ECBOT 5 Year T-Note Future June 2017
Trading Metrics calculated at close of trading on 17-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2017 |
17-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
117-022 |
117-122 |
0-100 |
0.3% |
117-175 |
High |
117-140 |
117-215 |
0-075 |
0.2% |
117-215 |
Low |
117-022 |
117-105 |
0-082 |
0.2% |
116-307 |
Close |
117-122 |
117-182 |
0-060 |
0.2% |
117-182 |
Range |
0-118 |
0-110 |
-0-007 |
-6.4% |
0-228 |
ATR |
0-104 |
0-104 |
0-000 |
0.4% |
0-000 |
Volume |
88,310 |
105,090 |
16,780 |
19.0% |
423,510 |
|
Daily Pivots for day following 17-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-178 |
118-130 |
117-243 |
|
R3 |
118-068 |
118-020 |
117-213 |
|
R2 |
117-278 |
117-278 |
117-203 |
|
R1 |
117-230 |
117-230 |
117-193 |
117-254 |
PP |
117-167 |
117-167 |
117-167 |
117-179 |
S1 |
117-120 |
117-120 |
117-172 |
117-144 |
S2 |
117-057 |
117-057 |
117-162 |
|
S3 |
116-267 |
117-010 |
117-152 |
|
S4 |
116-157 |
116-220 |
117-122 |
|
|
Weekly Pivots for week ending 17-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-171 |
119-084 |
117-308 |
|
R3 |
118-263 |
118-177 |
117-245 |
|
R2 |
118-036 |
118-036 |
117-224 |
|
R1 |
117-269 |
117-269 |
117-203 |
117-313 |
PP |
117-128 |
117-128 |
117-128 |
117-150 |
S1 |
117-042 |
117-042 |
117-162 |
117-085 |
S2 |
116-221 |
116-221 |
117-141 |
|
S3 |
115-313 |
116-134 |
117-120 |
|
S4 |
115-086 |
115-227 |
117-057 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
119-043 |
2.618 |
118-183 |
1.618 |
118-073 |
1.000 |
118-005 |
0.618 |
117-283 |
HIGH |
117-215 |
0.618 |
117-173 |
0.500 |
117-160 |
0.382 |
117-147 |
LOW |
117-105 |
0.618 |
117-037 |
1.000 |
116-315 |
1.618 |
116-247 |
2.618 |
116-137 |
4.250 |
115-277 |
|
|
Fisher Pivots for day following 17-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
117-175 |
117-155 |
PP |
117-167 |
117-128 |
S1 |
117-160 |
117-101 |
|