ECBOT 5 Year T-Note Future March 2017
Trading Metrics calculated at close of trading on 10-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2017 |
10-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
117-202 |
117-278 |
0-075 |
0.2% |
117-178 |
High |
117-282 |
117-300 |
0-018 |
0.0% |
118-080 |
Low |
117-173 |
117-245 |
0-072 |
0.2% |
117-080 |
Close |
117-273 |
117-273 |
0-000 |
0.0% |
117-205 |
Range |
0-110 |
0-055 |
-0-055 |
-50.0% |
1-000 |
ATR |
0-121 |
0-116 |
-0-005 |
-3.9% |
0-000 |
Volume |
493,648 |
519,718 |
26,070 |
5.3% |
3,263,440 |
|
Daily Pivots for day following 10-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-118 |
118-090 |
117-303 |
|
R3 |
118-063 |
118-035 |
117-288 |
|
R2 |
118-008 |
118-008 |
117-283 |
|
R1 |
117-300 |
117-300 |
117-278 |
117-286 |
PP |
117-273 |
117-273 |
117-273 |
117-266 |
S1 |
117-245 |
117-245 |
117-267 |
117-231 |
S2 |
117-217 |
117-217 |
117-262 |
|
S3 |
117-162 |
117-190 |
117-257 |
|
S4 |
117-107 |
117-135 |
117-242 |
|
|
Weekly Pivots for week ending 06-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-228 |
120-057 |
118-061 |
|
R3 |
119-228 |
119-057 |
117-293 |
|
R2 |
118-228 |
118-228 |
117-264 |
|
R1 |
118-057 |
118-057 |
117-234 |
118-142 |
PP |
117-228 |
117-228 |
117-228 |
117-271 |
S1 |
117-057 |
117-057 |
117-176 |
117-142 |
S2 |
116-228 |
116-228 |
117-146 |
|
S3 |
115-228 |
116-057 |
117-117 |
|
S4 |
114-228 |
115-057 |
117-029 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
118-080 |
117-127 |
0-273 |
0.7% |
0-127 |
0.3% |
53% |
False |
False |
687,772 |
10 |
118-080 |
116-295 |
1-105 |
1.1% |
0-111 |
0.3% |
70% |
False |
False |
595,997 |
20 |
118-080 |
116-175 |
1-225 |
1.4% |
0-112 |
0.3% |
77% |
False |
False |
631,052 |
40 |
119-107 |
116-175 |
2-252 |
2.4% |
0-121 |
0.3% |
47% |
False |
False |
623,661 |
60 |
121-110 |
116-175 |
4-255 |
4.1% |
0-116 |
0.3% |
27% |
False |
False |
418,906 |
80 |
121-135 |
116-175 |
4-280 |
4.1% |
0-093 |
0.2% |
27% |
False |
False |
314,200 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
118-214 |
2.618 |
118-124 |
1.618 |
118-069 |
1.000 |
118-035 |
0.618 |
118-014 |
HIGH |
117-300 |
0.618 |
117-279 |
0.500 |
117-272 |
0.382 |
117-266 |
LOW |
117-245 |
0.618 |
117-211 |
1.000 |
117-190 |
1.618 |
117-156 |
2.618 |
117-101 |
4.250 |
117-011 |
|
|
Fisher Pivots for day following 10-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
117-273 |
117-286 |
PP |
117-273 |
117-282 |
S1 |
117-272 |
117-277 |
|