ECBOT 5 Year T-Note Future March 2017
Trading Metrics calculated at close of trading on 03-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2017 |
03-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
117-165 |
117-130 |
-0-035 |
-0.1% |
118-160 |
High |
117-185 |
117-145 |
-0-040 |
-0.1% |
118-162 |
Low |
117-080 |
117-067 |
-0-013 |
0.0% |
117-067 |
Close |
117-107 |
117-135 |
0-028 |
0.1% |
117-135 |
Range |
0-105 |
0-078 |
-0-027 |
-26.2% |
1-095 |
ATR |
0-118 |
0-115 |
-0-003 |
-2.5% |
0-000 |
Volume |
121,127 |
57,580 |
-63,547 |
-52.5% |
1,694,150 |
|
Daily Pivots for day following 03-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-028 |
117-319 |
117-178 |
|
R3 |
117-271 |
117-242 |
117-156 |
|
R2 |
117-193 |
117-193 |
117-149 |
|
R1 |
117-164 |
117-164 |
117-142 |
117-179 |
PP |
117-116 |
117-116 |
117-116 |
117-123 |
S1 |
117-087 |
117-087 |
117-128 |
117-101 |
S2 |
117-038 |
117-038 |
117-121 |
|
S3 |
116-281 |
117-009 |
117-114 |
|
S4 |
116-203 |
116-252 |
117-092 |
|
|
Weekly Pivots for week ending 03-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-193 |
120-259 |
118-043 |
|
R3 |
120-098 |
119-164 |
117-249 |
|
R2 |
119-003 |
119-003 |
117-211 |
|
R1 |
118-069 |
118-069 |
117-173 |
117-309 |
PP |
117-228 |
117-228 |
117-228 |
117-188 |
S1 |
116-294 |
116-294 |
117-097 |
116-214 |
S2 |
116-133 |
116-133 |
117-059 |
|
S3 |
115-038 |
115-199 |
117-021 |
|
S4 |
113-263 |
114-104 |
116-227 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
118-162 |
117-067 |
1-095 |
1.1% |
0-116 |
0.3% |
16% |
False |
True |
338,830 |
10 |
118-162 |
117-067 |
1-095 |
1.1% |
0-107 |
0.3% |
16% |
False |
True |
982,709 |
20 |
118-162 |
117-067 |
1-095 |
1.1% |
0-107 |
0.3% |
16% |
False |
True |
897,205 |
40 |
118-162 |
117-067 |
1-095 |
1.1% |
0-115 |
0.3% |
16% |
False |
True |
841,483 |
60 |
118-162 |
116-175 |
1-307 |
1.7% |
0-111 |
0.3% |
45% |
False |
False |
765,171 |
80 |
121-110 |
116-175 |
4-255 |
4.1% |
0-123 |
0.3% |
18% |
False |
False |
698,216 |
100 |
121-110 |
116-175 |
4-255 |
4.1% |
0-113 |
0.3% |
18% |
False |
False |
559,600 |
120 |
121-135 |
116-175 |
4-280 |
4.2% |
0-096 |
0.3% |
18% |
False |
False |
466,339 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
118-154 |
2.618 |
118-028 |
1.618 |
117-270 |
1.000 |
117-222 |
0.618 |
117-193 |
HIGH |
117-145 |
0.618 |
117-115 |
0.500 |
117-106 |
0.382 |
117-097 |
LOW |
117-067 |
0.618 |
117-020 |
1.000 |
116-310 |
1.618 |
116-262 |
2.618 |
116-185 |
4.250 |
116-058 |
|
|
Fisher Pivots for day following 03-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
117-125 |
117-161 |
PP |
117-116 |
117-153 |
S1 |
117-106 |
117-144 |
|