ECBOT 5 Year T-Note Future March 2017
Trading Metrics calculated at close of trading on 18-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2017 |
18-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
117-253 |
118-053 |
0-120 |
0.3% |
117-202 |
High |
118-080 |
118-058 |
-0-022 |
-0.1% |
118-060 |
Low |
117-250 |
117-185 |
-0-065 |
-0.2% |
117-173 |
Close |
118-050 |
117-275 |
-0-095 |
-0.3% |
117-270 |
Range |
0-150 |
0-193 |
0-043 |
28.4% |
0-207 |
ATR |
0-124 |
0-129 |
0-005 |
3.9% |
0-000 |
Volume |
841,178 |
756,698 |
-84,480 |
-10.0% |
3,351,331 |
|
Daily Pivots for day following 18-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-217 |
119-118 |
118-061 |
|
R3 |
119-024 |
118-246 |
118-008 |
|
R2 |
118-152 |
118-152 |
117-310 |
|
R1 |
118-053 |
118-053 |
117-293 |
118-006 |
PP |
117-279 |
117-279 |
117-279 |
117-256 |
S1 |
117-181 |
117-181 |
117-257 |
117-134 |
S2 |
117-087 |
117-087 |
117-240 |
|
S3 |
116-214 |
116-308 |
117-222 |
|
S4 |
116-022 |
116-116 |
117-169 |
|
|
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% |
0-156 |
0.4% |
42% |
False |
True |
787,168 |
10 |
118-080 |
117-127 |
0-273 |
0.7% |
0-141 |
0.4% |
54% |
False |
False |
737,470 |
20 |
118-080 |
116-247 |
1-153 |
1.3% |
0-114 |
0.3% |
74% |
False |
False |
590,476 |
40 |
118-142 |
116-175 |
1-287 |
1.6% |
0-121 |
0.3% |
69% |
False |
False |
713,699 |
60 |
121-110 |
116-175 |
4-255 |
4.1% |
0-124 |
0.3% |
27% |
False |
False |
484,383 |
80 |
121-135 |
116-175 |
4-280 |
4.1% |
0-103 |
0.3% |
27% |
False |
False |
363,398 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-236 |
2.618 |
119-242 |
1.618 |
119-049 |
1.000 |
118-250 |
0.618 |
118-176 |
HIGH |
118-058 |
0.618 |
117-304 |
0.500 |
117-281 |
0.382 |
117-259 |
LOW |
117-185 |
0.618 |
117-066 |
1.000 |
116-312 |
1.618 |
116-194 |
2.618 |
116-001 |
4.250 |
115-007 |
|
|
Fisher Pivots for day following 18-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
117-281 |
117-292 |
PP |
117-279 |
117-287 |
S1 |
117-277 |
117-281 |
|