ECBOT 5 Year T-Note Future March 2017
Trading Metrics calculated at close of trading on 16-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2017 |
16-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
117-198 |
117-153 |
-0-045 |
-0.1% |
117-275 |
High |
117-207 |
117-260 |
0-053 |
0.1% |
118-142 |
Low |
117-110 |
117-145 |
0-035 |
0.1% |
117-265 |
Close |
117-145 |
117-240 |
0-095 |
0.3% |
117-318 |
Range |
0-097 |
0-115 |
0-018 |
18.0% |
0-198 |
ATR |
0-111 |
0-111 |
0-000 |
0.3% |
0-000 |
Volume |
887,528 |
844,124 |
-43,404 |
-4.9% |
3,856,792 |
|
Daily Pivots for day following 16-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-240 |
118-195 |
117-303 |
|
R3 |
118-125 |
118-080 |
117-272 |
|
R2 |
118-010 |
118-010 |
117-261 |
|
R1 |
117-285 |
117-285 |
117-251 |
117-308 |
PP |
117-215 |
117-215 |
117-215 |
117-226 |
S1 |
117-170 |
117-170 |
117-229 |
117-192 |
S2 |
117-100 |
117-100 |
117-219 |
|
S3 |
116-305 |
117-055 |
117-208 |
|
S4 |
116-190 |
116-260 |
117-177 |
|
|
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 |
118-030 |
117-110 |
0-240 |
0.6% |
0-092 |
0.2% |
54% |
False |
False |
786,869 |
10 |
118-142 |
117-110 |
1-032 |
0.9% |
0-106 |
0.3% |
37% |
False |
False |
811,701 |
20 |
118-142 |
117-110 |
1-032 |
0.9% |
0-105 |
0.3% |
37% |
False |
False |
804,382 |
40 |
118-142 |
116-258 |
1-205 |
1.4% |
0-109 |
0.3% |
58% |
False |
False |
708,261 |
60 |
118-142 |
116-175 |
1-287 |
1.6% |
0-115 |
0.3% |
63% |
False |
False |
755,794 |
80 |
121-110 |
116-175 |
4-255 |
4.1% |
0-120 |
0.3% |
25% |
False |
False |
576,534 |
100 |
121-135 |
116-175 |
4-280 |
4.1% |
0-104 |
0.3% |
25% |
False |
False |
461,336 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
119-109 |
2.618 |
118-241 |
1.618 |
118-126 |
1.000 |
118-055 |
0.618 |
118-011 |
HIGH |
117-260 |
0.618 |
117-216 |
0.500 |
117-202 |
0.382 |
117-189 |
LOW |
117-145 |
0.618 |
117-074 |
1.000 |
117-030 |
1.618 |
116-279 |
2.618 |
116-164 |
4.250 |
115-296 |
|
|
Fisher Pivots for day following 16-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
117-227 |
117-227 |
PP |
117-215 |
117-213 |
S1 |
117-202 |
117-200 |
|