ECBOT 5 Year T-Note Future June 2017
Trading Metrics calculated at close of trading on 19-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2017 |
19-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
117-190 |
117-095 |
-0-095 |
-0.3% |
117-155 |
High |
117-260 |
117-095 |
-0-165 |
-0.4% |
117-260 |
Low |
117-070 |
116-310 |
-0-080 |
-0.2% |
117-073 |
Close |
117-155 |
117-050 |
-0-105 |
-0.3% |
117-153 |
Range |
0-190 |
0-105 |
-0-085 |
-44.7% |
0-187 |
ATR |
0-094 |
0-099 |
0-005 |
5.4% |
0-000 |
Volume |
664 |
3,472 |
2,808 |
422.9% |
1,434 |
|
Daily Pivots for day following 19-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-040 |
117-310 |
117-108 |
|
R3 |
117-255 |
117-205 |
117-079 |
|
R2 |
117-150 |
117-150 |
117-069 |
|
R1 |
117-100 |
117-100 |
117-060 |
117-073 |
PP |
117-045 |
117-045 |
117-045 |
117-031 |
S1 |
116-315 |
116-315 |
117-040 |
116-288 |
S2 |
116-260 |
116-260 |
117-031 |
|
S3 |
116-155 |
116-210 |
117-021 |
|
S4 |
116-050 |
116-105 |
116-312 |
|
|
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 |
118-221 |
2.618 |
118-050 |
1.618 |
117-265 |
1.000 |
117-200 |
0.618 |
117-160 |
HIGH |
117-095 |
0.618 |
117-055 |
0.500 |
117-043 |
0.382 |
117-030 |
LOW |
116-310 |
0.618 |
116-245 |
1.000 |
116-205 |
1.618 |
116-140 |
2.618 |
116-035 |
4.250 |
115-184 |
|
|
Fisher Pivots for day following 19-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
117-048 |
117-138 |
PP |
117-045 |
117-108 |
S1 |
117-043 |
117-079 |
|