ECBOT 5 Year T-Note Future March 2017
Trading Metrics calculated at close of trading on 30-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2017 |
30-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
117-195 |
117-238 |
0-042 |
0.1% |
117-213 |
High |
117-235 |
117-270 |
0-035 |
0.1% |
118-042 |
Low |
117-160 |
117-210 |
0-050 |
0.1% |
117-118 |
Close |
117-233 |
117-240 |
0-007 |
0.0% |
117-233 |
Range |
0-075 |
0-060 |
-0-015 |
-20.0% |
0-245 |
ATR |
0-124 |
0-119 |
-0-005 |
-3.7% |
0-000 |
Volume |
578,286 |
666,711 |
88,425 |
15.3% |
3,575,607 |
|
Daily Pivots for day following 30-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-100 |
118-070 |
117-273 |
|
R3 |
118-040 |
118-010 |
117-256 |
|
R2 |
117-300 |
117-300 |
117-251 |
|
R1 |
117-270 |
117-270 |
117-246 |
117-285 |
PP |
117-240 |
117-240 |
117-240 |
117-248 |
S1 |
117-210 |
117-210 |
117-234 |
117-225 |
S2 |
117-180 |
117-180 |
117-229 |
|
S3 |
117-120 |
117-150 |
117-224 |
|
S4 |
117-060 |
117-090 |
117-207 |
|
|
Weekly Pivots for week ending 27-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-012 |
119-207 |
118-047 |
|
R3 |
119-087 |
118-282 |
117-300 |
|
R2 |
118-162 |
118-162 |
117-277 |
|
R1 |
118-038 |
118-038 |
117-255 |
118-100 |
PP |
117-238 |
117-238 |
117-238 |
117-269 |
S1 |
117-113 |
117-113 |
117-210 |
117-175 |
S2 |
116-313 |
116-313 |
117-188 |
|
S3 |
116-068 |
116-188 |
117-165 |
|
S4 |
115-143 |
115-263 |
117-098 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
118-027 |
117-118 |
0-230 |
0.6% |
0-094 |
0.2% |
53% |
False |
False |
665,429 |
10 |
118-080 |
117-110 |
0-290 |
0.8% |
0-118 |
0.3% |
45% |
False |
False |
771,133 |
20 |
118-080 |
117-080 |
1-000 |
0.8% |
0-123 |
0.3% |
50% |
False |
False |
738,770 |
40 |
118-080 |
116-175 |
1-225 |
1.4% |
0-118 |
0.3% |
71% |
False |
False |
693,569 |
60 |
121-110 |
116-175 |
4-255 |
4.1% |
0-129 |
0.3% |
25% |
False |
False |
585,615 |
80 |
121-110 |
116-175 |
4-255 |
4.1% |
0-113 |
0.3% |
25% |
False |
False |
439,812 |
100 |
121-135 |
116-175 |
4-280 |
4.1% |
0-091 |
0.2% |
25% |
False |
False |
351,853 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
118-205 |
2.618 |
118-107 |
1.618 |
118-047 |
1.000 |
118-010 |
0.618 |
117-307 |
HIGH |
117-270 |
0.618 |
117-247 |
0.500 |
117-240 |
0.382 |
117-233 |
LOW |
117-210 |
0.618 |
117-173 |
1.000 |
117-150 |
1.618 |
117-113 |
2.618 |
117-053 |
4.250 |
116-275 |
|
|
Fisher Pivots for day following 30-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
117-240 |
117-225 |
PP |
117-240 |
117-209 |
S1 |
117-240 |
117-194 |
|