ECBOT 5 Year T-Note Future December 2017
| Trading Metrics calculated at close of trading on 31-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2017 |
31-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
117-250 |
117-265 |
0-015 |
0.0% |
117-318 |
| High |
117-270 |
117-275 |
0-005 |
0.0% |
117-318 |
| Low |
117-195 |
117-247 |
0-052 |
0.1% |
117-160 |
| Close |
117-265 |
117-262 |
-0-002 |
0.0% |
117-265 |
| Range |
0-075 |
0-028 |
-0-047 |
-63.3% |
0-158 |
| ATR |
0-065 |
0-062 |
-0-003 |
-4.1% |
0-000 |
| Volume |
644 |
17 |
-627 |
-97.4% |
5,043 |
|
| Daily Pivots for day following 31-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-024 |
118-011 |
117-278 |
|
| R3 |
117-317 |
117-303 |
117-270 |
|
| R2 |
117-289 |
117-289 |
117-268 |
|
| R1 |
117-276 |
117-276 |
117-265 |
117-269 |
| PP |
117-262 |
117-262 |
117-262 |
117-258 |
| S1 |
117-248 |
117-248 |
117-260 |
117-241 |
| S2 |
117-234 |
117-234 |
117-257 |
|
| S3 |
117-207 |
117-221 |
117-255 |
|
| S4 |
117-179 |
117-193 |
117-247 |
|
|
| Weekly Pivots for week ending 28-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-080 |
119-010 |
118-032 |
|
| R3 |
118-243 |
118-173 |
117-308 |
|
| R2 |
118-085 |
118-085 |
117-294 |
|
| R1 |
118-015 |
118-015 |
117-279 |
117-291 |
| PP |
117-247 |
117-247 |
117-247 |
117-226 |
| S1 |
117-177 |
117-177 |
117-251 |
117-134 |
| S2 |
117-090 |
117-090 |
117-236 |
|
| S3 |
116-252 |
117-020 |
117-222 |
|
| S4 |
116-095 |
116-182 |
117-178 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-072 |
|
2.618 |
118-027 |
|
1.618 |
118-000 |
|
1.000 |
117-303 |
|
0.618 |
117-292 |
|
HIGH |
117-275 |
|
0.618 |
117-264 |
|
0.500 |
117-261 |
|
0.382 |
117-258 |
|
LOW |
117-247 |
|
0.618 |
117-230 |
|
1.000 |
117-220 |
|
1.618 |
117-203 |
|
2.618 |
117-175 |
|
4.250 |
117-131 |
|
|
| Fisher Pivots for day following 31-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
117-262 |
117-253 |
| PP |
117-262 |
117-244 |
| S1 |
117-261 |
117-235 |
|