ECBOT 5 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 01-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2017 |
01-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
117-175 |
117-080 |
-0-095 |
-0.3% |
117-093 |
| High |
117-195 |
117-145 |
-0-050 |
-0.1% |
117-242 |
| Low |
117-100 |
117-035 |
-0-065 |
-0.2% |
116-313 |
| Close |
117-160 |
117-133 |
-0-027 |
-0.1% |
117-110 |
| Range |
0-095 |
0-110 |
0-015 |
15.8% |
0-250 |
| ATR |
0-099 |
0-101 |
0-002 |
1.9% |
0-000 |
| Volume |
13,766 |
24,506 |
10,740 |
78.0% |
86,847 |
|
| Daily Pivots for day following 01-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-114 |
118-073 |
117-193 |
|
| R3 |
118-004 |
117-283 |
117-163 |
|
| R2 |
117-214 |
117-214 |
117-153 |
|
| R1 |
117-173 |
117-173 |
117-143 |
117-194 |
| PP |
117-104 |
117-104 |
117-104 |
117-114 |
| S1 |
117-063 |
117-063 |
117-122 |
117-084 |
| S2 |
116-314 |
116-314 |
117-112 |
|
| S3 |
116-204 |
116-273 |
117-102 |
|
| S4 |
116-094 |
116-163 |
117-072 |
|
|
| 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 |
118-292 |
|
2.618 |
118-113 |
|
1.618 |
118-003 |
|
1.000 |
117-255 |
|
0.618 |
117-213 |
|
HIGH |
117-145 |
|
0.618 |
117-103 |
|
0.500 |
117-090 |
|
0.382 |
117-077 |
|
LOW |
117-035 |
|
0.618 |
116-287 |
|
1.000 |
116-245 |
|
1.618 |
116-177 |
|
2.618 |
116-067 |
|
4.250 |
115-208 |
|
|
| Fisher Pivots for day following 01-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
117-118 |
117-127 |
| PP |
117-104 |
117-121 |
| S1 |
117-090 |
117-115 |
|