ECBOT 5 Year T-Note Future June 2017
Trading Metrics calculated at close of trading on 22-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2017 |
22-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
117-180 |
117-155 |
-0-025 |
-0.1% |
117-175 |
High |
117-187 |
117-220 |
0-033 |
0.1% |
117-215 |
Low |
117-115 |
117-107 |
-0-008 |
0.0% |
116-307 |
Close |
117-178 |
117-182 |
0-005 |
0.0% |
117-182 |
Range |
0-072 |
0-113 |
0-040 |
55.2% |
0-228 |
ATR |
0-102 |
0-103 |
0-001 |
0.7% |
0-000 |
Volume |
454,545 |
1,391,846 |
937,301 |
206.2% |
423,510 |
|
Daily Pivots for day following 22-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-188 |
118-138 |
117-244 |
|
R3 |
118-075 |
118-025 |
117-213 |
|
R2 |
117-283 |
117-283 |
117-203 |
|
R1 |
117-233 |
117-233 |
117-193 |
117-258 |
PP |
117-170 |
117-170 |
117-170 |
117-182 |
S1 |
117-120 |
117-120 |
117-172 |
117-145 |
S2 |
117-057 |
117-057 |
117-162 |
|
S3 |
116-265 |
117-007 |
117-152 |
|
S4 |
116-152 |
116-215 |
117-121 |
|
|
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 |
119-058 |
2.618 |
118-195 |
1.618 |
118-082 |
1.000 |
118-013 |
0.618 |
117-290 |
HIGH |
117-220 |
0.618 |
117-177 |
0.500 |
117-164 |
0.382 |
117-150 |
LOW |
117-107 |
0.618 |
117-038 |
1.000 |
116-315 |
1.618 |
116-245 |
2.618 |
116-133 |
4.250 |
115-269 |
|
|
Fisher Pivots for day following 22-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
117-176 |
117-176 |
PP |
117-170 |
117-169 |
S1 |
117-164 |
117-162 |
|