ECBOT 5 Year T-Note Future March 2017
Trading Metrics calculated at close of trading on 22-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2017 |
22-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
117-298 |
117-280 |
-0-018 |
0.0% |
117-310 |
High |
117-305 |
118-015 |
0-030 |
0.1% |
118-010 |
Low |
117-233 |
117-227 |
-0-005 |
0.0% |
117-110 |
Close |
117-290 |
117-300 |
0-010 |
0.0% |
117-295 |
Range |
0-072 |
0-108 |
0-035 |
48.3% |
0-220 |
ATR |
0-108 |
0-108 |
0-000 |
0.0% |
0-000 |
Volume |
1,123,012 |
2,342,500 |
1,219,488 |
108.6% |
3,853,313 |
|
Daily Pivots for day following 22-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-290 |
118-243 |
118-039 |
|
R3 |
118-183 |
118-135 |
118-010 |
|
R2 |
118-075 |
118-075 |
118-000 |
|
R1 |
118-028 |
118-028 |
117-310 |
118-051 |
PP |
117-287 |
117-287 |
117-287 |
117-299 |
S1 |
117-240 |
117-240 |
117-290 |
117-264 |
S2 |
117-180 |
117-180 |
117-280 |
|
S3 |
117-072 |
117-132 |
117-270 |
|
S4 |
116-285 |
117-025 |
117-241 |
|
|
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 |
118-015 |
117-110 |
0-225 |
0.6% |
0-100 |
0.3% |
84% |
True |
False |
1,167,166 |
10 |
118-142 |
117-110 |
1-032 |
0.9% |
0-097 |
0.3% |
54% |
False |
False |
970,402 |
20 |
118-142 |
117-110 |
1-032 |
0.9% |
0-100 |
0.3% |
54% |
False |
False |
886,844 |
40 |
118-142 |
116-295 |
1-167 |
1.3% |
0-111 |
0.3% |
67% |
False |
False |
781,468 |
60 |
118-142 |
116-175 |
1-287 |
1.6% |
0-113 |
0.3% |
73% |
False |
False |
781,077 |
80 |
121-110 |
116-175 |
4-255 |
4.1% |
0-121 |
0.3% |
29% |
False |
False |
627,743 |
100 |
121-135 |
116-175 |
4-280 |
4.1% |
0-107 |
0.3% |
29% |
False |
False |
502,378 |
120 |
121-135 |
116-175 |
4-280 |
4.1% |
0-089 |
0.2% |
29% |
False |
False |
418,648 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
119-152 |
2.618 |
118-296 |
1.618 |
118-189 |
1.000 |
118-123 |
0.618 |
118-081 |
HIGH |
118-015 |
0.618 |
117-294 |
0.500 |
117-281 |
0.382 |
117-269 |
LOW |
117-227 |
0.618 |
117-161 |
1.000 |
117-120 |
1.618 |
117-054 |
2.618 |
116-266 |
4.250 |
116-091 |
|
|
Fisher Pivots for day following 22-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
117-294 |
117-293 |
PP |
117-287 |
117-286 |
S1 |
117-281 |
117-279 |
|