ECBOT 5 Year T-Note Future June 2017
Trading Metrics calculated at close of trading on 02-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2017 |
02-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
117-080 |
117-150 |
0-070 |
0.2% |
117-093 |
High |
117-145 |
117-200 |
0-055 |
0.1% |
117-242 |
Low |
117-035 |
117-118 |
0-082 |
0.2% |
116-313 |
Close |
117-133 |
117-142 |
0-010 |
0.0% |
117-110 |
Range |
0-110 |
0-082 |
-0-027 |
-25.0% |
0-250 |
ATR |
0-101 |
0-100 |
-0-001 |
-1.3% |
0-000 |
Volume |
24,506 |
8,255 |
-16,251 |
-66.3% |
86,847 |
|
Daily Pivots for day following 02-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-081 |
118-034 |
117-188 |
|
R3 |
117-318 |
117-272 |
117-165 |
|
R2 |
117-236 |
117-236 |
117-158 |
|
R1 |
117-189 |
117-189 |
117-150 |
117-171 |
PP |
117-153 |
117-153 |
117-153 |
117-144 |
S1 |
117-107 |
117-107 |
117-135 |
117-089 |
S2 |
117-071 |
117-071 |
117-127 |
|
S3 |
116-308 |
117-024 |
117-120 |
|
S4 |
116-226 |
116-262 |
117-097 |
|
|
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 |
118-231 |
2.618 |
118-096 |
1.618 |
118-013 |
1.000 |
117-282 |
0.618 |
117-251 |
HIGH |
117-200 |
0.618 |
117-168 |
0.500 |
117-159 |
0.382 |
117-149 |
LOW |
117-118 |
0.618 |
117-067 |
1.000 |
117-035 |
1.618 |
116-304 |
2.618 |
116-222 |
4.250 |
116-087 |
|
|
Fisher Pivots for day following 02-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
117-159 |
117-134 |
PP |
117-153 |
117-126 |
S1 |
117-148 |
117-118 |
|