ECBOT 5 Year T-Note Future March 2017
Trading Metrics calculated at close of trading on 03-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2017 |
03-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
117-245 |
117-255 |
0-010 |
0.0% |
117-238 |
High |
117-318 |
118-033 |
0-035 |
0.1% |
118-033 |
Low |
117-230 |
117-187 |
-0-043 |
-0.1% |
117-153 |
Close |
117-262 |
117-245 |
-0-018 |
0.0% |
117-245 |
Range |
0-087 |
0-165 |
0-078 |
88.6% |
0-200 |
ATR |
0-116 |
0-119 |
0-004 |
3.0% |
0-000 |
Volume |
705,917 |
1,045,581 |
339,664 |
48.1% |
4,543,524 |
|
Daily Pivots for day following 03-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-117 |
119-026 |
118-016 |
|
R3 |
118-272 |
118-181 |
117-290 |
|
R2 |
118-107 |
118-107 |
117-275 |
|
R1 |
118-016 |
118-016 |
117-260 |
117-299 |
PP |
117-262 |
117-262 |
117-262 |
117-243 |
S1 |
117-171 |
117-171 |
117-230 |
117-134 |
S2 |
117-097 |
117-097 |
117-215 |
|
S3 |
116-252 |
117-006 |
117-200 |
|
S4 |
116-087 |
116-161 |
117-154 |
|
|
Weekly Pivots for week ending 03-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-210 |
119-107 |
118-035 |
|
R3 |
119-010 |
118-227 |
117-300 |
|
R2 |
118-130 |
118-130 |
117-282 |
|
R1 |
118-027 |
118-027 |
117-263 |
118-079 |
PP |
117-250 |
117-250 |
117-250 |
117-276 |
S1 |
117-147 |
117-147 |
117-227 |
117-199 |
S2 |
117-050 |
117-050 |
117-208 |
|
S3 |
116-170 |
116-267 |
117-190 |
|
S4 |
115-290 |
116-067 |
117-135 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
118-033 |
117-153 |
0-200 |
0.5% |
0-106 |
0.3% |
46% |
True |
False |
908,704 |
10 |
118-042 |
117-118 |
0-245 |
0.7% |
0-109 |
0.3% |
52% |
False |
False |
811,913 |
20 |
118-080 |
117-110 |
0-290 |
0.8% |
0-123 |
0.3% |
47% |
False |
False |
787,205 |
40 |
118-080 |
116-175 |
1-225 |
1.4% |
0-116 |
0.3% |
72% |
False |
False |
713,425 |
60 |
121-110 |
116-175 |
4-255 |
4.1% |
0-131 |
0.3% |
25% |
False |
False |
649,192 |
80 |
121-110 |
116-175 |
4-255 |
4.1% |
0-115 |
0.3% |
25% |
False |
False |
488,268 |
100 |
121-135 |
116-175 |
4-280 |
4.1% |
0-095 |
0.3% |
25% |
False |
False |
390,621 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-094 |
2.618 |
119-145 |
1.618 |
118-300 |
1.000 |
118-198 |
0.618 |
118-134 |
HIGH |
118-033 |
0.618 |
117-289 |
0.500 |
117-270 |
0.382 |
117-251 |
LOW |
117-187 |
0.618 |
117-086 |
1.000 |
117-022 |
1.618 |
116-240 |
2.618 |
116-075 |
4.250 |
115-126 |
|
|
Fisher Pivots for day following 03-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
117-270 |
117-253 |
PP |
117-262 |
117-250 |
S1 |
117-253 |
117-247 |
|