ECBOT 5 Year T-Note Future March 2017
Trading Metrics calculated at close of trading on 06-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2017 |
06-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
117-130 |
117-122 |
-0-008 |
0.0% |
118-160 |
High |
117-145 |
117-180 |
0-035 |
0.1% |
118-162 |
Low |
117-067 |
117-118 |
0-050 |
0.1% |
117-067 |
Close |
117-135 |
117-140 |
0-005 |
0.0% |
117-135 |
Range |
0-078 |
0-062 |
-0-015 |
-19.4% |
1-095 |
ATR |
0-115 |
0-111 |
-0-004 |
-3.3% |
0-000 |
Volume |
57,580 |
30,066 |
-27,514 |
-47.8% |
1,694,150 |
|
Daily Pivots for day following 06-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-013 |
117-299 |
117-174 |
|
R3 |
117-271 |
117-237 |
117-157 |
|
R2 |
117-208 |
117-208 |
117-151 |
|
R1 |
117-174 |
117-174 |
117-146 |
117-191 |
PP |
117-146 |
117-146 |
117-146 |
117-154 |
S1 |
117-112 |
117-112 |
117-134 |
117-129 |
S2 |
117-083 |
117-083 |
117-129 |
|
S3 |
117-021 |
117-049 |
117-123 |
|
S4 |
116-278 |
116-307 |
117-106 |
|
|
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 |
118-082 |
117-067 |
1-015 |
0.9% |
0-104 |
0.3% |
22% |
False |
False |
159,754 |
10 |
118-162 |
117-067 |
1-095 |
1.1% |
0-103 |
0.3% |
17% |
False |
False |
921,849 |
20 |
118-162 |
117-067 |
1-095 |
1.1% |
0-101 |
0.3% |
17% |
False |
False |
846,430 |
40 |
118-162 |
117-067 |
1-095 |
1.1% |
0-112 |
0.3% |
17% |
False |
False |
816,817 |
60 |
118-162 |
116-175 |
1-307 |
1.7% |
0-111 |
0.3% |
45% |
False |
False |
757,760 |
80 |
121-110 |
116-175 |
4-255 |
4.1% |
0-124 |
0.3% |
19% |
False |
False |
698,501 |
100 |
121-110 |
116-175 |
4-255 |
4.1% |
0-112 |
0.3% |
19% |
False |
False |
559,900 |
120 |
121-135 |
116-175 |
4-280 |
4.2% |
0-096 |
0.3% |
18% |
False |
False |
466,589 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
118-126 |
2.618 |
118-024 |
1.618 |
117-281 |
1.000 |
117-242 |
0.618 |
117-219 |
HIGH |
117-180 |
0.618 |
117-156 |
0.500 |
117-149 |
0.382 |
117-141 |
LOW |
117-118 |
0.618 |
117-079 |
1.000 |
117-055 |
1.618 |
117-016 |
2.618 |
116-274 |
4.250 |
116-172 |
|
|
Fisher Pivots for day following 06-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
117-149 |
117-135 |
PP |
117-146 |
117-131 |
S1 |
117-143 |
117-126 |
|