ECBOT 5 Year T-Note Future March 2017
| Trading Metrics calculated at close of trading on 01-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2017 |
01-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
118-058 |
117-255 |
-0-122 |
-0.3% |
117-298 |
| High |
118-082 |
117-255 |
-0-147 |
-0.4% |
118-162 |
| Low |
117-230 |
117-150 |
-0-080 |
-0.2% |
117-227 |
| Close |
118-022 |
117-167 |
-0-175 |
-0.5% |
118-158 |
| Range |
0-172 |
0-105 |
-0-067 |
-39.1% |
0-255 |
| ATR |
0-113 |
0-119 |
0-006 |
5.0% |
0-000 |
| Volume |
423,780 |
166,221 |
-257,559 |
-60.8% |
7,494,279 |
|
| Daily Pivots for day following 01-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-186 |
118-122 |
117-225 |
|
| R3 |
118-081 |
118-017 |
117-196 |
|
| R2 |
117-296 |
117-296 |
117-187 |
|
| R1 |
117-232 |
117-232 |
117-177 |
117-211 |
| PP |
117-191 |
117-191 |
117-191 |
117-181 |
| S1 |
117-127 |
117-127 |
117-158 |
117-106 |
| S2 |
117-086 |
117-086 |
117-148 |
|
| S3 |
116-301 |
117-022 |
117-139 |
|
| S4 |
116-196 |
116-237 |
117-110 |
|
|
| 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 |
117-150 |
1-012 |
0.9% |
0-120 |
0.3% |
5% |
False |
True |
1,108,842 |
| 10 |
118-162 |
117-110 |
1-052 |
1.0% |
0-110 |
0.3% |
15% |
False |
False |
1,138,004 |
| 20 |
118-162 |
117-110 |
1-052 |
1.0% |
0-108 |
0.3% |
15% |
False |
False |
970,610 |
| 40 |
118-162 |
117-080 |
1-082 |
1.1% |
0-116 |
0.3% |
22% |
False |
False |
873,068 |
| 60 |
118-162 |
116-175 |
1-307 |
1.7% |
0-114 |
0.3% |
50% |
False |
False |
789,821 |
| 80 |
121-110 |
116-175 |
4-255 |
4.1% |
0-123 |
0.3% |
20% |
False |
False |
696,551 |
| 100 |
121-110 |
116-175 |
4-255 |
4.1% |
0-112 |
0.3% |
20% |
False |
False |
557,815 |
| 120 |
121-135 |
116-175 |
4-280 |
4.1% |
0-094 |
0.3% |
20% |
False |
False |
464,850 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-061 |
|
2.618 |
118-210 |
|
1.618 |
118-105 |
|
1.000 |
118-040 |
|
0.618 |
118-000 |
|
HIGH |
117-255 |
|
0.618 |
117-215 |
|
0.500 |
117-203 |
|
0.382 |
117-190 |
|
LOW |
117-150 |
|
0.618 |
117-085 |
|
1.000 |
117-045 |
|
1.618 |
116-300 |
|
2.618 |
116-195 |
|
4.250 |
116-024 |
|
|
| Fisher Pivots for day following 01-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
117-203 |
117-316 |
| PP |
117-191 |
117-267 |
| S1 |
117-179 |
117-217 |
|