ECBOT 5 Year T-Note Future June 2017
Trading Metrics calculated at close of trading on 23-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2017 |
23-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
117-155 |
117-180 |
0-025 |
0.1% |
117-175 |
High |
117-220 |
117-273 |
0-053 |
0.1% |
117-215 |
Low |
117-107 |
117-173 |
0-065 |
0.2% |
116-307 |
Close |
117-182 |
117-247 |
0-065 |
0.2% |
117-182 |
Range |
0-113 |
0-100 |
-0-013 |
-11.1% |
0-228 |
ATR |
0-103 |
0-103 |
0-000 |
-0.2% |
0-000 |
Volume |
1,391,846 |
1,824,168 |
432,322 |
31.1% |
423,510 |
|
Daily Pivots for day following 23-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-211 |
118-169 |
117-302 |
|
R3 |
118-111 |
118-069 |
117-275 |
|
R2 |
118-011 |
118-011 |
117-266 |
|
R1 |
117-289 |
117-289 |
117-257 |
117-310 |
PP |
117-231 |
117-231 |
117-231 |
117-241 |
S1 |
117-189 |
117-189 |
117-238 |
117-210 |
S2 |
117-131 |
117-131 |
117-229 |
|
S3 |
117-031 |
117-089 |
117-220 |
|
S4 |
116-251 |
116-309 |
117-192 |
|
|
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 |
118-214 |
1.618 |
118-114 |
1.000 |
118-053 |
0.618 |
118-014 |
HIGH |
117-273 |
0.618 |
117-234 |
0.500 |
117-223 |
0.382 |
117-211 |
LOW |
117-173 |
0.618 |
117-111 |
1.000 |
117-073 |
1.618 |
117-011 |
2.618 |
116-231 |
4.250 |
116-068 |
|
|
Fisher Pivots for day following 23-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
117-239 |
117-228 |
PP |
117-231 |
117-209 |
S1 |
117-223 |
117-190 |
|