ECBOT 5 Year T-Note Future June 2017
Trading Metrics calculated at close of trading on 10-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2017 |
10-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
117-155 |
117-170 |
0-015 |
0.0% |
117-050 |
High |
117-162 |
117-180 |
0-018 |
0.0% |
117-230 |
Low |
117-075 |
117-150 |
0-075 |
0.2% |
116-293 |
Close |
117-155 |
117-155 |
0-000 |
0.0% |
117-085 |
Range |
0-087 |
0-030 |
-0-058 |
-65.7% |
0-258 |
ATR |
0-075 |
0-072 |
-0-003 |
-4.3% |
0-000 |
Volume |
26 |
54 |
28 |
107.7% |
187 |
|
Daily Pivots for day following 10-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-252 |
117-233 |
117-171 |
|
R3 |
117-222 |
117-203 |
117-163 |
|
R2 |
117-192 |
117-192 |
117-161 |
|
R1 |
117-173 |
117-173 |
117-158 |
117-168 |
PP |
117-162 |
117-162 |
117-162 |
117-159 |
S1 |
117-143 |
117-143 |
117-152 |
117-138 |
S2 |
117-132 |
117-132 |
117-150 |
|
S3 |
117-102 |
117-113 |
117-147 |
|
S4 |
117-072 |
117-083 |
117-139 |
|
|
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 |
117-307 |
2.618 |
117-258 |
1.618 |
117-229 |
1.000 |
117-210 |
0.618 |
117-199 |
HIGH |
117-180 |
0.618 |
117-169 |
0.500 |
117-165 |
0.382 |
117-161 |
LOW |
117-150 |
0.618 |
117-131 |
1.000 |
117-120 |
1.618 |
117-102 |
2.618 |
117-072 |
4.250 |
117-023 |
|
|
Fisher Pivots for day following 10-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
117-165 |
117-154 |
PP |
117-162 |
117-153 |
S1 |
117-158 |
117-151 |
|