ECBOT 5 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 14-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2016 |
14-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
117-110 |
116-290 |
-0-140 |
-0.4% |
117-213 |
| High |
117-110 |
116-290 |
-0-140 |
-0.4% |
117-293 |
| Low |
117-110 |
116-242 |
-0-188 |
-0.5% |
117-178 |
| Close |
117-110 |
116-290 |
-0-140 |
-0.4% |
117-178 |
| Range |
0-000 |
0-048 |
0-048 |
|
0-115 |
| ATR |
|
|
|
|
|
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-097 |
117-081 |
116-316 |
|
| R3 |
117-049 |
117-033 |
116-303 |
|
| R2 |
117-002 |
117-002 |
116-299 |
|
| R1 |
116-306 |
116-306 |
116-294 |
116-314 |
| PP |
116-274 |
116-274 |
116-274 |
116-278 |
| S1 |
116-258 |
116-258 |
116-286 |
116-266 |
| S2 |
116-227 |
116-227 |
116-281 |
|
| S3 |
116-179 |
116-211 |
116-277 |
|
| S4 |
116-132 |
116-163 |
116-264 |
|
|
| Weekly Pivots for week ending 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-241 |
118-164 |
117-241 |
|
| R3 |
118-126 |
118-049 |
117-209 |
|
| R2 |
118-011 |
118-011 |
117-199 |
|
| R1 |
117-254 |
117-254 |
117-188 |
117-235 |
| PP |
117-216 |
117-216 |
117-216 |
117-206 |
| S1 |
117-139 |
117-139 |
117-167 |
117-120 |
| S2 |
117-101 |
117-101 |
117-156 |
|
| S3 |
116-306 |
117-024 |
117-146 |
|
| S4 |
116-191 |
116-229 |
117-114 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-172 |
|
2.618 |
117-094 |
|
1.618 |
117-047 |
|
1.000 |
117-018 |
|
0.618 |
116-319 |
|
HIGH |
116-290 |
|
0.618 |
116-272 |
|
0.500 |
116-266 |
|
0.382 |
116-261 |
|
LOW |
116-242 |
|
0.618 |
116-213 |
|
1.000 |
116-195 |
|
1.618 |
116-166 |
|
2.618 |
116-118 |
|
4.250 |
116-041 |
|
|
| Fisher Pivots for day following 14-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
116-282 |
117-052 |
| PP |
116-274 |
117-025 |
| S1 |
116-266 |
116-318 |
|