ECBOT 5 Year T-Note Future March 2017
| Trading Metrics calculated at close of trading on 27-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2017 |
27-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
118-065 |
118-160 |
0-095 |
0.3% |
117-298 |
| High |
118-162 |
118-162 |
0-000 |
0.0% |
118-162 |
| Low |
118-055 |
118-042 |
-0-013 |
0.0% |
117-227 |
| Close |
118-158 |
118-050 |
-0-107 |
-0.3% |
118-158 |
| Range |
0-107 |
0-120 |
0-013 |
11.6% |
0-255 |
| ATR |
0-108 |
0-109 |
0-001 |
0.8% |
0-000 |
| Volume |
1,565,337 |
925,442 |
-639,895 |
-40.9% |
7,494,279 |
|
| Daily Pivots for day following 27-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-125 |
119-048 |
118-116 |
|
| R3 |
119-005 |
118-248 |
118-083 |
|
| R2 |
118-205 |
118-205 |
118-072 |
|
| R1 |
118-128 |
118-128 |
118-061 |
118-106 |
| PP |
118-085 |
118-085 |
118-085 |
118-074 |
| S1 |
118-008 |
118-008 |
118-039 |
117-306 |
| S2 |
117-285 |
117-285 |
118-028 |
|
| S3 |
117-165 |
117-208 |
118-017 |
|
| S4 |
117-045 |
117-088 |
117-304 |
|
|
| 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 |
117-227 |
0-255 |
0.7% |
0-101 |
0.3% |
56% |
True |
False |
1,683,944 |
| 10 |
118-162 |
117-110 |
1-052 |
1.0% |
0-102 |
0.3% |
70% |
True |
False |
1,227,303 |
| 20 |
118-162 |
117-110 |
1-052 |
1.0% |
0-102 |
0.3% |
70% |
True |
False |
1,033,667 |
| 40 |
118-162 |
117-080 |
1-082 |
1.1% |
0-114 |
0.3% |
72% |
True |
False |
882,893 |
| 60 |
118-162 |
116-175 |
1-307 |
1.7% |
0-114 |
0.3% |
82% |
True |
False |
816,674 |
| 80 |
121-110 |
116-175 |
4-255 |
4.1% |
0-123 |
0.3% |
34% |
False |
False |
689,351 |
| 100 |
121-110 |
116-175 |
4-255 |
4.1% |
0-110 |
0.3% |
34% |
False |
False |
551,920 |
| 120 |
121-135 |
116-175 |
4-280 |
4.1% |
0-092 |
0.2% |
33% |
False |
False |
459,933 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-032 |
|
2.618 |
119-157 |
|
1.618 |
119-037 |
|
1.000 |
118-282 |
|
0.618 |
118-237 |
|
HIGH |
118-162 |
|
0.618 |
118-117 |
|
0.500 |
118-102 |
|
0.382 |
118-088 |
|
LOW |
118-042 |
|
0.618 |
117-288 |
|
1.000 |
117-242 |
|
1.618 |
117-168 |
|
2.618 |
117-048 |
|
4.250 |
116-172 |
|
|
| Fisher Pivots for day following 27-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-102 |
118-068 |
| PP |
118-085 |
118-062 |
| S1 |
118-068 |
118-056 |
|