ECBOT 5 Year T-Note Future June 2017
Trading Metrics calculated at close of trading on 21-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2017 |
21-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
117-122 |
117-180 |
0-058 |
0.2% |
117-175 |
High |
117-215 |
117-187 |
-0-028 |
-0.1% |
117-215 |
Low |
117-105 |
117-115 |
0-010 |
0.0% |
116-307 |
Close |
117-182 |
117-178 |
-0-005 |
0.0% |
117-182 |
Range |
0-110 |
0-072 |
-0-038 |
-34.1% |
0-228 |
ATR |
0-104 |
0-102 |
-0-002 |
-2.2% |
0-000 |
Volume |
105,090 |
454,545 |
349,455 |
332.5% |
423,510 |
|
Daily Pivots for day following 21-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-057 |
118-030 |
117-217 |
|
R3 |
117-305 |
117-277 |
117-197 |
|
R2 |
117-232 |
117-232 |
117-191 |
|
R1 |
117-205 |
117-205 |
117-184 |
117-182 |
PP |
117-160 |
117-160 |
117-160 |
117-149 |
S1 |
117-133 |
117-133 |
117-171 |
117-110 |
S2 |
117-088 |
117-088 |
117-164 |
|
S3 |
117-015 |
117-060 |
117-158 |
|
S4 |
116-263 |
116-308 |
117-138 |
|
|
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 |
118-176 |
2.618 |
118-057 |
1.618 |
117-305 |
1.000 |
117-260 |
0.618 |
117-232 |
HIGH |
117-187 |
0.618 |
117-160 |
0.500 |
117-151 |
0.382 |
117-143 |
LOW |
117-115 |
0.618 |
117-070 |
1.000 |
117-043 |
1.618 |
116-318 |
2.618 |
116-245 |
4.250 |
116-127 |
|
|
Fisher Pivots for day following 21-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
117-169 |
117-158 |
PP |
117-160 |
117-138 |
S1 |
117-151 |
117-119 |
|