ECBOT 5 Year T-Note Future June 2017
Trading Metrics calculated at close of trading on 12-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2017 |
12-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
117-200 |
117-213 |
0-013 |
0.0% |
117-050 |
High |
117-238 |
117-260 |
0-022 |
0.1% |
117-230 |
Low |
117-120 |
117-175 |
0-055 |
0.1% |
116-293 |
Close |
117-158 |
117-175 |
0-018 |
0.0% |
117-085 |
Range |
0-118 |
0-085 |
-0-033 |
-27.7% |
0-258 |
ATR |
0-075 |
0-077 |
0-002 |
2.6% |
0-000 |
Volume |
113 |
1,076 |
963 |
852.2% |
187 |
|
Daily Pivots for day following 12-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-138 |
118-082 |
117-222 |
|
R3 |
118-053 |
117-317 |
117-198 |
|
R2 |
117-288 |
117-288 |
117-191 |
|
R1 |
117-232 |
117-232 |
117-183 |
117-218 |
PP |
117-203 |
117-203 |
117-203 |
117-196 |
S1 |
117-147 |
117-147 |
117-167 |
117-133 |
S2 |
117-118 |
117-118 |
117-159 |
|
S3 |
117-033 |
117-062 |
117-152 |
|
S4 |
116-268 |
116-297 |
117-128 |
|
|
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 |
118-301 |
2.618 |
118-163 |
1.618 |
118-078 |
1.000 |
118-025 |
0.618 |
117-313 |
HIGH |
117-260 |
0.618 |
117-228 |
0.500 |
117-218 |
0.382 |
117-207 |
LOW |
117-175 |
0.618 |
117-122 |
1.000 |
117-090 |
1.618 |
117-037 |
2.618 |
116-272 |
4.250 |
116-134 |
|
|
Fisher Pivots for day following 12-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
117-218 |
117-190 |
PP |
117-203 |
117-185 |
S1 |
117-189 |
117-180 |
|