ECBOT 5 Year T-Note Future June 2017
Trading Metrics calculated at close of trading on 16-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2016 |
16-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
116-167 |
116-173 |
0-005 |
0.0% |
117-182 |
High |
116-167 |
116-173 |
0-005 |
0.0% |
117-182 |
Low |
116-167 |
116-173 |
0-005 |
0.0% |
116-167 |
Close |
116-167 |
116-173 |
0-005 |
0.0% |
116-173 |
Range |
|
|
|
|
|
ATR |
0-067 |
0-062 |
-0-004 |
-6.6% |
0-000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116-173 |
116-173 |
116-173 |
|
R3 |
116-173 |
116-173 |
116-173 |
|
R2 |
116-173 |
116-173 |
116-173 |
|
R1 |
116-173 |
116-173 |
116-173 |
116-173 |
PP |
116-173 |
116-173 |
116-173 |
116-173 |
S1 |
116-173 |
116-173 |
116-173 |
116-173 |
S2 |
116-173 |
116-173 |
116-173 |
|
S3 |
116-173 |
116-173 |
116-173 |
|
S4 |
116-173 |
116-173 |
116-173 |
|
|
Weekly Pivots for week ending 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-006 |
119-104 |
117-037 |
|
R3 |
118-311 |
118-089 |
116-265 |
|
R2 |
117-296 |
117-296 |
116-234 |
|
R1 |
117-074 |
117-074 |
116-203 |
117-018 |
PP |
116-281 |
116-281 |
116-281 |
116-252 |
S1 |
116-059 |
116-059 |
116-142 |
116-002 |
S2 |
115-266 |
115-266 |
116-111 |
|
S3 |
114-251 |
115-044 |
116-080 |
|
S4 |
113-236 |
114-029 |
115-308 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
116-173 |
2.618 |
116-173 |
1.618 |
116-173 |
1.000 |
116-173 |
0.618 |
116-173 |
HIGH |
116-173 |
0.618 |
116-173 |
0.500 |
116-173 |
0.382 |
116-173 |
LOW |
116-173 |
0.618 |
116-173 |
1.000 |
116-173 |
1.618 |
116-173 |
2.618 |
116-173 |
4.250 |
116-173 |
|
|
Fisher Pivots for day following 16-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
116-173 |
116-229 |
PP |
116-173 |
116-210 |
S1 |
116-173 |
116-191 |
|