ECBOT 5 Year T-Note Future March 2017
| Trading Metrics calculated at close of trading on 10-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2017 |
10-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
117-035 |
116-302 |
-0-053 |
-0.1% |
117-122 |
| High |
117-055 |
117-058 |
0-002 |
0.0% |
117-180 |
| Low |
116-307 |
116-300 |
-0-007 |
0.0% |
116-300 |
| Close |
117-007 |
117-038 |
0-030 |
0.1% |
117-038 |
| Range |
0-068 |
0-078 |
0-010 |
14.8% |
0-200 |
| ATR |
0-105 |
0-103 |
-0-002 |
-1.9% |
0-000 |
| Volume |
14,062 |
14,212 |
150 |
1.1% |
91,263 |
|
| Daily Pivots for day following 10-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-258 |
117-225 |
117-080 |
|
| R3 |
117-180 |
117-148 |
117-059 |
|
| R2 |
117-103 |
117-103 |
117-052 |
|
| R1 |
117-070 |
117-070 |
117-045 |
117-086 |
| PP |
117-025 |
117-025 |
117-025 |
117-033 |
| S1 |
116-313 |
116-313 |
117-030 |
117-009 |
| S2 |
116-267 |
116-267 |
117-023 |
|
| S3 |
116-190 |
116-235 |
117-016 |
|
| S4 |
116-112 |
116-157 |
116-315 |
|
|
| Weekly Pivots for week ending 10-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-026 |
118-232 |
117-148 |
|
| R3 |
118-146 |
118-032 |
117-093 |
|
| R2 |
117-266 |
117-266 |
117-074 |
|
| R1 |
117-152 |
117-152 |
117-056 |
117-109 |
| PP |
117-066 |
117-066 |
117-066 |
117-044 |
| S1 |
116-272 |
116-272 |
117-019 |
116-229 |
| S2 |
116-186 |
116-186 |
117-001 |
|
| S3 |
115-306 |
116-072 |
116-303 |
|
| S4 |
115-106 |
115-192 |
116-248 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-180 |
116-300 |
0-200 |
0.5% |
0-075 |
0.2% |
29% |
False |
True |
18,252 |
| 10 |
118-162 |
116-300 |
1-182 |
1.3% |
0-095 |
0.3% |
11% |
False |
True |
178,541 |
| 20 |
118-162 |
116-300 |
1-182 |
1.3% |
0-095 |
0.3% |
11% |
False |
True |
692,635 |
| 40 |
118-162 |
116-300 |
1-182 |
1.3% |
0-108 |
0.3% |
11% |
False |
True |
754,459 |
| 60 |
118-162 |
116-175 |
1-307 |
1.7% |
0-109 |
0.3% |
29% |
False |
False |
712,036 |
| 80 |
119-018 |
116-175 |
2-162 |
2.1% |
0-114 |
0.3% |
23% |
False |
False |
698,260 |
| 100 |
121-110 |
116-175 |
4-255 |
4.1% |
0-113 |
0.3% |
12% |
False |
False |
560,501 |
| 120 |
121-135 |
116-175 |
4-280 |
4.2% |
0-099 |
0.3% |
12% |
False |
False |
467,099 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-067 |
|
2.618 |
117-260 |
|
1.618 |
117-183 |
|
1.000 |
117-135 |
|
0.618 |
117-105 |
|
HIGH |
117-058 |
|
0.618 |
117-028 |
|
0.500 |
117-019 |
|
0.382 |
117-010 |
|
LOW |
116-300 |
|
0.618 |
116-252 |
|
1.000 |
116-222 |
|
1.618 |
116-175 |
|
2.618 |
116-097 |
|
4.250 |
115-291 |
|
|
| Fisher Pivots for day following 10-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
117-031 |
117-042 |
| PP |
117-025 |
117-041 |
| S1 |
117-019 |
117-039 |
|