ECBOT 5 Year T-Note Future March 2018
Trading Metrics calculated at close of trading on 15-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2017 |
15-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
116-213 |
116-238 |
0-025 |
0.1% |
117-030 |
High |
116-245 |
116-305 |
0-060 |
0.2% |
117-033 |
Low |
116-185 |
116-238 |
0-053 |
0.1% |
116-242 |
Close |
116-230 |
116-270 |
0-040 |
0.1% |
116-247 |
Range |
0-060 |
0-067 |
0-007 |
12.5% |
0-110 |
ATR |
0-061 |
0-062 |
0-001 |
1.6% |
0-000 |
Volume |
50,370 |
75,558 |
25,188 |
50.0% |
63,817 |
|
Daily Pivots for day following 15-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-153 |
117-119 |
116-307 |
|
R3 |
117-086 |
117-052 |
116-289 |
|
R2 |
117-018 |
117-018 |
116-282 |
|
R1 |
116-304 |
116-304 |
116-276 |
117-001 |
PP |
116-271 |
116-271 |
116-271 |
116-279 |
S1 |
116-237 |
116-237 |
116-264 |
116-254 |
S2 |
116-203 |
116-203 |
116-258 |
|
S3 |
116-136 |
116-169 |
116-251 |
|
S4 |
116-068 |
116-102 |
116-233 |
|
|
Weekly Pivots for week ending 10-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-291 |
117-219 |
116-308 |
|
R3 |
117-181 |
117-109 |
116-278 |
|
R2 |
117-071 |
117-071 |
116-268 |
|
R1 |
116-319 |
116-319 |
116-258 |
116-300 |
PP |
116-281 |
116-281 |
116-281 |
116-271 |
S1 |
116-209 |
116-209 |
116-237 |
116-190 |
S2 |
116-171 |
116-171 |
116-227 |
|
S3 |
116-061 |
116-099 |
116-217 |
|
S4 |
115-271 |
115-309 |
116-187 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
117-272 |
2.618 |
117-162 |
1.618 |
117-094 |
1.000 |
117-052 |
0.618 |
117-027 |
HIGH |
116-305 |
0.618 |
116-279 |
0.500 |
116-271 |
0.382 |
116-263 |
LOW |
116-238 |
0.618 |
116-196 |
1.000 |
116-170 |
1.618 |
116-128 |
2.618 |
116-061 |
4.250 |
115-271 |
|
|
Fisher Pivots for day following 15-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
116-271 |
116-262 |
PP |
116-271 |
116-253 |
S1 |
116-270 |
116-245 |
|