ECBOT 5 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 16-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2017 |
16-May-2017 |
Change |
Change % |
Previous Week |
| Open |
117-253 |
117-227 |
-0-025 |
-0.1% |
117-178 |
| High |
117-260 |
117-280 |
0-020 |
0.1% |
117-253 |
| Low |
117-215 |
117-205 |
-0-010 |
0.0% |
117-067 |
| Close |
117-230 |
117-245 |
0-015 |
0.0% |
117-235 |
| Range |
0-045 |
0-075 |
0-030 |
66.7% |
0-185 |
| ATR |
0-084 |
0-083 |
-0-001 |
-0.8% |
0-000 |
| Volume |
21,795 |
51,893 |
30,098 |
138.1% |
69,881 |
|
| Daily Pivots for day following 16-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-148 |
118-112 |
117-286 |
|
| R3 |
118-073 |
118-037 |
117-266 |
|
| R2 |
117-318 |
117-318 |
117-259 |
|
| R1 |
117-282 |
117-282 |
117-252 |
117-300 |
| PP |
117-243 |
117-243 |
117-243 |
117-252 |
| S1 |
117-207 |
117-207 |
117-238 |
117-225 |
| S2 |
117-168 |
117-168 |
117-231 |
|
| S3 |
117-093 |
117-132 |
117-224 |
|
| S4 |
117-018 |
117-057 |
117-204 |
|
|
| Weekly Pivots for week ending 12-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-100 |
119-033 |
118-017 |
|
| R3 |
118-235 |
118-168 |
117-286 |
|
| R2 |
118-050 |
118-050 |
117-269 |
|
| R1 |
117-303 |
117-303 |
117-252 |
118-016 |
| PP |
117-185 |
117-185 |
117-185 |
117-202 |
| S1 |
117-117 |
117-117 |
117-218 |
117-151 |
| S2 |
117-000 |
117-000 |
117-201 |
|
| S3 |
116-135 |
116-252 |
117-184 |
|
| S4 |
115-270 |
116-067 |
117-133 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-279 |
|
2.618 |
118-156 |
|
1.618 |
118-081 |
|
1.000 |
118-035 |
|
0.618 |
118-006 |
|
HIGH |
117-280 |
|
0.618 |
117-251 |
|
0.500 |
117-242 |
|
0.382 |
117-234 |
|
LOW |
117-205 |
|
0.618 |
117-159 |
|
1.000 |
117-130 |
|
1.618 |
117-084 |
|
2.618 |
117-009 |
|
4.250 |
116-206 |
|
|
| Fisher Pivots for day following 16-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
117-244 |
117-235 |
| PP |
117-243 |
117-226 |
| S1 |
117-242 |
117-216 |
|