ECBOT 5 Year T-Note Future March 2017
| Trading Metrics calculated at close of trading on 09-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2017 |
09-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
118-055 |
118-133 |
0-078 |
0.2% |
117-238 |
| High |
118-142 |
118-133 |
-0-010 |
0.0% |
118-033 |
| Low |
118-042 |
118-013 |
-0-030 |
-0.1% |
117-153 |
| Close |
118-110 |
118-025 |
-0-085 |
-0.2% |
117-245 |
| Range |
0-100 |
0-120 |
0-020 |
20.0% |
0-200 |
| ATR |
0-118 |
0-118 |
0-000 |
0.1% |
0-000 |
| Volume |
896,547 |
768,945 |
-127,602 |
-14.2% |
4,543,524 |
|
| Daily Pivots for day following 09-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-097 |
119-021 |
118-091 |
|
| R3 |
118-297 |
118-221 |
118-058 |
|
| R2 |
118-177 |
118-177 |
118-047 |
|
| R1 |
118-101 |
118-101 |
118-036 |
118-079 |
| PP |
118-057 |
118-057 |
118-057 |
118-046 |
| S1 |
117-301 |
117-301 |
118-014 |
117-279 |
| S2 |
117-257 |
117-257 |
118-003 |
|
| S3 |
117-137 |
117-181 |
117-312 |
|
| S4 |
117-017 |
117-061 |
117-279 |
|
|
| 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% |
0-120 |
0.3% |
57% |
False |
False |
836,534 |
| 10 |
118-142 |
117-153 |
0-310 |
0.8% |
0-104 |
0.3% |
62% |
False |
False |
825,889 |
| 20 |
118-142 |
117-110 |
1-032 |
0.9% |
0-120 |
0.3% |
67% |
False |
False |
816,284 |
| 40 |
118-142 |
116-175 |
1-287 |
1.6% |
0-116 |
0.3% |
81% |
False |
False |
721,736 |
| 60 |
119-018 |
116-175 |
2-162 |
2.1% |
0-121 |
0.3% |
61% |
False |
False |
700,134 |
| 80 |
121-110 |
116-175 |
4-255 |
4.1% |
0-118 |
0.3% |
32% |
False |
False |
527,467 |
| 100 |
121-135 |
116-175 |
4-280 |
4.1% |
0-100 |
0.3% |
31% |
False |
False |
421,992 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-003 |
|
2.618 |
119-127 |
|
1.618 |
119-007 |
|
1.000 |
118-253 |
|
0.618 |
118-207 |
|
HIGH |
118-133 |
|
0.618 |
118-087 |
|
0.500 |
118-073 |
|
0.382 |
118-058 |
|
LOW |
118-013 |
|
0.618 |
117-258 |
|
1.000 |
117-213 |
|
1.618 |
117-138 |
|
2.618 |
117-018 |
|
4.250 |
116-143 |
|
|
| Fisher Pivots for day following 09-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-073 |
118-078 |
| PP |
118-057 |
118-060 |
| S1 |
118-041 |
118-042 |
|