ECBOT 5 Year T-Note Future March 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 |
117-160 |
117-178 |
0-018 |
0.0% |
117-025 |
High |
117-220 |
117-207 |
-0-013 |
0.0% |
117-220 |
Low |
117-135 |
117-080 |
-0-055 |
-0.1% |
116-295 |
Close |
117-213 |
117-175 |
-0-038 |
-0.1% |
117-213 |
Range |
0-085 |
0-127 |
0-042 |
50.0% |
0-245 |
ATR |
0-110 |
0-111 |
0-002 |
1.5% |
0-000 |
Volume |
449,313 |
837,943 |
388,630 |
86.5% |
1,683,164 |
|
Daily Pivots for day following 03-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-217 |
118-163 |
117-245 |
|
R3 |
118-089 |
118-036 |
117-210 |
|
R2 |
117-282 |
117-282 |
117-198 |
|
R1 |
117-228 |
117-228 |
117-187 |
117-191 |
PP |
117-154 |
117-154 |
117-154 |
117-136 |
S1 |
117-101 |
117-101 |
117-163 |
117-064 |
S2 |
117-027 |
117-027 |
117-152 |
|
S3 |
116-219 |
116-293 |
117-140 |
|
S4 |
116-092 |
116-166 |
117-105 |
|
|
Weekly Pivots for week ending 30-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-231 |
119-147 |
118-027 |
|
R3 |
118-306 |
118-222 |
117-280 |
|
R2 |
118-061 |
118-061 |
117-257 |
|
R1 |
117-297 |
117-297 |
117-235 |
118-019 |
PP |
117-136 |
117-136 |
117-136 |
117-157 |
S1 |
117-052 |
117-052 |
117-190 |
117-094 |
S2 |
116-211 |
116-211 |
117-168 |
|
S3 |
115-286 |
116-127 |
117-145 |
|
S4 |
115-041 |
115-202 |
117-078 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
117-220 |
116-295 |
0-245 |
0.7% |
0-095 |
0.3% |
82% |
False |
False |
504,221 |
10 |
117-220 |
116-247 |
0-293 |
0.8% |
0-087 |
0.2% |
85% |
False |
False |
443,482 |
20 |
118-070 |
116-175 |
1-215 |
1.4% |
0-108 |
0.3% |
60% |
False |
False |
621,519 |
40 |
121-110 |
116-175 |
4-255 |
4.1% |
0-132 |
0.4% |
21% |
False |
False |
540,267 |
60 |
121-110 |
116-175 |
4-255 |
4.1% |
0-111 |
0.3% |
21% |
False |
False |
361,610 |
80 |
121-135 |
116-175 |
4-280 |
4.1% |
0-085 |
0.2% |
21% |
False |
False |
271,215 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
119-109 |
2.618 |
118-221 |
1.618 |
118-094 |
1.000 |
118-015 |
0.618 |
117-286 |
HIGH |
117-207 |
0.618 |
117-159 |
0.500 |
117-144 |
0.382 |
117-129 |
LOW |
117-080 |
0.618 |
117-001 |
1.000 |
116-273 |
1.618 |
116-194 |
2.618 |
116-066 |
4.250 |
115-178 |
|
|
Fisher Pivots for day following 03-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
117-165 |
117-167 |
PP |
117-154 |
117-158 |
S1 |
117-144 |
117-150 |
|