ECBOT 5 Year T-Note Future March 2017
Trading Metrics calculated at close of trading on 14-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2017 |
14-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
117-310 |
117-273 |
-0-038 |
-0.1% |
117-275 |
High |
117-310 |
117-290 |
-0-020 |
-0.1% |
118-142 |
Low |
117-255 |
117-155 |
-0-100 |
-0.3% |
117-265 |
Close |
117-282 |
117-202 |
-0-080 |
-0.2% |
117-318 |
Range |
0-055 |
0-135 |
0-080 |
145.4% |
0-198 |
ATR |
0-110 |
0-112 |
0-002 |
1.6% |
0-000 |
Volume |
535,066 |
947,925 |
412,859 |
77.2% |
3,856,792 |
|
Daily Pivots for day following 14-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-301 |
118-227 |
117-277 |
|
R3 |
118-166 |
118-092 |
117-240 |
|
R2 |
118-031 |
118-031 |
117-227 |
|
R1 |
117-277 |
117-277 |
117-215 |
117-246 |
PP |
117-216 |
117-216 |
117-216 |
117-201 |
S1 |
117-142 |
117-142 |
117-190 |
117-111 |
S2 |
117-081 |
117-081 |
117-178 |
|
S3 |
116-266 |
117-007 |
117-165 |
|
S4 |
116-131 |
116-192 |
117-128 |
|
|
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 |
117-155 |
0-307 |
0.8% |
0-093 |
0.2% |
15% |
False |
True |
773,637 |
10 |
118-142 |
117-153 |
0-310 |
0.8% |
0-106 |
0.3% |
16% |
False |
False |
803,215 |
20 |
118-142 |
117-110 |
1-032 |
0.9% |
0-109 |
0.3% |
26% |
False |
False |
804,337 |
40 |
118-142 |
116-205 |
1-258 |
1.5% |
0-109 |
0.3% |
55% |
False |
False |
699,592 |
60 |
118-242 |
116-175 |
2-067 |
1.9% |
0-117 |
0.3% |
49% |
False |
False |
733,659 |
80 |
121-110 |
116-175 |
4-255 |
4.1% |
0-119 |
0.3% |
23% |
False |
False |
554,972 |
100 |
121-135 |
116-175 |
4-280 |
4.1% |
0-102 |
0.3% |
22% |
False |
False |
444,019 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
119-224 |
2.618 |
119-003 |
1.618 |
118-188 |
1.000 |
118-105 |
0.618 |
118-053 |
HIGH |
117-290 |
0.618 |
117-238 |
0.500 |
117-223 |
0.382 |
117-207 |
LOW |
117-155 |
0.618 |
117-072 |
1.000 |
117-020 |
1.618 |
116-257 |
2.618 |
116-122 |
4.250 |
115-221 |
|
|
Fisher Pivots for day following 14-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
117-223 |
117-253 |
PP |
117-216 |
117-236 |
S1 |
117-209 |
117-219 |
|