ECBOT 5 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 27-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2017 |
27-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
117-042 |
117-087 |
0-045 |
0.1% |
117-093 |
| High |
117-078 |
117-110 |
0-033 |
0.1% |
117-242 |
| Low |
116-313 |
117-038 |
0-045 |
0.1% |
116-313 |
| Close |
117-070 |
117-110 |
0-040 |
0.1% |
117-110 |
| Range |
0-085 |
0-073 |
-0-012 |
-14.7% |
0-250 |
| ATR |
0-105 |
0-103 |
-0-002 |
-2.2% |
0-000 |
| Volume |
12,451 |
5,419 |
-7,032 |
-56.5% |
86,847 |
|
| Daily Pivots for day following 27-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-303 |
117-279 |
117-150 |
|
| R3 |
117-231 |
117-207 |
117-130 |
|
| R2 |
117-158 |
117-158 |
117-123 |
|
| R1 |
117-134 |
117-134 |
117-117 |
117-146 |
| PP |
117-086 |
117-086 |
117-086 |
117-092 |
| S1 |
117-062 |
117-062 |
117-103 |
117-074 |
| S2 |
117-013 |
117-013 |
117-097 |
|
| S3 |
116-261 |
116-309 |
117-090 |
|
| S4 |
116-188 |
116-237 |
117-070 |
|
|
| Weekly Pivots for week ending 27-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-225 |
119-097 |
117-248 |
|
| R3 |
118-295 |
118-167 |
117-179 |
|
| R2 |
118-045 |
118-045 |
117-156 |
|
| R1 |
117-238 |
117-238 |
117-133 |
117-301 |
| PP |
117-115 |
117-115 |
117-115 |
117-147 |
| S1 |
116-308 |
116-308 |
117-087 |
117-051 |
| S2 |
116-185 |
116-185 |
117-064 |
|
| S3 |
115-255 |
116-058 |
117-041 |
|
| S4 |
115-005 |
115-128 |
116-293 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-098 |
|
2.618 |
117-300 |
|
1.618 |
117-227 |
|
1.000 |
117-183 |
|
0.618 |
117-155 |
|
HIGH |
117-110 |
|
0.618 |
117-082 |
|
0.500 |
117-074 |
|
0.382 |
117-065 |
|
LOW |
117-038 |
|
0.618 |
116-313 |
|
1.000 |
116-285 |
|
1.618 |
116-240 |
|
2.618 |
116-168 |
|
4.250 |
116-049 |
|
|
| Fisher Pivots for day following 27-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
117-098 |
117-093 |
| PP |
117-086 |
117-075 |
| S1 |
117-074 |
117-058 |
|