ECBOT 5 Year T-Note Future March 2017
Trading Metrics calculated at close of trading on 07-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2017 |
07-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
117-122 |
117-135 |
0-013 |
0.0% |
118-160 |
High |
117-180 |
117-147 |
-0-033 |
-0.1% |
118-162 |
Low |
117-118 |
117-087 |
-0-030 |
-0.1% |
117-067 |
Close |
117-140 |
117-102 |
-0-038 |
-0.1% |
117-135 |
Range |
0-062 |
0-060 |
-0-002 |
-4.0% |
1-095 |
ATR |
0-111 |
0-108 |
-0-004 |
-3.3% |
0-000 |
Volume |
30,066 |
13,454 |
-16,612 |
-55.3% |
1,694,150 |
|
Daily Pivots for day following 07-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-292 |
117-257 |
117-135 |
|
R3 |
117-232 |
117-197 |
117-119 |
|
R2 |
117-172 |
117-172 |
117-113 |
|
R1 |
117-137 |
117-137 |
117-108 |
117-125 |
PP |
117-112 |
117-112 |
117-112 |
117-106 |
S1 |
117-077 |
117-077 |
117-097 |
117-065 |
S2 |
117-052 |
117-052 |
117-091 |
|
S3 |
116-312 |
117-017 |
117-086 |
|
S4 |
116-252 |
116-277 |
117-069 |
|
|
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 |
117-255 |
117-067 |
0-188 |
0.5% |
0-082 |
0.2% |
19% |
False |
False |
77,689 |
10 |
118-162 |
117-067 |
1-095 |
1.1% |
0-101 |
0.3% |
8% |
False |
False |
810,893 |
20 |
118-162 |
117-067 |
1-095 |
1.1% |
0-098 |
0.3% |
8% |
False |
False |
810,032 |
40 |
118-162 |
117-067 |
1-095 |
1.1% |
0-109 |
0.3% |
8% |
False |
False |
797,038 |
60 |
118-162 |
116-175 |
1-307 |
1.7% |
0-111 |
0.3% |
39% |
False |
False |
750,331 |
80 |
121-110 |
116-175 |
4-255 |
4.1% |
0-123 |
0.3% |
16% |
False |
False |
698,369 |
100 |
121-110 |
116-175 |
4-255 |
4.1% |
0-113 |
0.3% |
16% |
False |
False |
560,034 |
120 |
121-135 |
116-175 |
4-280 |
4.2% |
0-097 |
0.3% |
16% |
False |
False |
466,702 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
118-082 |
2.618 |
117-305 |
1.618 |
117-245 |
1.000 |
117-207 |
0.618 |
117-185 |
HIGH |
117-147 |
0.618 |
117-125 |
0.500 |
117-117 |
0.382 |
117-110 |
LOW |
117-087 |
0.618 |
117-050 |
1.000 |
117-027 |
1.618 |
116-310 |
2.618 |
116-250 |
4.250 |
116-152 |
|
|
Fisher Pivots for day following 07-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
117-117 |
117-124 |
PP |
117-112 |
117-117 |
S1 |
117-107 |
117-110 |
|