ECBOT 5 Year T-Note Future March 2017
Trading Metrics calculated at close of trading on 13-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2017 |
13-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
118-027 |
117-310 |
-0-037 |
-0.1% |
117-275 |
High |
118-030 |
117-310 |
-0-040 |
-0.1% |
118-142 |
Low |
117-295 |
117-255 |
-0-040 |
-0.1% |
117-265 |
Close |
117-318 |
117-282 |
-0-035 |
-0.1% |
117-318 |
Range |
0-055 |
0-055 |
0-000 |
0.0% |
0-198 |
ATR |
0-114 |
0-110 |
-0-004 |
-3.2% |
0-000 |
Volume |
719,703 |
535,066 |
-184,637 |
-25.7% |
3,856,792 |
|
Daily Pivots for day following 13-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-128 |
118-100 |
117-313 |
|
R3 |
118-073 |
118-045 |
117-298 |
|
R2 |
118-018 |
118-018 |
117-293 |
|
R1 |
117-310 |
117-310 |
117-288 |
117-296 |
PP |
117-283 |
117-283 |
117-283 |
117-276 |
S1 |
117-255 |
117-255 |
117-277 |
117-241 |
S2 |
117-227 |
117-227 |
117-272 |
|
S3 |
117-172 |
117-200 |
117-267 |
|
S4 |
117-117 |
117-145 |
117-252 |
|
|
Weekly Pivots for week ending 10-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-301 |
119-187 |
118-106 |
|
R3 |
119-103 |
118-309 |
118-052 |
|
R2 |
118-226 |
118-226 |
118-034 |
|
R1 |
118-112 |
118-112 |
118-016 |
118-169 |
PP |
118-028 |
118-028 |
118-028 |
118-057 |
S1 |
117-234 |
117-234 |
117-299 |
117-291 |
S2 |
117-151 |
117-151 |
117-281 |
|
S3 |
116-273 |
117-037 |
117-263 |
|
S4 |
116-076 |
116-159 |
117-209 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
118-142 |
117-255 |
0-207 |
0.6% |
0-085 |
0.2% |
13% |
False |
True |
730,091 |
10 |
118-142 |
117-153 |
0-310 |
0.8% |
0-102 |
0.3% |
42% |
False |
False |
826,867 |
20 |
118-142 |
117-110 |
1-032 |
0.9% |
0-110 |
0.3% |
49% |
False |
False |
799,000 |
40 |
118-142 |
116-175 |
1-287 |
1.6% |
0-109 |
0.3% |
70% |
False |
False |
707,219 |
60 |
118-242 |
116-175 |
2-067 |
1.9% |
0-117 |
0.3% |
60% |
False |
False |
719,065 |
80 |
121-110 |
116-175 |
4-255 |
4.1% |
0-118 |
0.3% |
28% |
False |
False |
543,131 |
100 |
121-135 |
116-175 |
4-280 |
4.1% |
0-101 |
0.3% |
27% |
False |
False |
434,540 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
118-224 |
2.618 |
118-134 |
1.618 |
118-079 |
1.000 |
118-045 |
0.618 |
118-024 |
HIGH |
117-310 |
0.618 |
117-289 |
0.500 |
117-283 |
0.382 |
117-276 |
LOW |
117-255 |
0.618 |
117-221 |
1.000 |
117-200 |
1.618 |
117-166 |
2.618 |
117-111 |
4.250 |
117-021 |
|
|
Fisher Pivots for day following 13-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
117-283 |
118-034 |
PP |
117-283 |
118-010 |
S1 |
117-283 |
117-306 |
|