ECBOT 5 Year T-Note Future March 2017
Trading Metrics calculated at close of trading on 02-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2017 |
02-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
117-255 |
117-165 |
-0-090 |
-0.2% |
117-298 |
High |
117-255 |
117-185 |
-0-070 |
-0.2% |
118-162 |
Low |
117-150 |
117-080 |
-0-070 |
-0.2% |
117-227 |
Close |
117-167 |
117-107 |
-0-060 |
-0.2% |
118-158 |
Range |
0-105 |
0-105 |
0-000 |
0.0% |
0-255 |
ATR |
0-119 |
0-118 |
-0-001 |
-0.8% |
0-000 |
Volume |
166,221 |
121,127 |
-45,094 |
-27.1% |
7,494,279 |
|
Daily Pivots for day following 02-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-119 |
118-058 |
117-165 |
|
R3 |
118-014 |
117-273 |
117-136 |
|
R2 |
117-229 |
117-229 |
117-127 |
|
R1 |
117-168 |
117-168 |
117-117 |
117-146 |
PP |
117-124 |
117-124 |
117-124 |
117-113 |
S1 |
117-063 |
117-063 |
117-098 |
117-041 |
S2 |
117-019 |
117-019 |
117-088 |
|
S3 |
116-234 |
116-278 |
117-079 |
|
S4 |
116-129 |
116-173 |
117-050 |
|
|
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 |
117-080 |
1-082 |
1.1% |
0-122 |
0.3% |
7% |
False |
True |
640,381 |
10 |
118-162 |
117-080 |
1-082 |
1.1% |
0-111 |
0.3% |
7% |
False |
True |
1,061,364 |
20 |
118-162 |
117-080 |
1-082 |
1.1% |
0-107 |
0.3% |
7% |
False |
True |
929,622 |
40 |
118-162 |
117-080 |
1-082 |
1.1% |
0-115 |
0.3% |
7% |
False |
True |
855,148 |
60 |
118-162 |
116-175 |
1-307 |
1.7% |
0-113 |
0.3% |
40% |
False |
False |
777,272 |
80 |
121-110 |
116-175 |
4-255 |
4.1% |
0-124 |
0.3% |
16% |
False |
False |
697,707 |
100 |
121-110 |
116-175 |
4-255 |
4.1% |
0-112 |
0.3% |
16% |
False |
False |
559,025 |
120 |
121-135 |
116-175 |
4-280 |
4.2% |
0-095 |
0.3% |
16% |
False |
False |
465,859 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
118-311 |
2.618 |
118-140 |
1.618 |
118-035 |
1.000 |
117-290 |
0.618 |
117-250 |
HIGH |
117-185 |
0.618 |
117-145 |
0.500 |
117-132 |
0.382 |
117-120 |
LOW |
117-080 |
0.618 |
117-015 |
1.000 |
116-295 |
1.618 |
116-230 |
2.618 |
116-125 |
4.250 |
115-274 |
|
|
Fisher Pivots for day following 02-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
117-132 |
117-241 |
PP |
117-124 |
117-197 |
S1 |
117-116 |
117-152 |
|