ECBOT 5 Year T-Note Future June 2017
Trading Metrics calculated at close of trading on 11-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2017 |
11-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
117-170 |
117-200 |
0-030 |
0.1% |
117-050 |
High |
117-180 |
117-238 |
0-058 |
0.2% |
117-230 |
Low |
117-150 |
117-120 |
-0-030 |
-0.1% |
116-293 |
Close |
117-155 |
117-158 |
0-002 |
0.0% |
117-085 |
Range |
0-030 |
0-118 |
0-088 |
291.9% |
0-258 |
ATR |
0-072 |
0-075 |
0-003 |
4.5% |
0-000 |
Volume |
54 |
113 |
59 |
109.3% |
187 |
|
Daily Pivots for day following 11-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-204 |
118-138 |
117-222 |
|
R3 |
118-087 |
118-021 |
117-190 |
|
R2 |
117-289 |
117-289 |
117-179 |
|
R1 |
117-223 |
117-223 |
117-168 |
117-198 |
PP |
117-172 |
117-172 |
117-172 |
117-159 |
S1 |
117-106 |
117-106 |
117-147 |
117-080 |
S2 |
117-054 |
117-054 |
117-136 |
|
S3 |
116-257 |
116-308 |
117-125 |
|
S4 |
116-139 |
116-191 |
117-093 |
|
|
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 |
119-097 |
2.618 |
118-225 |
1.618 |
118-108 |
1.000 |
118-035 |
0.618 |
117-310 |
HIGH |
117-238 |
0.618 |
117-193 |
0.500 |
117-179 |
0.382 |
117-165 |
LOW |
117-120 |
0.618 |
117-047 |
1.000 |
117-002 |
1.618 |
116-250 |
2.618 |
116-132 |
4.250 |
115-261 |
|
|
Fisher Pivots for day following 11-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
117-179 |
117-157 |
PP |
117-172 |
117-157 |
S1 |
117-165 |
117-156 |
|