |
117-096 |
S1 |
117-022 |
117-022 |
117-069 |
116-311 |
S2 |
116-281 |
116-281 |
117-055 |
|
S3 |
116-131 |
116-192 |
117-041 |
|
S4 |
115-301 |
116-042 |
117-000 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
117-124 |
2.618 |
117-112 |
1.618 |
117-105 |
1.000 |
117-100 |
0.618 |
117-097 |
HIGH |
117-093 |
0.618 |
117-090 |
0.500 |
117-089 |
0.382 |
117-088 |
LOW |
117-085 |
0.618 |
117-080 |
1.000 |
117-077 |
1.618 |
117-073 |
2.618 |
117-065 |
4.250 |
117-053 |
|
|
Fisher Pivots for day following 03-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
117-089 |
117-080 |
PP |
117-087 |
117-076 |
S1 |
117-086 |
117-071 |
|