ECBOT 5 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 03-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2016 |
03-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
117-102 |
117-050 |
-0-052 |
-0.1% |
116-215 |
| High |
117-102 |
117-050 |
-0-052 |
-0.1% |
117-102 |
| Low |
117-102 |
116-293 |
-0-130 |
-0.3% |
116-215 |
| Close |
117-102 |
117-050 |
-0-052 |
-0.1% |
117-102 |
| Range |
0-000 |
0-078 |
0-078 |
|
0-207 |
| ATR |
0-055 |
0-060 |
0-005 |
9.9% |
0-000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-257 |
117-231 |
117-093 |
|
| R3 |
117-179 |
117-153 |
117-071 |
|
| R2 |
117-102 |
117-102 |
117-064 |
|
| R1 |
117-076 |
117-076 |
117-057 |
117-089 |
| PP |
117-024 |
117-024 |
117-024 |
117-031 |
| S1 |
116-318 |
116-318 |
117-043 |
117-011 |
| S2 |
116-267 |
116-267 |
117-036 |
|
| S3 |
116-189 |
116-241 |
117-029 |
|
| S4 |
116-112 |
116-163 |
117-007 |
|
|
| Weekly Pivots for week ending 30-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-016 |
118-267 |
117-217 |
|
| R3 |
118-128 |
118-059 |
117-160 |
|
| R2 |
117-241 |
117-241 |
117-141 |
|
| R1 |
117-172 |
117-172 |
117-122 |
117-206 |
| PP |
117-033 |
117-033 |
117-033 |
117-051 |
| S1 |
116-284 |
116-284 |
117-083 |
116-319 |
| S2 |
116-146 |
116-146 |
117-064 |
|
| S3 |
115-258 |
116-077 |
117-045 |
|
| S4 |
115-051 |
115-189 |
116-308 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-059 |
|
2.618 |
117-253 |
|
1.618 |
117-175 |
|
1.000 |
117-128 |
|
0.618 |
117-098 |
|
HIGH |
117-050 |
|
0.618 |
117-020 |
|
0.500 |
117-011 |
|
0.382 |
117-002 |
|
LOW |
116-293 |
|
0.618 |
116-245 |
|
1.000 |
116-215 |
|
1.618 |
116-167 |
|
2.618 |
116-090 |
|
4.250 |
115-283 |
|
|
| Fisher Pivots for day following 03-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
117-037 |
117-046 |
| PP |
117-024 |
117-042 |
| S1 |
117-011 |
117-038 |
|