ECBOT 5 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 20-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2017 |
20-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
117-095 |
117-033 |
-0-062 |
-0.2% |
117-250 |
| High |
117-095 |
117-102 |
0-007 |
0.0% |
117-285 |
| Low |
116-310 |
116-305 |
-0-005 |
0.0% |
116-305 |
| Close |
117-050 |
117-090 |
0-040 |
0.1% |
117-090 |
| Range |
0-105 |
0-118 |
0-013 |
11.9% |
0-300 |
| ATR |
0-099 |
0-100 |
0-001 |
1.3% |
0-000 |
| Volume |
3,472 |
1,762 |
-1,710 |
-49.3% |
8,392 |
|
| Daily Pivots for day following 20-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-092 |
118-048 |
117-155 |
|
| R3 |
117-294 |
117-251 |
117-122 |
|
| R2 |
117-177 |
117-177 |
117-112 |
|
| R1 |
117-133 |
117-133 |
117-101 |
117-155 |
| PP |
117-059 |
117-059 |
117-059 |
117-070 |
| S1 |
117-016 |
117-016 |
117-079 |
117-038 |
| S2 |
116-262 |
116-262 |
117-068 |
|
| S3 |
116-144 |
116-218 |
117-058 |
|
| S4 |
116-027 |
116-101 |
117-025 |
|
|
| Weekly Pivots for week ending 20-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-060 |
119-215 |
117-255 |
|
| R3 |
119-080 |
118-235 |
117-173 |
|
| R2 |
118-100 |
118-100 |
117-145 |
|
| R1 |
117-255 |
117-255 |
117-118 |
117-188 |
| PP |
117-120 |
117-120 |
117-120 |
117-086 |
| S1 |
116-275 |
116-275 |
117-063 |
116-208 |
| S2 |
116-140 |
116-140 |
117-035 |
|
| S3 |
115-160 |
115-295 |
117-008 |
|
| S4 |
114-180 |
114-315 |
116-245 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-282 |
|
2.618 |
118-090 |
|
1.618 |
117-293 |
|
1.000 |
117-220 |
|
0.618 |
117-175 |
|
HIGH |
117-102 |
|
0.618 |
117-058 |
|
0.500 |
117-044 |
|
0.382 |
117-030 |
|
LOW |
116-305 |
|
0.618 |
116-232 |
|
1.000 |
116-187 |
|
1.618 |
116-115 |
|
2.618 |
115-317 |
|
4.250 |
115-126 |
|
|
| Fisher Pivots for day following 20-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
117-075 |
117-122 |
| PP |
117-059 |
117-112 |
| S1 |
117-044 |
117-101 |
|