ECBOT 5 Year T-Note Future March 2017
Trading Metrics calculated at close of trading on 26-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2017 |
26-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
117-230 |
117-175 |
-0-055 |
-0.1% |
117-253 |
High |
117-250 |
117-207 |
-0-043 |
-0.1% |
118-080 |
Low |
117-138 |
117-118 |
-0-020 |
-0.1% |
117-110 |
Close |
117-153 |
117-198 |
0-045 |
0.1% |
117-218 |
Range |
0-113 |
0-090 |
-0-023 |
-20.0% |
0-290 |
ATR |
0-131 |
0-128 |
-0-003 |
-2.2% |
0-000 |
Volume |
790,167 |
649,299 |
-140,868 |
-17.8% |
3,469,014 |
|
Daily Pivots for day following 26-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-124 |
118-091 |
117-247 |
|
R3 |
118-034 |
118-001 |
117-222 |
|
R2 |
117-264 |
117-264 |
117-214 |
|
R1 |
117-231 |
117-231 |
117-206 |
117-247 |
PP |
117-174 |
117-174 |
117-174 |
117-182 |
S1 |
117-141 |
117-141 |
117-189 |
117-158 |
S2 |
117-084 |
117-084 |
117-181 |
|
S3 |
116-314 |
117-051 |
117-173 |
|
S4 |
116-224 |
116-281 |
117-148 |
|
|
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% |
0-122 |
0.3% |
35% |
False |
False |
778,880 |
10 |
118-080 |
117-110 |
0-290 |
0.8% |
0-136 |
0.4% |
30% |
False |
False |
806,679 |
20 |
118-080 |
116-295 |
1-105 |
1.1% |
0-127 |
0.3% |
52% |
False |
False |
729,277 |
40 |
118-080 |
116-175 |
1-225 |
1.4% |
0-120 |
0.3% |
63% |
False |
False |
716,584 |
60 |
121-110 |
116-175 |
4-255 |
4.1% |
0-129 |
0.3% |
22% |
False |
False |
564,991 |
80 |
121-110 |
116-175 |
4-255 |
4.1% |
0-112 |
0.3% |
22% |
False |
False |
424,254 |
100 |
121-135 |
116-175 |
4-280 |
4.1% |
0-089 |
0.2% |
22% |
False |
False |
339,403 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
118-270 |
2.618 |
118-123 |
1.618 |
118-033 |
1.000 |
117-297 |
0.618 |
117-263 |
HIGH |
117-207 |
0.618 |
117-173 |
0.500 |
117-162 |
0.382 |
117-152 |
LOW |
117-118 |
0.618 |
117-062 |
1.000 |
117-028 |
1.618 |
116-292 |
2.618 |
116-202 |
4.250 |
116-055 |
|
|
Fisher Pivots for day following 26-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
117-186 |
117-232 |
PP |
117-174 |
117-221 |
S1 |
117-162 |
117-209 |
|