ECBOT 5 Year T-Note Future March 2017
| Trading Metrics calculated at close of trading on 17-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2017 |
17-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
117-290 |
117-253 |
-0-038 |
-0.1% |
117-202 |
| High |
118-060 |
118-080 |
0-020 |
0.1% |
118-060 |
| Low |
117-185 |
117-250 |
0-065 |
0.2% |
117-173 |
| Close |
117-270 |
118-050 |
0-100 |
0.3% |
117-270 |
| Range |
0-195 |
0-150 |
-0-045 |
-23.1% |
0-207 |
| ATR |
0-122 |
0-124 |
0-002 |
1.6% |
0-000 |
| Volume |
809,078 |
841,178 |
32,100 |
4.0% |
3,351,331 |
|
| Daily Pivots for day following 17-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-150 |
119-090 |
118-133 |
|
| R3 |
119-000 |
118-260 |
118-091 |
|
| R2 |
118-170 |
118-170 |
118-078 |
|
| R1 |
118-110 |
118-110 |
118-064 |
118-140 |
| PP |
118-020 |
118-020 |
118-020 |
118-035 |
| S1 |
117-280 |
117-280 |
118-036 |
117-310 |
| S2 |
117-190 |
117-190 |
118-023 |
|
| S3 |
117-040 |
117-130 |
118-009 |
|
| S4 |
116-210 |
116-300 |
117-288 |
|
|
| 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 |
118-080 |
117-185 |
0-215 |
0.6% |
0-128 |
0.3% |
86% |
True |
False |
739,772 |
| 10 |
118-080 |
117-080 |
1-000 |
0.8% |
0-134 |
0.4% |
91% |
True |
False |
745,594 |
| 20 |
118-080 |
116-205 |
1-195 |
1.4% |
0-109 |
0.3% |
94% |
True |
False |
594,846 |
| 40 |
118-242 |
116-175 |
2-067 |
1.9% |
0-120 |
0.3% |
73% |
False |
False |
698,320 |
| 60 |
121-110 |
116-175 |
4-255 |
4.1% |
0-122 |
0.3% |
34% |
False |
False |
471,851 |
| 80 |
121-135 |
116-175 |
4-280 |
4.1% |
0-100 |
0.3% |
33% |
False |
False |
353,940 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-077 |
|
2.618 |
119-153 |
|
1.618 |
119-003 |
|
1.000 |
118-230 |
|
0.618 |
118-173 |
|
HIGH |
118-080 |
|
0.618 |
118-023 |
|
0.500 |
118-005 |
|
0.382 |
117-307 |
|
LOW |
117-250 |
|
0.618 |
117-157 |
|
1.000 |
117-100 |
|
1.618 |
117-007 |
|
2.618 |
116-177 |
|
4.250 |
115-253 |
|
|
| Fisher Pivots for day following 17-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-035 |
118-024 |
| PP |
118-020 |
117-318 |
| S1 |
118-005 |
117-292 |
|