ECBOT 5 Year T-Note Future June 2017
Trading Metrics calculated at close of trading on 09-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2017 |
09-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
117-300 |
118-015 |
0-035 |
0.1% |
117-102 |
High |
118-047 |
118-022 |
-0-025 |
-0.1% |
117-235 |
Low |
117-255 |
117-227 |
-0-028 |
-0.1% |
117-035 |
Close |
118-005 |
117-235 |
-0-090 |
-0.2% |
117-125 |
Range |
0-112 |
0-115 |
0-003 |
2.2% |
0-200 |
ATR |
0-106 |
0-106 |
0-001 |
0.6% |
0-000 |
Volume |
19,390 |
27,226 |
7,836 |
40.4% |
87,961 |
|
Daily Pivots for day following 09-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-293 |
118-219 |
117-298 |
|
R3 |
118-178 |
118-104 |
117-267 |
|
R2 |
118-063 |
118-063 |
117-256 |
|
R1 |
117-309 |
117-309 |
117-246 |
117-289 |
PP |
117-268 |
117-268 |
117-268 |
117-258 |
S1 |
117-194 |
117-194 |
117-224 |
117-174 |
S2 |
117-153 |
117-153 |
117-214 |
|
S3 |
117-038 |
117-079 |
117-203 |
|
S4 |
116-243 |
116-284 |
117-172 |
|
|
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 |
119-191 |
2.618 |
119-004 |
1.618 |
118-209 |
1.000 |
118-138 |
0.618 |
118-094 |
HIGH |
118-022 |
0.618 |
117-299 |
0.500 |
117-285 |
0.382 |
117-271 |
LOW |
117-227 |
0.618 |
117-156 |
1.000 |
117-112 |
1.618 |
117-041 |
2.618 |
116-246 |
4.250 |
116-059 |
|
|
Fisher Pivots for day following 09-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
117-285 |
117-296 |
PP |
117-268 |
117-276 |
S1 |
117-252 |
117-255 |
|