ECBOT 5 Year T-Note Future June 2017
Trading Metrics calculated at close of trading on 30-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2016 |
30-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
117-050 |
117-102 |
0-052 |
0.1% |
116-215 |
High |
117-050 |
117-102 |
0-052 |
0.1% |
117-102 |
Low |
117-050 |
117-102 |
0-052 |
0.1% |
116-215 |
Close |
117-050 |
117-102 |
0-052 |
0.1% |
117-102 |
Range |
|
|
|
|
|
ATR |
0-055 |
0-055 |
0-000 |
-0.3% |
0-000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-102 |
117-102 |
117-102 |
|
R3 |
117-102 |
117-102 |
117-102 |
|
R2 |
117-102 |
117-102 |
117-102 |
|
R1 |
117-102 |
117-102 |
117-102 |
117-102 |
PP |
117-102 |
117-102 |
117-102 |
117-102 |
S1 |
117-102 |
117-102 |
117-102 |
117-102 |
S2 |
117-102 |
117-102 |
117-102 |
|
S3 |
117-102 |
117-102 |
117-102 |
|
S4 |
117-102 |
117-102 |
117-102 |
|
|
Weekly Pivots for week ending 30-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-016 |
118-267 |
117-217 |
|
R3 |
118-128 |
118-059 |
117-160 |
|
R2 |
117-241 |
117-241 |
117-141 |
|
R1 |
117-172 |
117-172 |
117-122 |
117-206 |
PP |
117-033 |
117-033 |
117-033 |
117-051 |
S1 |
116-284 |
116-284 |
117-083 |
116-319 |
S2 |
116-146 |
116-146 |
117-064 |
|
S3 |
115-258 |
116-077 |
117-045 |
|
S4 |
115-051 |
115-189 |
116-308 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
117-102 |
2.618 |
117-102 |
1.618 |
117-102 |
1.000 |
117-102 |
0.618 |
117-102 |
HIGH |
117-102 |
0.618 |
117-102 |
0.500 |
117-102 |
0.382 |
117-102 |
LOW |
117-102 |
0.618 |
117-102 |
1.000 |
117-102 |
1.618 |
117-102 |
2.618 |
117-102 |
4.250 |
117-102 |
|
|
Fisher Pivots for day following 30-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
117-102 |
117-082 |
PP |
117-102 |
117-062 |
S1 |
117-102 |
117-042 |
|