ECBOT 5 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 22-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2016 |
22-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
116-233 |
116-227 |
-0-005 |
0.0% |
117-182 |
| High |
116-233 |
116-227 |
-0-005 |
0.0% |
117-182 |
| Low |
116-233 |
116-227 |
-0-005 |
0.0% |
116-167 |
| Close |
116-233 |
116-227 |
-0-005 |
0.0% |
116-173 |
| Range |
|
|
|
|
|
| ATR |
0-059 |
0-055 |
-0-004 |
-6.5% |
0-000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 22-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-227 |
116-227 |
116-227 |
|
| R3 |
116-227 |
116-227 |
116-227 |
|
| R2 |
116-227 |
116-227 |
116-227 |
|
| R1 |
116-227 |
116-227 |
116-227 |
116-227 |
| PP |
116-227 |
116-227 |
116-227 |
116-227 |
| S1 |
116-227 |
116-227 |
116-227 |
116-227 |
| S2 |
116-227 |
116-227 |
116-227 |
|
| S3 |
116-227 |
116-227 |
116-227 |
|
| S4 |
116-227 |
116-227 |
116-227 |
|
|
| Weekly Pivots for week ending 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-006 |
119-104 |
117-037 |
|
| R3 |
118-311 |
118-089 |
116-265 |
|
| R2 |
117-296 |
117-296 |
116-234 |
|
| R1 |
117-074 |
117-074 |
116-203 |
117-018 |
| PP |
116-281 |
116-281 |
116-281 |
116-252 |
| S1 |
116-059 |
116-059 |
116-142 |
116-002 |
| S2 |
115-266 |
115-266 |
116-111 |
|
| S3 |
114-251 |
115-044 |
116-080 |
|
| S4 |
113-236 |
114-029 |
115-308 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-227 |
|
2.618 |
116-227 |
|
1.618 |
116-227 |
|
1.000 |
116-227 |
|
0.618 |
116-227 |
|
HIGH |
116-227 |
|
0.618 |
116-227 |
|
0.500 |
116-227 |
|
0.382 |
116-227 |
|
LOW |
116-227 |
|
0.618 |
116-227 |
|
1.000 |
116-227 |
|
1.618 |
116-227 |
|
2.618 |
116-227 |
|
4.250 |
116-227 |
|
|
| Fisher Pivots for day following 22-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
116-227 |
116-224 |
| PP |
116-227 |
116-221 |
| S1 |
116-227 |
116-218 |
|