ECBOT 5 Year T-Note Future June 2017
Trading Metrics calculated at close of trading on 30-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2017 |
30-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
117-087 |
117-102 |
0-015 |
0.0% |
117-093 |
High |
117-110 |
117-147 |
0-037 |
0.1% |
117-242 |
Low |
117-038 |
117-090 |
0-053 |
0.1% |
116-313 |
Close |
117-110 |
117-118 |
0-007 |
0.0% |
117-110 |
Range |
0-073 |
0-057 |
-0-015 |
-20.7% |
0-250 |
ATR |
0-103 |
0-099 |
-0-003 |
-3.1% |
0-000 |
Volume |
5,419 |
2,492 |
-2,927 |
-54.0% |
86,847 |
|
Daily Pivots for day following 30-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-291 |
117-262 |
117-149 |
|
R3 |
117-233 |
117-204 |
117-133 |
|
R2 |
117-176 |
117-176 |
117-128 |
|
R1 |
117-147 |
117-147 |
117-123 |
117-161 |
PP |
117-118 |
117-118 |
117-118 |
117-126 |
S1 |
117-089 |
117-089 |
117-112 |
117-104 |
S2 |
117-061 |
117-061 |
117-107 |
|
S3 |
117-003 |
117-032 |
117-102 |
|
S4 |
116-266 |
116-294 |
117-086 |
|
|
Weekly Pivots for week ending 27-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-225 |
119-097 |
117-248 |
|
R3 |
118-295 |
118-167 |
117-179 |
|
R2 |
118-045 |
118-045 |
117-156 |
|
R1 |
117-238 |
117-238 |
117-133 |
117-301 |
PP |
117-115 |
117-115 |
117-115 |
117-147 |
S1 |
116-308 |
116-308 |
117-087 |
117-051 |
S2 |
116-185 |
116-185 |
117-064 |
|
S3 |
115-255 |
116-058 |
117-041 |
|
S4 |
115-005 |
115-128 |
116-293 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
118-072 |
2.618 |
117-298 |
1.618 |
117-240 |
1.000 |
117-205 |
0.618 |
117-183 |
HIGH |
117-147 |
0.618 |
117-126 |
0.500 |
117-119 |
0.382 |
117-112 |
LOW |
117-090 |
0.618 |
117-054 |
1.000 |
117-033 |
1.618 |
116-317 |
2.618 |
116-260 |
4.250 |
116-166 |
|
|
Fisher Pivots for day following 30-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
117-119 |
117-102 |
PP |
117-118 |
117-086 |
S1 |
117-118 |
117-070 |
|