ECBOT 5 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 05-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2017 |
05-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
117-045 |
117-113 |
0-068 |
0.2% |
116-215 |
| High |
117-073 |
117-230 |
0-158 |
0.4% |
117-102 |
| Low |
117-025 |
117-040 |
0-015 |
0.0% |
116-215 |
| Close |
117-045 |
117-182 |
0-138 |
0.4% |
117-102 |
| Range |
0-048 |
0-190 |
0-142 |
299.9% |
0-207 |
| ATR |
0-059 |
0-068 |
0-009 |
15.8% |
0-000 |
| Volume |
0 |
187 |
187 |
|
0 |
|
| Daily Pivots for day following 05-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-081 |
119-002 |
117-287 |
|
| R3 |
118-211 |
118-132 |
117-235 |
|
| R2 |
118-021 |
118-021 |
117-217 |
|
| R1 |
117-262 |
117-262 |
117-200 |
117-301 |
| PP |
117-151 |
117-151 |
117-151 |
117-171 |
| S1 |
117-072 |
117-072 |
117-165 |
117-111 |
| S2 |
116-281 |
116-281 |
117-148 |
|
| S3 |
116-091 |
116-202 |
117-130 |
|
| S4 |
115-221 |
116-012 |
117-078 |
|
|
| 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 |
120-078 |
|
2.618 |
119-087 |
|
1.618 |
118-217 |
|
1.000 |
118-100 |
|
0.618 |
118-027 |
|
HIGH |
117-230 |
|
0.618 |
117-157 |
|
0.500 |
117-135 |
|
0.382 |
117-113 |
|
LOW |
117-040 |
|
0.618 |
116-243 |
|
1.000 |
116-170 |
|
1.618 |
116-053 |
|
2.618 |
115-183 |
|
4.250 |
114-192 |
|
|
| Fisher Pivots for day following 05-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
117-167 |
117-155 |
| PP |
117-151 |
117-128 |
| S1 |
117-135 |
117-101 |
|