ECBOT 5 Year T-Note Future March 2017
Trading Metrics calculated at close of trading on 17-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2016 |
17-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
118-210 |
118-213 |
0-002 |
0.0% |
120-185 |
High |
118-220 |
118-242 |
0-022 |
0.1% |
121-110 |
Low |
118-085 |
118-073 |
-0-012 |
0.0% |
119-000 |
Close |
118-178 |
118-122 |
-0-055 |
-0.1% |
119-015 |
Range |
0-135 |
0-170 |
0-035 |
25.9% |
2-110 |
ATR |
0-128 |
0-131 |
0-003 |
2.3% |
0-000 |
Volume |
72,309 |
141,533 |
69,224 |
95.7% |
87,782 |
|
Daily Pivots for day following 17-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-016 |
119-239 |
118-216 |
|
R3 |
119-166 |
119-069 |
118-169 |
|
R2 |
118-316 |
118-316 |
118-154 |
|
R1 |
118-219 |
118-219 |
118-138 |
118-182 |
PP |
118-146 |
118-146 |
118-146 |
118-128 |
S1 |
118-049 |
118-049 |
118-107 |
118-013 |
S2 |
117-296 |
117-296 |
118-091 |
|
S3 |
117-126 |
117-199 |
118-076 |
|
S4 |
116-276 |
117-029 |
118-029 |
|
|
Weekly Pivots for week ending 11-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-265 |
125-090 |
120-108 |
|
R3 |
124-155 |
122-300 |
119-221 |
|
R2 |
122-045 |
122-045 |
119-153 |
|
R1 |
120-190 |
120-190 |
119-084 |
120-063 |
PP |
119-255 |
119-255 |
119-255 |
119-191 |
S1 |
118-080 |
118-080 |
118-266 |
117-272 |
S2 |
117-145 |
117-145 |
118-198 |
|
S3 |
115-035 |
115-290 |
118-129 |
|
S4 |
112-245 |
113-180 |
117-242 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-005 |
2.618 |
120-048 |
1.618 |
119-198 |
1.000 |
119-092 |
0.618 |
119-028 |
HIGH |
118-242 |
0.618 |
118-178 |
0.500 |
118-158 |
0.382 |
118-137 |
LOW |
118-073 |
0.618 |
117-287 |
1.000 |
117-223 |
1.618 |
117-117 |
2.618 |
116-267 |
4.250 |
115-310 |
|
|
Fisher Pivots for day following 17-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
118-158 |
118-176 |
PP |
118-146 |
118-158 |
S1 |
118-134 |
118-140 |
|