ECBOT 5 Year T-Note Future June 2017
Trading Metrics calculated at close of trading on 23-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2017 |
23-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
117-033 |
117-093 |
0-060 |
0.2% |
117-250 |
High |
117-102 |
117-242 |
0-140 |
0.4% |
117-285 |
Low |
116-305 |
117-087 |
0-102 |
0.3% |
116-305 |
Close |
117-090 |
117-210 |
0-120 |
0.3% |
117-090 |
Range |
0-118 |
0-155 |
0-038 |
31.9% |
0-300 |
ATR |
0-100 |
0-104 |
0-004 |
3.9% |
0-000 |
Volume |
1,762 |
20,791 |
19,029 |
1,080.0% |
8,392 |
|
Daily Pivots for day following 23-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-005 |
118-263 |
117-295 |
|
R3 |
118-170 |
118-108 |
117-253 |
|
R2 |
118-015 |
118-015 |
117-238 |
|
R1 |
117-273 |
117-273 |
117-224 |
117-304 |
PP |
117-180 |
117-180 |
117-180 |
117-196 |
S1 |
117-118 |
117-118 |
117-196 |
117-149 |
S2 |
117-025 |
117-025 |
117-182 |
|
S3 |
116-190 |
116-282 |
117-167 |
|
S4 |
116-035 |
116-127 |
117-125 |
|
|
Weekly Pivots for week ending 20-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-060 |
119-215 |
117-255 |
|
R3 |
119-080 |
118-235 |
117-173 |
|
R2 |
118-100 |
118-100 |
117-145 |
|
R1 |
117-255 |
117-255 |
117-118 |
117-188 |
PP |
117-120 |
117-120 |
117-120 |
117-086 |
S1 |
116-275 |
116-275 |
117-063 |
116-208 |
S2 |
116-140 |
116-140 |
117-035 |
|
S3 |
115-160 |
115-295 |
117-008 |
|
S4 |
114-180 |
114-315 |
116-245 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
119-261 |
2.618 |
119-008 |
1.618 |
118-173 |
1.000 |
118-078 |
0.618 |
118-018 |
HIGH |
117-242 |
0.618 |
117-183 |
0.500 |
117-165 |
0.382 |
117-147 |
LOW |
117-087 |
0.618 |
116-312 |
1.000 |
116-252 |
1.618 |
116-157 |
2.618 |
116-002 |
4.250 |
115-069 |
|
|
Fisher Pivots for day following 23-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
117-195 |
117-178 |
PP |
117-180 |
117-146 |
S1 |
117-165 |
117-114 |
|