ECBOT 5 Year T-Note Future March 2017
| Trading Metrics calculated at close of trading on 24-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2017 |
24-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
117-302 |
118-065 |
0-082 |
0.2% |
117-298 |
| High |
118-070 |
118-162 |
0-092 |
0.2% |
118-162 |
| Low |
117-293 |
118-055 |
0-082 |
0.2% |
117-227 |
| Close |
118-045 |
118-158 |
0-113 |
0.3% |
118-158 |
| Range |
0-098 |
0-107 |
0-010 |
10.2% |
0-255 |
| ATR |
0-107 |
0-108 |
0-001 |
0.7% |
0-000 |
| Volume |
2,463,430 |
1,565,337 |
-898,093 |
-36.5% |
7,494,279 |
|
| Daily Pivots for day following 24-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-127 |
119-090 |
118-217 |
|
| R3 |
119-020 |
118-302 |
118-187 |
|
| R2 |
118-232 |
118-232 |
118-177 |
|
| R1 |
118-195 |
118-195 |
118-167 |
118-214 |
| PP |
118-125 |
118-125 |
118-125 |
118-134 |
| S1 |
118-088 |
118-088 |
118-148 |
118-106 |
| S2 |
118-018 |
118-018 |
118-138 |
|
| S3 |
117-230 |
117-300 |
118-128 |
|
| S4 |
117-123 |
117-193 |
118-098 |
|
|
| Weekly Pivots for week ending 24-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-201 |
120-114 |
118-298 |
|
| R3 |
119-266 |
119-179 |
118-228 |
|
| R2 |
119-011 |
119-011 |
118-204 |
|
| R1 |
118-244 |
118-244 |
118-181 |
118-288 |
| PP |
118-076 |
118-076 |
118-076 |
118-097 |
| S1 |
117-309 |
117-309 |
118-134 |
118-032 |
| S2 |
117-141 |
117-141 |
118-111 |
|
| S3 |
116-206 |
117-054 |
118-087 |
|
| S4 |
115-271 |
116-119 |
118-017 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-162 |
117-222 |
0-260 |
0.7% |
0-099 |
0.3% |
98% |
True |
False |
1,626,589 |
| 10 |
118-162 |
117-110 |
1-052 |
1.0% |
0-095 |
0.3% |
99% |
True |
False |
1,206,729 |
| 20 |
118-162 |
117-110 |
1-052 |
1.0% |
0-100 |
0.3% |
99% |
True |
False |
1,016,309 |
| 40 |
118-162 |
116-295 |
1-187 |
1.3% |
0-113 |
0.3% |
99% |
True |
False |
872,793 |
| 60 |
118-162 |
116-175 |
1-307 |
1.7% |
0-113 |
0.3% |
99% |
True |
False |
816,492 |
| 80 |
121-110 |
116-175 |
4-255 |
4.0% |
0-122 |
0.3% |
41% |
False |
False |
677,820 |
| 100 |
121-110 |
116-175 |
4-255 |
4.0% |
0-109 |
0.3% |
41% |
False |
False |
542,665 |
| 120 |
121-135 |
116-175 |
4-280 |
4.1% |
0-091 |
0.2% |
40% |
False |
False |
452,221 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-299 |
|
2.618 |
119-124 |
|
1.618 |
119-016 |
|
1.000 |
118-270 |
|
0.618 |
118-229 |
|
HIGH |
118-162 |
|
0.618 |
118-121 |
|
0.500 |
118-109 |
|
0.382 |
118-096 |
|
LOW |
118-055 |
|
0.618 |
117-309 |
|
1.000 |
117-268 |
|
1.618 |
117-201 |
|
2.618 |
117-094 |
|
4.250 |
116-238 |
|
|
| Fisher Pivots for day following 24-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-141 |
118-117 |
| PP |
118-125 |
118-076 |
| S1 |
118-109 |
118-035 |
|