ECBOT 5 Year T-Note Future March 2017
Trading Metrics calculated at close of trading on 21-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2017 |
21-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
117-240 |
117-298 |
0-058 |
0.2% |
117-310 |
High |
118-010 |
117-305 |
-0-025 |
-0.1% |
118-010 |
Low |
117-222 |
117-233 |
0-010 |
0.0% |
117-110 |
Close |
117-295 |
117-290 |
-0-005 |
0.0% |
117-295 |
Range |
0-108 |
0-072 |
-0-035 |
-32.6% |
0-220 |
ATR |
0-111 |
0-108 |
-0-003 |
-2.5% |
0-000 |
Volume |
638,670 |
1,123,012 |
484,342 |
75.8% |
3,853,313 |
|
Daily Pivots for day following 21-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-173 |
118-144 |
118-010 |
|
R3 |
118-101 |
118-072 |
117-310 |
|
R2 |
118-028 |
118-028 |
117-303 |
|
R1 |
117-319 |
117-319 |
117-297 |
117-298 |
PP |
117-276 |
117-276 |
117-276 |
117-265 |
S1 |
117-247 |
117-247 |
117-283 |
117-225 |
S2 |
117-203 |
117-203 |
117-277 |
|
S3 |
117-131 |
117-174 |
117-270 |
|
S4 |
117-058 |
117-102 |
117-250 |
|
|
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% |
0-105 |
0.3% |
82% |
False |
False |
888,251 |
10 |
118-142 |
117-110 |
1-032 |
0.9% |
0-095 |
0.3% |
51% |
False |
False |
809,171 |
20 |
118-142 |
117-110 |
1-032 |
0.9% |
0-101 |
0.3% |
51% |
False |
False |
801,853 |
40 |
118-142 |
116-282 |
1-180 |
1.3% |
0-110 |
0.3% |
66% |
False |
False |
732,838 |
60 |
118-142 |
116-175 |
1-287 |
1.6% |
0-115 |
0.3% |
72% |
False |
False |
766,612 |
80 |
121-110 |
116-175 |
4-255 |
4.1% |
0-121 |
0.3% |
28% |
False |
False |
598,482 |
100 |
121-135 |
116-175 |
4-280 |
4.1% |
0-106 |
0.3% |
28% |
False |
False |
478,953 |
120 |
121-135 |
116-175 |
4-280 |
4.1% |
0-088 |
0.2% |
28% |
False |
False |
399,127 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
118-293 |
2.618 |
118-175 |
1.618 |
118-102 |
1.000 |
118-057 |
0.618 |
118-030 |
HIGH |
117-305 |
0.618 |
117-277 |
0.500 |
117-269 |
0.382 |
117-260 |
LOW |
117-233 |
0.618 |
117-188 |
1.000 |
117-160 |
1.618 |
117-115 |
2.618 |
117-043 |
4.250 |
116-244 |
|
|
Fisher Pivots for day following 21-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
117-283 |
117-273 |
PP |
117-276 |
117-255 |
S1 |
117-269 |
117-238 |
|