ECBOT 5 Year T-Note Future March 2017
| Trading Metrics calculated at close of trading on 09-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2017 |
09-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
117-098 |
117-035 |
-0-062 |
-0.2% |
118-160 |
| High |
117-105 |
117-055 |
-0-050 |
-0.1% |
118-162 |
| Low |
116-318 |
116-307 |
-0-010 |
0.0% |
117-067 |
| Close |
117-055 |
117-007 |
-0-048 |
-0.1% |
117-135 |
| Range |
0-107 |
0-068 |
-0-040 |
-37.2% |
1-095 |
| ATR |
0-108 |
0-105 |
-0-003 |
-2.7% |
0-000 |
| Volume |
19,469 |
14,062 |
-5,407 |
-27.8% |
1,694,150 |
|
| Daily Pivots for day following 09-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-219 |
117-181 |
117-045 |
|
| R3 |
117-152 |
117-113 |
117-026 |
|
| R2 |
117-084 |
117-084 |
117-020 |
|
| R1 |
117-046 |
117-046 |
117-014 |
117-031 |
| PP |
117-017 |
117-017 |
117-017 |
117-009 |
| S1 |
116-298 |
116-298 |
117-001 |
116-284 |
| S2 |
116-269 |
116-269 |
116-315 |
|
| S3 |
116-202 |
116-231 |
116-309 |
|
| S4 |
116-134 |
116-163 |
116-290 |
|
|
| 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 |
117-180 |
116-307 |
0-193 |
0.5% |
0-075 |
0.2% |
10% |
False |
True |
26,926 |
| 10 |
118-162 |
116-307 |
1-175 |
1.3% |
0-098 |
0.3% |
4% |
False |
True |
333,653 |
| 20 |
118-162 |
116-307 |
1-175 |
1.3% |
0-097 |
0.3% |
4% |
False |
True |
730,372 |
| 40 |
118-162 |
116-307 |
1-175 |
1.3% |
0-109 |
0.3% |
4% |
False |
True |
772,542 |
| 60 |
118-162 |
116-175 |
1-307 |
1.7% |
0-110 |
0.3% |
24% |
False |
False |
725,378 |
| 80 |
119-107 |
116-175 |
2-252 |
2.4% |
0-115 |
0.3% |
17% |
False |
False |
698,101 |
| 100 |
121-110 |
116-175 |
4-255 |
4.1% |
0-113 |
0.3% |
10% |
False |
False |
560,360 |
| 120 |
121-135 |
116-175 |
4-280 |
4.2% |
0-098 |
0.3% |
10% |
False |
False |
466,981 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-022 |
|
2.618 |
117-232 |
|
1.618 |
117-164 |
|
1.000 |
117-123 |
|
0.618 |
117-097 |
|
HIGH |
117-055 |
|
0.618 |
117-029 |
|
0.500 |
117-021 |
|
0.382 |
117-013 |
|
LOW |
116-307 |
|
0.618 |
116-266 |
|
1.000 |
116-240 |
|
1.618 |
116-198 |
|
2.618 |
116-131 |
|
4.250 |
116-021 |
|
|
| Fisher Pivots for day following 09-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
117-021 |
117-067 |
| PP |
117-017 |
117-047 |
| S1 |
117-012 |
117-027 |
|