ECBOT 5 Year T-Note Future June 2017
Trading Metrics calculated at close of trading on 27-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2016 |
27-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
116-245 |
116-215 |
-0-030 |
-0.1% |
116-245 |
High |
116-245 |
116-215 |
-0-030 |
-0.1% |
116-245 |
Low |
116-245 |
116-215 |
-0-030 |
-0.1% |
116-202 |
Close |
116-245 |
116-215 |
-0-030 |
-0.1% |
116-245 |
Range |
|
|
|
|
|
ATR |
0-053 |
0-051 |
-0-002 |
-3.1% |
0-000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116-215 |
116-215 |
116-215 |
|
R3 |
116-215 |
116-215 |
116-215 |
|
R2 |
116-215 |
116-215 |
116-215 |
|
R1 |
116-215 |
116-215 |
116-215 |
116-215 |
PP |
116-215 |
116-215 |
116-215 |
116-215 |
S1 |
116-215 |
116-215 |
116-215 |
116-215 |
S2 |
116-215 |
116-215 |
116-215 |
|
S3 |
116-215 |
116-215 |
116-215 |
|
S4 |
116-215 |
116-215 |
116-215 |
|
|
Weekly Pivots for week ending 23-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-038 |
117-024 |
116-268 |
|
R3 |
116-316 |
116-302 |
116-257 |
|
R2 |
116-273 |
116-273 |
116-253 |
|
R1 |
116-259 |
116-259 |
116-249 |
116-266 |
PP |
116-231 |
116-231 |
116-231 |
116-234 |
S1 |
116-217 |
116-217 |
116-241 |
116-224 |
S2 |
116-188 |
116-188 |
116-237 |
|
S3 |
116-146 |
116-174 |
116-233 |
|
S4 |
116-103 |
116-132 |
116-222 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
116-215 |
2.618 |
116-215 |
1.618 |
116-215 |
1.000 |
116-215 |
0.618 |
116-215 |
HIGH |
116-215 |
0.618 |
116-215 |
0.500 |
116-215 |
0.382 |
116-215 |
LOW |
116-215 |
0.618 |
116-215 |
1.000 |
116-215 |
1.618 |
116-215 |
2.618 |
116-215 |
4.250 |
116-215 |
|
|
Fisher Pivots for day following 27-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
116-215 |
116-230 |
PP |
116-215 |
116-225 |
S1 |
116-215 |
116-220 |
|