ECBOT 5 Year T-Note Future June 2017
Trading Metrics calculated at close of trading on 31-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2017 |
31-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
117-102 |
117-175 |
0-073 |
0.2% |
117-093 |
High |
117-147 |
117-195 |
0-048 |
0.1% |
117-242 |
Low |
117-090 |
117-100 |
0-010 |
0.0% |
116-313 |
Close |
117-118 |
117-160 |
0-042 |
0.1% |
117-110 |
Range |
0-057 |
0-095 |
0-038 |
65.3% |
0-250 |
ATR |
0-099 |
0-099 |
0-000 |
-0.3% |
0-000 |
Volume |
2,492 |
13,766 |
11,274 |
452.4% |
86,847 |
|
Daily Pivots for day following 31-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-117 |
118-073 |
117-212 |
|
R3 |
118-022 |
117-298 |
117-186 |
|
R2 |
117-247 |
117-247 |
117-177 |
|
R1 |
117-203 |
117-203 |
117-169 |
117-178 |
PP |
117-152 |
117-152 |
117-152 |
117-139 |
S1 |
117-108 |
117-108 |
117-151 |
117-082 |
S2 |
117-057 |
117-057 |
117-143 |
|
S3 |
116-282 |
117-013 |
117-134 |
|
S4 |
116-187 |
116-238 |
117-108 |
|
|
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 |
118-279 |
2.618 |
118-124 |
1.618 |
118-029 |
1.000 |
117-290 |
0.618 |
117-254 |
HIGH |
117-195 |
0.618 |
117-159 |
0.500 |
117-148 |
0.382 |
117-136 |
LOW |
117-100 |
0.618 |
117-041 |
1.000 |
117-005 |
1.618 |
116-266 |
2.618 |
116-171 |
4.250 |
116-016 |
|
|
Fisher Pivots for day following 31-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
117-156 |
117-145 |
PP |
117-152 |
117-131 |
S1 |
117-148 |
117-116 |
|