ECBOT 5 Year T-Note Future March 2017
Trading Metrics calculated at close of trading on 13-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2017 |
13-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
117-262 |
117-290 |
0-028 |
0.1% |
117-202 |
High |
118-058 |
118-060 |
0-002 |
0.0% |
118-060 |
Low |
117-262 |
117-185 |
-0-078 |
-0.2% |
117-173 |
Close |
117-290 |
117-270 |
-0-020 |
-0.1% |
117-270 |
Range |
0-115 |
0-195 |
0-080 |
69.6% |
0-207 |
ATR |
0-116 |
0-122 |
0-006 |
4.8% |
0-000 |
Volume |
791,377 |
809,078 |
17,701 |
2.2% |
3,351,331 |
|
Daily Pivots for day following 13-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-223 |
119-122 |
118-057 |
|
R3 |
119-028 |
118-247 |
118-004 |
|
R2 |
118-153 |
118-153 |
117-306 |
|
R1 |
118-052 |
118-052 |
117-288 |
118-005 |
PP |
117-278 |
117-278 |
117-278 |
117-255 |
S1 |
117-177 |
117-177 |
117-252 |
117-130 |
S2 |
117-083 |
117-083 |
117-234 |
|
S3 |
116-208 |
116-302 |
117-216 |
|
S4 |
116-013 |
116-107 |
117-163 |
|
|
Weekly Pivots for week ending 13-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-257 |
119-151 |
118-064 |
|
R3 |
119-049 |
118-263 |
118-007 |
|
R2 |
118-162 |
118-162 |
117-308 |
|
R1 |
118-056 |
118-056 |
117-289 |
118-109 |
PP |
117-274 |
117-274 |
117-274 |
117-301 |
S1 |
117-168 |
117-168 |
117-251 |
117-221 |
S2 |
117-067 |
117-067 |
117-232 |
|
S3 |
116-179 |
116-281 |
117-213 |
|
S4 |
115-292 |
116-073 |
117-156 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
118-060 |
117-173 |
0-207 |
0.6% |
0-120 |
0.3% |
47% |
True |
False |
670,266 |
10 |
118-080 |
117-080 |
1-000 |
0.8% |
0-128 |
0.3% |
59% |
False |
False |
706,408 |
20 |
118-080 |
116-175 |
1-225 |
1.4% |
0-109 |
0.3% |
76% |
False |
False |
615,439 |
40 |
118-242 |
116-175 |
2-067 |
1.9% |
0-120 |
0.3% |
59% |
False |
False |
679,098 |
60 |
121-110 |
116-175 |
4-255 |
4.1% |
0-120 |
0.3% |
27% |
False |
False |
457,841 |
80 |
121-135 |
116-175 |
4-280 |
4.1% |
0-099 |
0.3% |
27% |
False |
False |
343,425 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-249 |
2.618 |
119-251 |
1.618 |
119-056 |
1.000 |
118-255 |
0.618 |
118-181 |
HIGH |
118-060 |
0.618 |
117-306 |
0.500 |
117-282 |
0.382 |
117-259 |
LOW |
117-185 |
0.618 |
117-064 |
1.000 |
116-310 |
1.618 |
116-189 |
2.618 |
115-314 |
4.250 |
114-316 |
|
|
Fisher Pivots for day following 13-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
117-282 |
117-282 |
PP |
117-278 |
117-278 |
S1 |
117-274 |
117-274 |
|