ECBOT 5 Year T-Note Future March 2017
| Trading Metrics calculated at close of trading on 08-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2017 |
08-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
117-135 |
117-098 |
-0-038 |
-0.1% |
118-160 |
| High |
117-147 |
117-105 |
-0-042 |
-0.1% |
118-162 |
| Low |
117-087 |
116-318 |
-0-090 |
-0.2% |
117-067 |
| Close |
117-102 |
117-055 |
-0-047 |
-0.1% |
117-135 |
| Range |
0-060 |
0-107 |
0-047 |
79.1% |
1-095 |
| ATR |
0-108 |
0-108 |
0-000 |
0.0% |
0-000 |
| Volume |
13,454 |
19,469 |
6,015 |
44.7% |
1,694,150 |
|
| Daily Pivots for day following 08-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-055 |
118-002 |
117-114 |
|
| R3 |
117-267 |
117-215 |
117-085 |
|
| R2 |
117-160 |
117-160 |
117-075 |
|
| R1 |
117-107 |
117-107 |
117-065 |
117-080 |
| PP |
117-053 |
117-053 |
117-053 |
117-039 |
| S1 |
117-000 |
117-000 |
117-045 |
116-293 |
| S2 |
116-265 |
116-265 |
117-035 |
|
| S3 |
116-158 |
116-213 |
117-025 |
|
| S4 |
116-050 |
116-105 |
116-316 |
|
|
| 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 |
117-185 |
116-318 |
0-187 |
0.5% |
0-082 |
0.2% |
31% |
False |
True |
48,339 |
| 10 |
118-162 |
116-318 |
1-165 |
1.3% |
0-101 |
0.3% |
12% |
False |
True |
578,590 |
| 20 |
118-162 |
116-318 |
1-165 |
1.3% |
0-099 |
0.3% |
12% |
False |
True |
774,496 |
| 40 |
118-162 |
116-318 |
1-165 |
1.3% |
0-109 |
0.3% |
12% |
False |
True |
785,183 |
| 60 |
118-162 |
116-175 |
1-307 |
1.7% |
0-111 |
0.3% |
32% |
False |
False |
738,152 |
| 80 |
119-290 |
116-175 |
3-115 |
2.9% |
0-117 |
0.3% |
19% |
False |
False |
698,259 |
| 100 |
121-110 |
116-175 |
4-255 |
4.1% |
0-113 |
0.3% |
13% |
False |
False |
560,225 |
| 120 |
121-135 |
116-175 |
4-280 |
4.2% |
0-098 |
0.3% |
13% |
False |
False |
466,864 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-242 |
|
2.618 |
118-066 |
|
1.618 |
117-279 |
|
1.000 |
117-212 |
|
0.618 |
117-171 |
|
HIGH |
117-105 |
|
0.618 |
117-064 |
|
0.500 |
117-051 |
|
0.382 |
117-039 |
|
LOW |
116-318 |
|
0.618 |
116-251 |
|
1.000 |
116-210 |
|
1.618 |
116-144 |
|
2.618 |
116-036 |
|
4.250 |
115-181 |
|
|
| Fisher Pivots for day following 08-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
117-054 |
117-089 |
| PP |
117-053 |
117-078 |
| S1 |
117-051 |
117-066 |
|