ECBOT 5 Year T-Note Future June 2017
Trading Metrics calculated at close of trading on 16-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2017 |
16-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
117-065 |
117-022 |
-0-042 |
-0.1% |
117-200 |
High |
117-087 |
117-140 |
0-053 |
0.1% |
118-047 |
Low |
116-307 |
117-022 |
0-035 |
0.1% |
117-187 |
Close |
117-018 |
117-122 |
0-105 |
0.3% |
117-207 |
Range |
0-100 |
0-118 |
0-018 |
17.5% |
0-180 |
ATR |
0-102 |
0-104 |
0-001 |
1.4% |
0-000 |
Volume |
76,831 |
88,310 |
11,479 |
14.9% |
171,383 |
|
Daily Pivots for day following 16-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-128 |
118-083 |
117-187 |
|
R3 |
118-010 |
117-285 |
117-155 |
|
R2 |
117-213 |
117-213 |
117-144 |
|
R1 |
117-167 |
117-167 |
117-133 |
117-190 |
PP |
117-095 |
117-095 |
117-095 |
117-106 |
S1 |
117-050 |
117-050 |
117-112 |
117-072 |
S2 |
116-297 |
116-297 |
117-101 |
|
S3 |
116-180 |
116-252 |
117-090 |
|
S4 |
116-062 |
116-135 |
117-058 |
|
|
Weekly Pivots for week ending 10-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-154 |
119-041 |
117-306 |
|
R3 |
118-294 |
118-181 |
117-257 |
|
R2 |
118-114 |
118-114 |
117-240 |
|
R1 |
118-001 |
118-001 |
117-224 |
118-057 |
PP |
117-254 |
117-254 |
117-254 |
117-282 |
S1 |
117-141 |
117-141 |
117-191 |
117-197 |
S2 |
117-074 |
117-074 |
117-174 |
|
S3 |
116-214 |
116-281 |
117-158 |
|
S4 |
116-034 |
116-101 |
117-108 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
118-319 |
2.618 |
118-128 |
1.618 |
118-010 |
1.000 |
117-258 |
0.618 |
117-213 |
HIGH |
117-140 |
0.618 |
117-095 |
0.500 |
117-081 |
0.382 |
117-067 |
LOW |
117-022 |
0.618 |
116-270 |
1.000 |
116-225 |
1.618 |
116-152 |
2.618 |
116-035 |
4.250 |
115-163 |
|
|
Fisher Pivots for day following 16-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
117-109 |
117-109 |
PP |
117-095 |
117-095 |
S1 |
117-081 |
117-081 |
|