ECBOT 5 Year T-Note Future June 2017
Trading Metrics calculated at close of trading on 15-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2016 |
15-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
116-290 |
116-167 |
-0-123 |
-0.3% |
117-213 |
High |
116-290 |
116-167 |
-0-123 |
-0.3% |
117-293 |
Low |
116-242 |
116-167 |
-0-075 |
-0.2% |
117-178 |
Close |
116-290 |
116-167 |
-0-123 |
-0.3% |
117-178 |
Range |
0-048 |
0-000 |
-0-048 |
-100.0% |
0-115 |
ATR |
0-000 |
0-067 |
0-067 |
|
0-000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116-167 |
116-167 |
116-167 |
|
R3 |
116-167 |
116-167 |
116-167 |
|
R2 |
116-167 |
116-167 |
116-167 |
|
R1 |
116-167 |
116-167 |
116-167 |
116-167 |
PP |
116-167 |
116-167 |
116-167 |
116-167 |
S1 |
116-167 |
116-167 |
116-167 |
116-167 |
S2 |
116-167 |
116-167 |
116-167 |
|
S3 |
116-167 |
116-167 |
116-167 |
|
S4 |
116-167 |
116-167 |
116-167 |
|
|
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 |
116-167 |
2.618 |
116-167 |
1.618 |
116-167 |
1.000 |
116-167 |
0.618 |
116-167 |
HIGH |
116-167 |
0.618 |
116-167 |
0.500 |
116-167 |
0.382 |
116-167 |
LOW |
116-167 |
0.618 |
116-167 |
1.000 |
116-167 |
1.618 |
116-167 |
2.618 |
116-167 |
4.250 |
116-167 |
|
|
Fisher Pivots for day following 15-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
116-167 |
116-299 |
PP |
116-167 |
116-255 |
S1 |
116-167 |
116-211 |
|