ECBOT 5 Year T-Note Future June 2017
Trading Metrics calculated at close of trading on 26-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2017 |
26-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
117-065 |
117-042 |
-0-022 |
-0.1% |
117-250 |
High |
117-122 |
117-078 |
-0-045 |
-0.1% |
117-285 |
Low |
117-013 |
116-313 |
-0-020 |
-0.1% |
116-305 |
Close |
117-022 |
117-070 |
0-048 |
0.1% |
117-090 |
Range |
0-110 |
0-085 |
-0-025 |
-22.7% |
0-300 |
ATR |
0-106 |
0-105 |
-0-002 |
-1.4% |
0-000 |
Volume |
10,629 |
12,451 |
1,822 |
17.1% |
8,392 |
|
Daily Pivots for day following 26-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-302 |
117-271 |
117-117 |
|
R3 |
117-217 |
117-186 |
117-093 |
|
R2 |
117-132 |
117-132 |
117-086 |
|
R1 |
117-101 |
117-101 |
117-078 |
117-116 |
PP |
117-047 |
117-047 |
117-047 |
117-054 |
S1 |
117-016 |
117-016 |
117-062 |
117-031 |
S2 |
116-282 |
116-282 |
117-054 |
|
S3 |
116-197 |
116-251 |
117-047 |
|
S4 |
116-112 |
116-166 |
117-023 |
|
|
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 |
118-119 |
2.618 |
117-300 |
1.618 |
117-215 |
1.000 |
117-162 |
0.618 |
117-130 |
HIGH |
117-078 |
0.618 |
117-045 |
0.500 |
117-035 |
0.382 |
117-025 |
LOW |
116-313 |
0.618 |
116-260 |
1.000 |
116-228 |
1.618 |
116-175 |
2.618 |
116-090 |
4.250 |
115-271 |
|
|
Fisher Pivots for day following 26-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
117-058 |
117-109 |
PP |
117-047 |
117-096 |
S1 |
117-035 |
117-083 |
|