ECBOT 5 Year T-Note Future March 2017
| Trading Metrics calculated at close of trading on 13-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2017 |
13-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
116-302 |
117-045 |
0-062 |
0.2% |
117-122 |
| High |
117-058 |
117-073 |
0-015 |
0.0% |
117-180 |
| Low |
116-300 |
116-315 |
0-015 |
0.0% |
116-300 |
| Close |
117-038 |
117-010 |
-0-027 |
-0.1% |
117-038 |
| Range |
0-078 |
0-078 |
0-000 |
0.0% |
0-200 |
| ATR |
0-103 |
0-101 |
-0-002 |
-1.8% |
0-000 |
| Volume |
14,212 |
13,956 |
-256 |
-1.8% |
91,263 |
|
| Daily Pivots for day following 13-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-258 |
117-212 |
117-053 |
|
| R3 |
117-181 |
117-134 |
117-031 |
|
| R2 |
117-103 |
117-103 |
117-024 |
|
| R1 |
117-057 |
117-057 |
117-017 |
117-041 |
| PP |
117-026 |
117-026 |
117-026 |
117-018 |
| S1 |
116-299 |
116-299 |
117-003 |
116-284 |
| S2 |
116-268 |
116-268 |
116-316 |
|
| S3 |
116-191 |
116-222 |
116-309 |
|
| S4 |
116-113 |
116-144 |
116-287 |
|
|
| 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 |
117-147 |
116-300 |
0-167 |
0.4% |
0-078 |
0.2% |
18% |
False |
False |
15,030 |
| 10 |
118-082 |
116-300 |
1-102 |
1.1% |
0-091 |
0.2% |
7% |
False |
False |
87,392 |
| 20 |
118-162 |
116-300 |
1-182 |
1.3% |
0-096 |
0.3% |
6% |
False |
False |
657,348 |
| 40 |
118-162 |
116-300 |
1-182 |
1.3% |
0-107 |
0.3% |
6% |
False |
False |
735,024 |
| 60 |
118-162 |
116-175 |
1-307 |
1.7% |
0-109 |
0.3% |
25% |
False |
False |
699,119 |
| 80 |
118-280 |
116-175 |
2-105 |
2.0% |
0-113 |
0.3% |
21% |
False |
False |
697,885 |
| 100 |
121-110 |
116-175 |
4-255 |
4.1% |
0-113 |
0.3% |
10% |
False |
False |
560,634 |
| 120 |
121-135 |
116-175 |
4-280 |
4.2% |
0-100 |
0.3% |
10% |
False |
False |
467,216 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-082 |
|
2.618 |
117-275 |
|
1.618 |
117-198 |
|
1.000 |
117-150 |
|
0.618 |
117-120 |
|
HIGH |
117-073 |
|
0.618 |
117-043 |
|
0.500 |
117-034 |
|
0.382 |
117-025 |
|
LOW |
116-315 |
|
0.618 |
116-267 |
|
1.000 |
116-238 |
|
1.618 |
116-190 |
|
2.618 |
116-112 |
|
4.250 |
115-306 |
|
|
| Fisher Pivots for day following 13-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
117-034 |
117-026 |
| PP |
117-026 |
117-021 |
| S1 |
117-018 |
117-015 |
|