ECBOT 5 Year T-Note Future June 2017
Trading Metrics calculated at close of trading on 08-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2017 |
08-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
117-267 |
117-300 |
0-033 |
0.1% |
117-102 |
High |
117-315 |
118-047 |
0-052 |
0.1% |
117-235 |
Low |
117-225 |
117-255 |
0-030 |
0.1% |
117-035 |
Close |
117-273 |
118-005 |
0-052 |
0.1% |
117-125 |
Range |
0-090 |
0-112 |
0-022 |
25.0% |
0-200 |
ATR |
0-105 |
0-106 |
0-001 |
0.5% |
0-000 |
Volume |
52,986 |
19,390 |
-33,596 |
-63.4% |
87,961 |
|
Daily Pivots for day following 08-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-013 |
118-282 |
118-067 |
|
R3 |
118-221 |
118-169 |
118-036 |
|
R2 |
118-108 |
118-108 |
118-026 |
|
R1 |
118-057 |
118-057 |
118-015 |
118-082 |
PP |
117-316 |
117-316 |
117-316 |
118-009 |
S1 |
117-264 |
117-264 |
117-315 |
117-290 |
S2 |
117-203 |
117-203 |
117-304 |
|
S3 |
117-091 |
117-152 |
117-294 |
|
S4 |
116-298 |
117-039 |
117-263 |
|
|
Weekly Pivots for week ending 03-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-092 |
118-308 |
117-235 |
|
R3 |
118-212 |
118-108 |
117-180 |
|
R2 |
118-012 |
118-012 |
117-162 |
|
R1 |
117-228 |
117-228 |
117-143 |
117-280 |
PP |
117-132 |
117-132 |
117-132 |
117-158 |
S1 |
117-028 |
117-028 |
117-107 |
117-080 |
S2 |
116-252 |
116-252 |
117-088 |
|
S3 |
116-052 |
116-148 |
117-070 |
|
S4 |
115-172 |
115-268 |
117-015 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
119-206 |
2.618 |
119-022 |
1.618 |
118-229 |
1.000 |
118-160 |
0.618 |
118-117 |
HIGH |
118-047 |
0.618 |
118-005 |
0.500 |
117-311 |
0.382 |
117-298 |
LOW |
117-255 |
0.618 |
117-185 |
1.000 |
117-143 |
1.618 |
117-073 |
2.618 |
116-281 |
4.250 |
116-097 |
|
|
Fisher Pivots for day following 08-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
118-000 |
117-310 |
PP |
117-316 |
117-294 |
S1 |
117-311 |
117-279 |
|