ECBOT 5 Year T-Note Future March 2017
Trading Metrics calculated at close of trading on 23-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2017 |
23-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
117-280 |
117-302 |
0-022 |
0.1% |
117-310 |
High |
118-015 |
118-070 |
0-055 |
0.1% |
118-010 |
Low |
117-227 |
117-293 |
0-065 |
0.2% |
117-110 |
Close |
117-300 |
118-045 |
0-065 |
0.2% |
117-295 |
Range |
0-108 |
0-098 |
-0-010 |
-9.3% |
0-220 |
ATR |
0-108 |
0-107 |
-0-001 |
-0.7% |
0-000 |
Volume |
2,342,500 |
2,463,430 |
120,930 |
5.2% |
3,853,313 |
|
Daily Pivots for day following 23-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-002 |
118-281 |
118-099 |
|
R3 |
118-224 |
118-183 |
118-072 |
|
R2 |
118-127 |
118-127 |
118-063 |
|
R1 |
118-086 |
118-086 |
118-054 |
118-106 |
PP |
118-029 |
118-029 |
118-029 |
118-039 |
S1 |
117-308 |
117-308 |
118-036 |
118-009 |
S2 |
117-252 |
117-252 |
118-027 |
|
S3 |
117-154 |
117-211 |
118-018 |
|
S4 |
117-057 |
117-113 |
117-311 |
|
|
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 |
118-070 |
117-145 |
0-245 |
0.6% |
0-100 |
0.3% |
90% |
True |
False |
1,482,347 |
10 |
118-133 |
117-110 |
1-022 |
0.9% |
0-096 |
0.3% |
74% |
False |
False |
1,127,090 |
20 |
118-142 |
117-110 |
1-032 |
0.9% |
0-099 |
0.3% |
72% |
False |
False |
970,507 |
40 |
118-142 |
116-295 |
1-167 |
1.3% |
0-112 |
0.3% |
80% |
False |
False |
838,128 |
60 |
118-142 |
116-175 |
1-287 |
1.6% |
0-113 |
0.3% |
84% |
False |
False |
811,128 |
80 |
121-110 |
116-175 |
4-255 |
4.1% |
0-121 |
0.3% |
33% |
False |
False |
658,285 |
100 |
121-110 |
116-175 |
4-255 |
4.1% |
0-108 |
0.3% |
33% |
False |
False |
527,012 |
120 |
121-135 |
116-175 |
4-280 |
4.1% |
0-090 |
0.2% |
33% |
False |
False |
439,176 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
119-164 |
2.618 |
119-005 |
1.618 |
118-228 |
1.000 |
118-168 |
0.618 |
118-130 |
HIGH |
118-070 |
0.618 |
118-033 |
0.500 |
118-021 |
0.382 |
118-010 |
LOW |
117-293 |
0.618 |
117-232 |
1.000 |
117-195 |
1.618 |
117-135 |
2.618 |
117-037 |
4.250 |
116-198 |
|
|
Fisher Pivots for day following 23-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
118-037 |
118-026 |
PP |
118-029 |
118-007 |
S1 |
118-021 |
117-309 |
|