ECBOT 5 Year T-Note Future June 2017
Trading Metrics calculated at close of trading on 17-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2017 |
17-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
117-200 |
117-250 |
0-050 |
0.1% |
117-155 |
High |
117-235 |
117-285 |
0-050 |
0.1% |
117-260 |
Low |
117-073 |
117-220 |
0-147 |
0.4% |
117-073 |
Close |
117-153 |
117-258 |
0-105 |
0.3% |
117-153 |
Range |
0-162 |
0-065 |
-0-098 |
-60.0% |
0-187 |
ATR |
0-083 |
0-087 |
0-004 |
4.2% |
0-000 |
Volume |
165 |
2,494 |
2,329 |
1,411.5% |
1,434 |
|
Daily Pivots for day following 17-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-129 |
118-098 |
117-293 |
|
R3 |
118-064 |
118-033 |
117-275 |
|
R2 |
117-319 |
117-319 |
117-269 |
|
R1 |
117-288 |
117-288 |
117-263 |
117-304 |
PP |
117-254 |
117-254 |
117-254 |
117-262 |
S1 |
117-223 |
117-223 |
117-252 |
117-239 |
S2 |
117-189 |
117-189 |
117-246 |
|
S3 |
117-124 |
117-158 |
117-240 |
|
S4 |
117-059 |
117-093 |
117-222 |
|
|
Weekly Pivots for week ending 13-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-084 |
118-306 |
117-256 |
|
R3 |
118-217 |
118-118 |
117-204 |
|
R2 |
118-029 |
118-029 |
117-187 |
|
R1 |
117-251 |
117-251 |
117-170 |
117-206 |
PP |
117-162 |
117-162 |
117-162 |
117-139 |
S1 |
117-063 |
117-063 |
117-135 |
117-019 |
S2 |
116-294 |
116-294 |
117-118 |
|
S3 |
116-107 |
116-196 |
117-101 |
|
S4 |
115-239 |
116-008 |
117-049 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
118-241 |
2.618 |
118-135 |
1.618 |
118-070 |
1.000 |
118-030 |
0.618 |
118-005 |
HIGH |
117-285 |
0.618 |
117-260 |
0.500 |
117-252 |
0.382 |
117-245 |
LOW |
117-220 |
0.618 |
117-180 |
1.000 |
117-155 |
1.618 |
117-115 |
2.618 |
117-050 |
4.250 |
116-264 |
|
|
Fisher Pivots for day following 17-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
117-256 |
117-231 |
PP |
117-254 |
117-205 |
S1 |
117-252 |
117-179 |
|