ECBOT 5 Year T-Note Future March 2017
| Trading Metrics calculated at close of trading on 12-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2017 |
12-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
117-280 |
117-262 |
-0-018 |
0.0% |
117-178 |
| High |
118-038 |
118-058 |
0-020 |
0.1% |
118-080 |
| Low |
117-233 |
117-262 |
0-030 |
0.1% |
117-080 |
| Close |
117-275 |
117-290 |
0-015 |
0.0% |
117-205 |
| Range |
0-125 |
0-115 |
-0-010 |
-8.0% |
1-000 |
| ATR |
0-116 |
0-116 |
0-000 |
-0.1% |
0-000 |
| Volume |
737,510 |
791,377 |
53,867 |
7.3% |
3,263,440 |
|
| Daily Pivots for day following 12-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-015 |
118-268 |
118-033 |
|
| R3 |
118-220 |
118-153 |
118-002 |
|
| R2 |
118-105 |
118-105 |
117-311 |
|
| R1 |
118-038 |
118-038 |
117-301 |
118-071 |
| PP |
117-310 |
117-310 |
117-310 |
118-007 |
| S1 |
117-243 |
117-243 |
117-279 |
117-276 |
| S2 |
117-195 |
117-195 |
117-269 |
|
| S3 |
117-080 |
117-127 |
117-258 |
|
| S4 |
116-285 |
117-012 |
117-227 |
|
|
| 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 |
117-173 |
0-227 |
0.6% |
0-124 |
0.3% |
52% |
False |
False |
669,378 |
| 10 |
118-080 |
117-080 |
1-000 |
0.8% |
0-119 |
0.3% |
66% |
False |
False |
678,869 |
| 20 |
118-080 |
116-175 |
1-225 |
1.4% |
0-114 |
0.3% |
80% |
False |
False |
627,310 |
| 40 |
118-280 |
116-175 |
2-105 |
2.0% |
0-118 |
0.3% |
58% |
False |
False |
660,745 |
| 60 |
121-110 |
116-175 |
4-255 |
4.1% |
0-118 |
0.3% |
28% |
False |
False |
444,374 |
| 80 |
121-135 |
116-175 |
4-280 |
4.1% |
0-096 |
0.3% |
28% |
False |
False |
333,312 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-226 |
|
2.618 |
119-039 |
|
1.618 |
118-244 |
|
1.000 |
118-173 |
|
0.618 |
118-129 |
|
HIGH |
118-058 |
|
0.618 |
118-014 |
|
0.500 |
118-000 |
|
0.382 |
117-306 |
|
LOW |
117-262 |
|
0.618 |
117-191 |
|
1.000 |
117-147 |
|
1.618 |
117-076 |
|
2.618 |
116-281 |
|
4.250 |
116-094 |
|
|
| Fisher Pivots for day following 12-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-000 |
117-305 |
| PP |
117-310 |
117-300 |
| S1 |
117-300 |
117-295 |
|