ECBOT 5 Year T-Note Future March 2017
Trading Metrics calculated at close of trading on 25-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2017 |
25-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
118-015 |
117-230 |
-0-105 |
-0.3% |
117-253 |
High |
118-027 |
117-250 |
-0-097 |
-0.3% |
118-080 |
Low |
117-215 |
117-138 |
-0-078 |
-0.2% |
117-110 |
Close |
117-220 |
117-153 |
-0-067 |
-0.2% |
117-218 |
Range |
0-132 |
0-113 |
-0-020 |
-15.1% |
0-290 |
ATR |
0-132 |
0-131 |
-0-001 |
-1.1% |
0-000 |
Volume |
642,684 |
790,167 |
147,483 |
22.9% |
3,469,014 |
|
Daily Pivots for day following 25-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-198 |
118-128 |
117-214 |
|
R3 |
118-085 |
118-015 |
117-183 |
|
R2 |
117-293 |
117-293 |
117-173 |
|
R1 |
117-223 |
117-223 |
117-163 |
117-201 |
PP |
117-180 |
117-180 |
117-180 |
117-169 |
S1 |
117-110 |
117-110 |
117-142 |
117-089 |
S2 |
117-067 |
117-067 |
117-132 |
|
S3 |
116-275 |
116-317 |
117-122 |
|
S4 |
116-162 |
116-205 |
117-091 |
|
|
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 |
118-042 |
117-110 |
0-252 |
0.7% |
0-123 |
0.3% |
17% |
False |
False |
843,832 |
10 |
118-080 |
117-110 |
0-290 |
0.8% |
0-139 |
0.4% |
15% |
False |
False |
815,500 |
20 |
118-080 |
116-295 |
1-105 |
1.1% |
0-125 |
0.3% |
42% |
False |
False |
705,748 |
40 |
118-080 |
116-175 |
1-225 |
1.4% |
0-120 |
0.3% |
55% |
False |
False |
731,439 |
60 |
121-110 |
116-175 |
4-255 |
4.1% |
0-129 |
0.3% |
19% |
False |
False |
554,211 |
80 |
121-110 |
116-175 |
4-255 |
4.1% |
0-110 |
0.3% |
19% |
False |
False |
416,138 |
100 |
121-135 |
116-175 |
4-280 |
4.1% |
0-088 |
0.2% |
19% |
False |
False |
332,910 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
119-088 |
2.618 |
118-225 |
1.618 |
118-112 |
1.000 |
118-043 |
0.618 |
118-000 |
HIGH |
117-250 |
0.618 |
117-207 |
0.500 |
117-194 |
0.382 |
117-180 |
LOW |
117-138 |
0.618 |
117-068 |
1.000 |
117-025 |
1.618 |
116-275 |
2.618 |
116-163 |
4.250 |
115-299 |
|
|
Fisher Pivots for day following 25-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
117-194 |
117-250 |
PP |
117-180 |
117-218 |
S1 |
117-166 |
117-185 |
|