ECBOT 5 Year T-Note Future March 2018
Trading Metrics calculated at close of trading on 16-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2017 |
16-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
116-238 |
116-278 |
0-040 |
0.1% |
117-030 |
High |
116-305 |
116-278 |
-0-027 |
-0.1% |
117-033 |
Low |
116-238 |
116-215 |
-0-022 |
-0.1% |
116-242 |
Close |
116-270 |
116-235 |
-0-035 |
-0.1% |
116-247 |
Range |
0-067 |
0-062 |
-0-005 |
-7.4% |
0-110 |
ATR |
0-062 |
0-062 |
0-000 |
0.0% |
0-000 |
Volume |
75,558 |
42,483 |
-33,075 |
-43.8% |
63,817 |
|
Daily Pivots for day following 16-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-110 |
117-075 |
116-269 |
|
R3 |
117-047 |
117-013 |
116-252 |
|
R2 |
116-305 |
116-305 |
116-246 |
|
R1 |
116-270 |
116-270 |
116-241 |
116-256 |
PP |
116-243 |
116-243 |
116-243 |
116-236 |
S1 |
116-208 |
116-208 |
116-229 |
116-194 |
S2 |
116-180 |
116-180 |
116-224 |
|
S3 |
116-118 |
116-145 |
116-218 |
|
S4 |
116-055 |
116-083 |
116-201 |
|
|
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 |
117-223 |
2.618 |
117-121 |
1.618 |
117-059 |
1.000 |
117-020 |
0.618 |
116-316 |
HIGH |
116-278 |
0.618 |
116-254 |
0.500 |
116-246 |
0.382 |
116-239 |
LOW |
116-215 |
0.618 |
116-176 |
1.000 |
116-153 |
1.618 |
116-114 |
2.618 |
116-051 |
4.250 |
115-269 |
|
|
Fisher Pivots for day following 16-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
116-246 |
116-245 |
PP |
116-243 |
116-242 |
S1 |
116-239 |
116-238 |
|