ECBOT 5 Year T-Note Future March 2017
Trading Metrics calculated at close of trading on 08-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2017 |
08-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
118-060 |
118-055 |
-0-005 |
0.0% |
117-238 |
High |
118-107 |
118-142 |
0-035 |
0.1% |
118-033 |
Low |
118-013 |
118-042 |
0-030 |
0.1% |
117-153 |
Close |
118-062 |
118-110 |
0-048 |
0.1% |
117-245 |
Range |
0-095 |
0-100 |
0-005 |
5.3% |
0-200 |
ATR |
0-119 |
0-118 |
-0-001 |
-1.2% |
0-000 |
Volume |
730,194 |
896,547 |
166,353 |
22.8% |
4,543,524 |
|
Daily Pivots for day following 08-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-078 |
119-034 |
118-165 |
|
R3 |
118-298 |
118-254 |
118-138 |
|
R2 |
118-198 |
118-198 |
118-128 |
|
R1 |
118-154 |
118-154 |
118-119 |
118-176 |
PP |
118-098 |
118-098 |
118-098 |
118-109 |
S1 |
118-054 |
118-054 |
118-101 |
118-076 |
S2 |
117-318 |
117-318 |
118-092 |
|
S3 |
117-218 |
117-274 |
118-083 |
|
S4 |
117-118 |
117-174 |
118-055 |
|
|
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 |
118-142 |
117-187 |
0-275 |
0.7% |
0-114 |
0.3% |
88% |
True |
False |
823,928 |
10 |
118-142 |
117-118 |
1-025 |
0.9% |
0-101 |
0.3% |
91% |
True |
False |
813,925 |
20 |
118-142 |
117-110 |
1-032 |
0.9% |
0-120 |
0.3% |
91% |
True |
False |
814,712 |
40 |
118-142 |
116-175 |
1-287 |
1.6% |
0-116 |
0.3% |
95% |
True |
False |
722,882 |
60 |
119-107 |
116-175 |
2-252 |
2.4% |
0-121 |
0.3% |
64% |
False |
False |
687,345 |
80 |
121-110 |
116-175 |
4-255 |
4.1% |
0-117 |
0.3% |
37% |
False |
False |
517,858 |
100 |
121-135 |
116-175 |
4-280 |
4.1% |
0-099 |
0.3% |
37% |
False |
False |
414,303 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
119-247 |
2.618 |
119-084 |
1.618 |
118-304 |
1.000 |
118-242 |
0.618 |
118-204 |
HIGH |
118-142 |
0.618 |
118-104 |
0.500 |
118-092 |
0.382 |
118-081 |
LOW |
118-042 |
0.618 |
117-301 |
1.000 |
117-262 |
1.618 |
117-201 |
2.618 |
117-101 |
4.250 |
116-257 |
|
|
Fisher Pivots for day following 08-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
118-104 |
118-088 |
PP |
118-098 |
118-066 |
S1 |
118-092 |
118-044 |
|