ECBOT 5 Year T-Note Future March 2017
Trading Metrics calculated at close of trading on 17-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2017 |
17-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
117-153 |
117-240 |
0-087 |
0.2% |
117-310 |
High |
117-260 |
118-010 |
0-070 |
0.2% |
118-010 |
Low |
117-145 |
117-222 |
0-078 |
0.2% |
117-110 |
Close |
117-240 |
117-295 |
0-055 |
0.1% |
117-295 |
Range |
0-115 |
0-108 |
-0-007 |
-6.5% |
0-220 |
ATR |
0-111 |
0-111 |
0-000 |
-0.2% |
0-000 |
Volume |
844,124 |
638,670 |
-205,454 |
-24.3% |
3,853,313 |
|
Daily Pivots for day following 17-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-285 |
118-238 |
118-034 |
|
R3 |
118-178 |
118-130 |
118-005 |
|
R2 |
118-070 |
118-070 |
117-315 |
|
R1 |
118-023 |
118-023 |
117-305 |
118-046 |
PP |
117-283 |
117-283 |
117-283 |
117-294 |
S1 |
117-235 |
117-235 |
117-285 |
117-259 |
S2 |
117-175 |
117-175 |
117-275 |
|
S3 |
117-067 |
117-127 |
117-265 |
|
S4 |
116-280 |
117-020 |
117-236 |
|
|
Weekly Pivots for week ending 17-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-265 |
119-180 |
118-096 |
|
R3 |
119-045 |
118-280 |
118-036 |
|
R2 |
118-145 |
118-145 |
118-015 |
|
R1 |
118-060 |
118-060 |
117-315 |
117-313 |
PP |
117-245 |
117-245 |
117-245 |
117-211 |
S1 |
117-160 |
117-160 |
117-275 |
117-093 |
S2 |
117-025 |
117-025 |
117-255 |
|
S3 |
116-125 |
116-260 |
117-235 |
|
S4 |
115-225 |
116-040 |
117-174 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
118-010 |
117-110 |
0-220 |
0.6% |
0-102 |
0.3% |
84% |
True |
False |
770,662 |
10 |
118-142 |
117-110 |
1-032 |
0.9% |
0-100 |
0.3% |
52% |
False |
False |
771,010 |
20 |
118-142 |
117-110 |
1-032 |
0.9% |
0-105 |
0.3% |
52% |
False |
False |
791,461 |
40 |
118-142 |
116-282 |
1-180 |
1.3% |
0-110 |
0.3% |
67% |
False |
False |
713,598 |
60 |
118-142 |
116-175 |
1-287 |
1.6% |
0-115 |
0.3% |
72% |
False |
False |
759,635 |
80 |
121-110 |
116-175 |
4-255 |
4.1% |
0-121 |
0.3% |
29% |
False |
False |
584,499 |
100 |
121-135 |
116-175 |
4-280 |
4.1% |
0-105 |
0.3% |
28% |
False |
False |
467,722 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
119-147 |
2.618 |
118-292 |
1.618 |
118-184 |
1.000 |
118-118 |
0.618 |
118-076 |
HIGH |
118-010 |
0.618 |
117-289 |
0.500 |
117-276 |
0.382 |
117-264 |
LOW |
117-222 |
0.618 |
117-156 |
1.000 |
117-115 |
1.618 |
117-049 |
2.618 |
116-261 |
4.250 |
116-086 |
|
|
Fisher Pivots for day following 17-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
117-289 |
117-270 |
PP |
117-283 |
117-245 |
S1 |
117-276 |
117-220 |
|