ECBOT 5 Year T-Note Future June 2017
Trading Metrics calculated at close of trading on 06-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2017 |
06-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
117-113 |
117-085 |
-0-028 |
-0.1% |
117-050 |
High |
117-230 |
117-227 |
-0-003 |
0.0% |
117-230 |
Low |
117-040 |
117-080 |
0-040 |
0.1% |
116-293 |
Close |
117-182 |
117-085 |
-0-098 |
-0.3% |
117-085 |
Range |
0-190 |
0-147 |
-0-043 |
-22.4% |
0-258 |
ATR |
0-068 |
0-074 |
0-006 |
8.3% |
0-000 |
Volume |
187 |
0 |
-187 |
-100.0% |
187 |
|
Daily Pivots for day following 06-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-253 |
118-157 |
117-166 |
|
R3 |
118-106 |
118-009 |
117-126 |
|
R2 |
117-278 |
117-278 |
117-112 |
|
R1 |
117-182 |
117-182 |
117-099 |
117-159 |
PP |
117-131 |
117-131 |
117-131 |
117-119 |
S1 |
117-034 |
117-034 |
117-071 |
117-011 |
S2 |
116-303 |
116-303 |
117-058 |
|
S3 |
116-156 |
116-207 |
117-044 |
|
S4 |
116-008 |
116-059 |
117-004 |
|
|
Weekly Pivots for week ending 06-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-228 |
119-094 |
117-227 |
|
R3 |
118-291 |
118-157 |
117-156 |
|
R2 |
118-033 |
118-033 |
117-132 |
|
R1 |
117-219 |
117-219 |
117-109 |
117-286 |
PP |
117-096 |
117-096 |
117-096 |
117-129 |
S1 |
116-282 |
116-282 |
117-061 |
117-029 |
S2 |
116-158 |
116-158 |
117-038 |
|
S3 |
115-221 |
116-024 |
117-014 |
|
S4 |
114-283 |
115-087 |
116-263 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
119-214 |
2.618 |
118-294 |
1.618 |
118-146 |
1.000 |
118-055 |
0.618 |
117-319 |
HIGH |
117-227 |
0.618 |
117-171 |
0.500 |
117-154 |
0.382 |
117-136 |
LOW |
117-080 |
0.618 |
116-309 |
1.000 |
116-253 |
1.618 |
116-161 |
2.618 |
116-014 |
4.250 |
115-093 |
|
|
Fisher Pivots for day following 06-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
117-154 |
117-128 |
PP |
117-131 |
117-113 |
S1 |
117-108 |
117-099 |
|