ECBOT 5 Year T-Note Future June 2018
Trading Metrics calculated at close of trading on 26-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2017 |
26-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
115-265 |
115-287 |
0-022 |
0.1% |
116-075 |
High |
115-265 |
115-287 |
0-022 |
0.1% |
116-075 |
Low |
115-265 |
115-287 |
0-022 |
0.1% |
115-265 |
Close |
115-265 |
115-287 |
0-022 |
0.1% |
115-265 |
Range |
|
|
|
|
|
ATR |
0-034 |
0-033 |
-0-001 |
-2.4% |
0-000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115-287 |
115-287 |
115-287 |
|
R3 |
115-287 |
115-287 |
115-287 |
|
R2 |
115-287 |
115-287 |
115-287 |
|
R1 |
115-287 |
115-287 |
115-287 |
115-287 |
PP |
115-287 |
115-287 |
115-287 |
115-287 |
S1 |
115-287 |
115-287 |
115-287 |
115-287 |
S2 |
115-287 |
115-287 |
115-287 |
|
S3 |
115-287 |
115-287 |
115-287 |
|
S4 |
115-287 |
115-287 |
115-287 |
|
|
Weekly Pivots for week ending 22-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-058 |
116-292 |
116-017 |
|
R3 |
116-248 |
116-162 |
115-301 |
|
R2 |
116-118 |
116-118 |
115-289 |
|
R1 |
116-032 |
116-032 |
115-277 |
116-010 |
PP |
115-308 |
115-308 |
115-308 |
115-297 |
S1 |
115-222 |
115-222 |
115-253 |
115-200 |
S2 |
115-178 |
115-178 |
115-241 |
|
S3 |
115-048 |
115-092 |
115-229 |
|
S4 |
114-238 |
114-282 |
115-193 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
115-287 |
2.618 |
115-287 |
1.618 |
115-287 |
1.000 |
115-287 |
0.618 |
115-287 |
HIGH |
115-287 |
0.618 |
115-287 |
0.500 |
115-287 |
0.382 |
115-287 |
LOW |
115-287 |
0.618 |
115-287 |
1.000 |
115-287 |
1.618 |
115-287 |
2.618 |
115-287 |
4.250 |
115-287 |
|
|
Fisher Pivots for day following 26-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
115-287 |
115-284 |
PP |
115-287 |
115-280 |
S1 |
115-287 |
115-276 |
|