ECBOT 5 Year T-Note Future March 2017
Trading Metrics calculated at close of trading on 31-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2017 |
31-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
117-238 |
117-222 |
-0-015 |
0.0% |
117-213 |
High |
117-270 |
117-313 |
0-042 |
0.1% |
118-042 |
Low |
117-210 |
117-218 |
0-007 |
0.0% |
117-118 |
Close |
117-240 |
117-278 |
0-038 |
0.1% |
117-233 |
Range |
0-060 |
0-095 |
0-035 |
58.3% |
0-245 |
ATR |
0-119 |
0-118 |
-0-002 |
-1.5% |
0-000 |
Volume |
666,711 |
1,184,437 |
517,726 |
77.7% |
3,575,607 |
|
Daily Pivots for day following 31-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-234 |
118-191 |
118-010 |
|
R3 |
118-139 |
118-096 |
117-304 |
|
R2 |
118-044 |
118-044 |
117-295 |
|
R1 |
118-001 |
118-001 |
117-286 |
118-023 |
PP |
117-269 |
117-269 |
117-269 |
117-280 |
S1 |
117-226 |
117-226 |
117-269 |
117-248 |
S2 |
117-174 |
117-174 |
117-260 |
|
S3 |
117-079 |
117-131 |
117-251 |
|
S4 |
116-304 |
117-036 |
117-225 |
|
|
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 |
117-313 |
117-118 |
0-195 |
0.5% |
0-087 |
0.2% |
82% |
True |
False |
773,780 |
10 |
118-058 |
117-110 |
0-267 |
0.7% |
0-113 |
0.3% |
63% |
False |
False |
805,459 |
20 |
118-080 |
117-080 |
1-000 |
0.8% |
0-124 |
0.3% |
62% |
False |
False |
775,527 |
40 |
118-080 |
116-175 |
1-225 |
1.4% |
0-116 |
0.3% |
78% |
False |
False |
699,427 |
60 |
121-110 |
116-175 |
4-255 |
4.1% |
0-129 |
0.3% |
28% |
False |
False |
605,198 |
80 |
121-110 |
116-175 |
4-255 |
4.1% |
0-113 |
0.3% |
28% |
False |
False |
454,616 |
100 |
121-135 |
116-175 |
4-280 |
4.1% |
0-092 |
0.2% |
27% |
False |
False |
363,698 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
119-076 |
2.618 |
118-241 |
1.618 |
118-146 |
1.000 |
118-088 |
0.618 |
118-051 |
HIGH |
117-313 |
0.618 |
117-276 |
0.500 |
117-265 |
0.382 |
117-254 |
LOW |
117-218 |
0.618 |
117-159 |
1.000 |
117-122 |
1.618 |
117-064 |
2.618 |
116-289 |
4.250 |
116-134 |
|
|
Fisher Pivots for day following 31-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
117-273 |
117-264 |
PP |
117-269 |
117-250 |
S1 |
117-265 |
117-236 |
|