ECBOT 5 Year T-Note Future June 2017
Trading Metrics calculated at close of trading on 24-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2017 |
24-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
117-093 |
117-180 |
0-087 |
0.2% |
117-250 |
High |
117-242 |
117-225 |
-0-018 |
0.0% |
117-285 |
Low |
117-087 |
117-095 |
0-008 |
0.0% |
116-305 |
Close |
117-210 |
117-095 |
-0-115 |
-0.3% |
117-090 |
Range |
0-155 |
0-130 |
-0-025 |
-16.1% |
0-300 |
ATR |
0-104 |
0-106 |
0-002 |
1.8% |
0-000 |
Volume |
20,791 |
37,557 |
16,766 |
80.6% |
8,392 |
|
Daily Pivots for day following 24-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-208 |
118-122 |
117-166 |
|
R3 |
118-078 |
117-312 |
117-131 |
|
R2 |
117-268 |
117-268 |
117-119 |
|
R1 |
117-182 |
117-182 |
117-107 |
117-160 |
PP |
117-138 |
117-138 |
117-138 |
117-128 |
S1 |
117-052 |
117-052 |
117-083 |
117-030 |
S2 |
117-008 |
117-008 |
117-071 |
|
S3 |
116-198 |
116-242 |
117-059 |
|
S4 |
116-068 |
116-112 |
117-024 |
|
|
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 |
119-137 |
2.618 |
118-245 |
1.618 |
118-115 |
1.000 |
118-035 |
0.618 |
117-305 |
HIGH |
117-225 |
0.618 |
117-175 |
0.500 |
117-160 |
0.382 |
117-145 |
LOW |
117-095 |
0.618 |
117-015 |
1.000 |
116-285 |
1.618 |
116-205 |
2.618 |
116-075 |
4.250 |
115-183 |
|
|
Fisher Pivots for day following 24-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
117-160 |
117-114 |
PP |
117-138 |
117-107 |
S1 |
117-117 |
117-101 |
|