ECBOT 5 Year T-Note Future March 2017
Trading Metrics calculated at close of trading on 19-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2017 |
19-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
118-053 |
117-182 |
-0-190 |
-0.5% |
117-202 |
High |
118-058 |
117-215 |
-0-162 |
-0.4% |
118-060 |
Low |
117-185 |
117-118 |
-0-067 |
-0.2% |
117-173 |
Close |
117-275 |
117-178 |
-0-098 |
-0.3% |
117-270 |
Range |
0-193 |
0-098 |
-0-095 |
-49.4% |
0-207 |
ATR |
0-129 |
0-131 |
0-002 |
1.6% |
0-000 |
Volume |
756,698 |
974,057 |
217,359 |
28.7% |
3,351,331 |
|
Daily Pivots for day following 19-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-143 |
118-098 |
117-231 |
|
R3 |
118-045 |
118-000 |
117-204 |
|
R2 |
117-268 |
117-268 |
117-195 |
|
R1 |
117-223 |
117-223 |
117-186 |
117-196 |
PP |
117-170 |
117-170 |
117-170 |
117-157 |
S1 |
117-125 |
117-125 |
117-169 |
117-099 |
S2 |
117-073 |
117-073 |
117-160 |
|
S3 |
116-295 |
117-027 |
117-151 |
|
S4 |
116-197 |
116-250 |
117-124 |
|
|
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 |
117-118 |
0-282 |
0.8% |
0-150 |
0.4% |
21% |
False |
True |
834,477 |
10 |
118-080 |
117-118 |
0-282 |
0.8% |
0-143 |
0.4% |
21% |
False |
True |
774,458 |
20 |
118-080 |
116-258 |
1-142 |
1.2% |
0-114 |
0.3% |
52% |
False |
False |
612,139 |
40 |
118-105 |
116-175 |
1-250 |
1.5% |
0-120 |
0.3% |
57% |
False |
False |
731,501 |
60 |
121-110 |
116-175 |
4-255 |
4.1% |
0-125 |
0.3% |
21% |
False |
False |
500,585 |
80 |
121-135 |
116-175 |
4-280 |
4.1% |
0-104 |
0.3% |
21% |
False |
False |
375,574 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
118-309 |
2.618 |
118-150 |
1.618 |
118-053 |
1.000 |
117-313 |
0.618 |
117-275 |
HIGH |
117-215 |
0.618 |
117-178 |
0.500 |
117-166 |
0.382 |
117-155 |
LOW |
117-118 |
0.618 |
117-057 |
1.000 |
117-020 |
1.618 |
116-280 |
2.618 |
116-182 |
4.250 |
116-023 |
|
|
Fisher Pivots for day following 19-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
117-174 |
117-259 |
PP |
117-170 |
117-232 |
S1 |
117-166 |
117-205 |
|