ECBOT 5 Year T-Note Future March 2017
Trading Metrics calculated at close of trading on 23-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2017 |
23-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
117-162 |
117-213 |
0-050 |
0.1% |
117-253 |
High |
117-233 |
118-042 |
0-130 |
0.3% |
118-080 |
Low |
117-110 |
117-210 |
0-100 |
0.3% |
117-110 |
Close |
117-218 |
118-010 |
0-113 |
0.3% |
117-218 |
Range |
0-122 |
0-152 |
0-030 |
24.5% |
0-290 |
ATR |
0-130 |
0-132 |
0-002 |
1.2% |
0-000 |
Volume |
897,081 |
915,171 |
18,090 |
2.0% |
3,469,014 |
|
Daily Pivots for day following 23-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-118 |
119-057 |
118-094 |
|
R3 |
118-286 |
118-224 |
118-052 |
|
R2 |
118-133 |
118-133 |
118-038 |
|
R1 |
118-072 |
118-072 |
118-024 |
118-102 |
PP |
117-301 |
117-301 |
117-301 |
117-316 |
S1 |
117-239 |
117-239 |
117-316 |
117-270 |
S2 |
117-148 |
117-148 |
117-302 |
|
S3 |
116-316 |
117-087 |
117-288 |
|
S4 |
116-163 |
116-254 |
117-246 |
|
|
Weekly Pivots for week ending 20-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-152 |
119-315 |
118-057 |
|
R3 |
119-182 |
119-025 |
117-297 |
|
R2 |
118-212 |
118-212 |
117-271 |
|
R1 |
118-055 |
118-055 |
117-244 |
117-309 |
PP |
117-243 |
117-243 |
117-243 |
117-209 |
S1 |
117-085 |
117-085 |
117-191 |
117-019 |
S2 |
116-273 |
116-273 |
117-164 |
|
S3 |
115-303 |
116-115 |
117-138 |
|
S4 |
115-013 |
115-145 |
117-058 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
118-080 |
117-110 |
0-290 |
0.8% |
0-143 |
0.4% |
76% |
False |
False |
876,837 |
10 |
118-080 |
117-110 |
0-290 |
0.8% |
0-131 |
0.3% |
76% |
False |
False |
773,551 |
20 |
118-080 |
116-282 |
1-118 |
1.2% |
0-119 |
0.3% |
84% |
False |
False |
663,823 |
40 |
118-082 |
116-175 |
1-227 |
1.4% |
0-122 |
0.3% |
87% |
False |
False |
748,992 |
60 |
121-110 |
116-175 |
4-255 |
4.1% |
0-127 |
0.3% |
31% |
False |
False |
530,691 |
80 |
121-135 |
116-175 |
4-280 |
4.1% |
0-107 |
0.3% |
30% |
False |
False |
398,227 |
100 |
121-135 |
116-175 |
4-280 |
4.1% |
0-086 |
0.2% |
30% |
False |
False |
318,582 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-051 |
2.618 |
119-122 |
1.618 |
118-289 |
1.000 |
118-195 |
0.618 |
118-137 |
HIGH |
118-042 |
0.618 |
117-304 |
0.500 |
117-286 |
0.382 |
117-268 |
LOW |
117-210 |
0.618 |
117-116 |
1.000 |
117-058 |
1.618 |
116-283 |
2.618 |
116-131 |
4.250 |
115-202 |
|
|
Fisher Pivots for day following 23-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
117-315 |
117-299 |
PP |
117-301 |
117-268 |
S1 |
117-286 |
117-236 |
|