ECBOT 5 Year T-Note Future March 2017
Trading Metrics calculated at close of trading on 02-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2017 |
02-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
117-273 |
117-245 |
-0-028 |
-0.1% |
117-213 |
High |
117-275 |
117-318 |
0-042 |
0.1% |
118-042 |
Low |
117-153 |
117-230 |
0-078 |
0.2% |
117-118 |
Close |
117-253 |
117-262 |
0-010 |
0.0% |
117-233 |
Range |
0-122 |
0-087 |
-0-035 |
-28.6% |
0-245 |
ATR |
0-118 |
0-116 |
-0-002 |
-1.9% |
0-000 |
Volume |
940,878 |
705,917 |
-234,961 |
-25.0% |
3,575,607 |
|
Daily Pivots for day following 02-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-212 |
118-165 |
117-311 |
|
R3 |
118-125 |
118-077 |
117-287 |
|
R2 |
118-037 |
118-037 |
117-279 |
|
R1 |
117-310 |
117-310 |
117-271 |
118-014 |
PP |
117-270 |
117-270 |
117-270 |
117-282 |
S1 |
117-223 |
117-223 |
117-254 |
117-246 |
S2 |
117-183 |
117-183 |
117-246 |
|
S3 |
117-095 |
117-135 |
117-238 |
|
S4 |
117-008 |
117-048 |
117-214 |
|
|
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 |
117-318 |
117-153 |
0-165 |
0.4% |
0-088 |
0.2% |
67% |
True |
False |
815,245 |
10 |
118-042 |
117-110 |
0-252 |
0.7% |
0-105 |
0.3% |
60% |
False |
False |
797,063 |
20 |
118-080 |
117-110 |
0-290 |
0.8% |
0-124 |
0.3% |
53% |
False |
False |
785,760 |
40 |
118-080 |
116-175 |
1-225 |
1.4% |
0-113 |
0.3% |
75% |
False |
False |
699,153 |
60 |
121-110 |
116-175 |
4-255 |
4.1% |
0-129 |
0.3% |
27% |
False |
False |
631,886 |
80 |
121-110 |
116-175 |
4-255 |
4.1% |
0-114 |
0.3% |
27% |
False |
False |
475,198 |
100 |
121-135 |
116-175 |
4-280 |
4.1% |
0-094 |
0.2% |
26% |
False |
False |
380,166 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
119-049 |
2.618 |
118-227 |
1.618 |
118-139 |
1.000 |
118-085 |
0.618 |
118-052 |
HIGH |
117-318 |
0.618 |
117-284 |
0.500 |
117-274 |
0.382 |
117-263 |
LOW |
117-230 |
0.618 |
117-176 |
1.000 |
117-143 |
1.618 |
117-088 |
2.618 |
117-001 |
4.250 |
116-178 |
|
|
Fisher Pivots for day following 02-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
117-274 |
117-253 |
PP |
117-270 |
117-244 |
S1 |
117-266 |
117-235 |
|