ECBOT 5 Year T-Note Future June 2017
Trading Metrics calculated at close of trading on 18-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2017 |
18-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
117-250 |
117-190 |
-0-060 |
-0.2% |
117-155 |
High |
117-285 |
117-260 |
-0-025 |
-0.1% |
117-260 |
Low |
117-220 |
117-070 |
-0-150 |
-0.4% |
117-073 |
Close |
117-258 |
117-155 |
-0-102 |
-0.3% |
117-153 |
Range |
0-065 |
0-190 |
0-125 |
192.3% |
0-187 |
ATR |
0-087 |
0-094 |
0-007 |
8.5% |
0-000 |
Volume |
2,494 |
664 |
-1,830 |
-73.4% |
1,434 |
|
Daily Pivots for day following 18-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-092 |
118-313 |
117-259 |
|
R3 |
118-222 |
118-123 |
117-207 |
|
R2 |
118-032 |
118-032 |
117-190 |
|
R1 |
117-253 |
117-253 |
117-172 |
117-208 |
PP |
117-162 |
117-162 |
117-162 |
117-139 |
S1 |
117-063 |
117-063 |
117-138 |
117-018 |
S2 |
116-292 |
116-292 |
117-120 |
|
S3 |
116-102 |
116-193 |
117-103 |
|
S4 |
115-232 |
116-003 |
117-051 |
|
|
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 |
120-107 |
2.618 |
119-117 |
1.618 |
118-247 |
1.000 |
118-130 |
0.618 |
118-057 |
HIGH |
117-260 |
0.618 |
117-187 |
0.500 |
117-165 |
0.382 |
117-143 |
LOW |
117-070 |
0.618 |
116-273 |
1.000 |
116-200 |
1.618 |
116-083 |
2.618 |
115-213 |
4.250 |
114-223 |
|
|
Fisher Pivots for day following 18-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
117-165 |
117-178 |
PP |
117-162 |
117-170 |
S1 |
117-158 |
117-163 |
|