ECBOT 5 Year T-Note Future March 2017
Trading Metrics calculated at close of trading on 01-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2017 |
01-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
117-222 |
117-273 |
0-050 |
0.1% |
117-213 |
High |
117-313 |
117-275 |
-0-038 |
-0.1% |
118-042 |
Low |
117-218 |
117-153 |
-0-065 |
-0.2% |
117-118 |
Close |
117-278 |
117-253 |
-0-025 |
-0.1% |
117-233 |
Range |
0-095 |
0-122 |
0-027 |
28.9% |
0-245 |
ATR |
0-118 |
0-118 |
0-001 |
0.4% |
0-000 |
Volume |
1,184,437 |
940,878 |
-243,559 |
-20.6% |
3,575,607 |
|
Daily Pivots for day following 01-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-274 |
118-226 |
118-000 |
|
R3 |
118-152 |
118-103 |
117-286 |
|
R2 |
118-029 |
118-029 |
117-275 |
|
R1 |
117-301 |
117-301 |
117-264 |
117-264 |
PP |
117-227 |
117-227 |
117-227 |
117-208 |
S1 |
117-178 |
117-178 |
117-241 |
117-141 |
S2 |
117-104 |
117-104 |
117-230 |
|
S3 |
116-302 |
117-056 |
117-219 |
|
S4 |
116-179 |
116-253 |
117-185 |
|
|
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% |
0-088 |
0.2% |
69% |
False |
False |
803,922 |
10 |
118-042 |
117-110 |
0-252 |
0.7% |
0-106 |
0.3% |
56% |
False |
False |
823,877 |
20 |
118-080 |
117-110 |
0-290 |
0.8% |
0-123 |
0.3% |
49% |
False |
False |
780,673 |
40 |
118-080 |
116-175 |
1-225 |
1.4% |
0-116 |
0.3% |
73% |
False |
False |
701,096 |
60 |
121-110 |
116-175 |
4-255 |
4.1% |
0-129 |
0.3% |
26% |
False |
False |
620,403 |
80 |
121-110 |
116-175 |
4-255 |
4.1% |
0-114 |
0.3% |
26% |
False |
False |
466,376 |
100 |
121-135 |
116-175 |
4-280 |
4.1% |
0-093 |
0.2% |
25% |
False |
False |
373,106 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
119-156 |
2.618 |
118-276 |
1.618 |
118-153 |
1.000 |
118-078 |
0.618 |
118-031 |
HIGH |
117-275 |
0.618 |
117-228 |
0.500 |
117-214 |
0.382 |
117-199 |
LOW |
117-153 |
0.618 |
117-077 |
1.000 |
117-030 |
1.618 |
116-274 |
2.618 |
116-152 |
4.250 |
115-272 |
|
|
Fisher Pivots for day following 01-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
117-240 |
117-246 |
PP |
117-227 |
117-239 |
S1 |
117-214 |
117-233 |
|