ECBOT 5 Year T-Note Future March 2017
Trading Metrics calculated at close of trading on 14-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2017 |
14-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
117-045 |
117-005 |
-0-040 |
-0.1% |
117-122 |
High |
117-073 |
117-040 |
-0-033 |
-0.1% |
117-180 |
Low |
116-315 |
116-310 |
-0-005 |
0.0% |
116-300 |
Close |
117-010 |
117-020 |
0-010 |
0.0% |
117-038 |
Range |
0-078 |
0-050 |
-0-028 |
-35.5% |
0-200 |
ATR |
0-101 |
0-097 |
-0-004 |
-3.6% |
0-000 |
Volume |
13,956 |
4,549 |
-9,407 |
-67.4% |
91,263 |
|
Daily Pivots for day following 14-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-167 |
117-143 |
117-047 |
|
R3 |
117-117 |
117-093 |
117-034 |
|
R2 |
117-067 |
117-067 |
117-029 |
|
R1 |
117-043 |
117-043 |
117-025 |
117-055 |
PP |
117-017 |
117-017 |
117-017 |
117-023 |
S1 |
116-313 |
116-313 |
117-015 |
117-005 |
S2 |
116-287 |
116-287 |
117-011 |
|
S3 |
116-237 |
116-263 |
117-006 |
|
S4 |
116-187 |
116-213 |
116-313 |
|
|
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 |
117-105 |
116-300 |
0-125 |
0.3% |
0-076 |
0.2% |
32% |
False |
False |
13,249 |
10 |
117-255 |
116-300 |
0-275 |
0.7% |
0-079 |
0.2% |
15% |
False |
False |
45,469 |
20 |
118-162 |
116-300 |
1-182 |
1.3% |
0-096 |
0.3% |
8% |
False |
False |
630,822 |
40 |
118-162 |
116-300 |
1-182 |
1.3% |
0-103 |
0.3% |
8% |
False |
False |
714,911 |
60 |
118-162 |
116-175 |
1-307 |
1.7% |
0-105 |
0.3% |
26% |
False |
False |
681,753 |
80 |
118-242 |
116-175 |
2-067 |
1.9% |
0-112 |
0.3% |
23% |
False |
False |
697,004 |
100 |
121-110 |
116-175 |
4-255 |
4.1% |
0-113 |
0.3% |
11% |
False |
False |
560,669 |
120 |
121-135 |
116-175 |
4-280 |
4.2% |
0-100 |
0.3% |
11% |
False |
False |
467,254 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
117-252 |
2.618 |
117-171 |
1.618 |
117-121 |
1.000 |
117-090 |
0.618 |
117-071 |
HIGH |
117-040 |
0.618 |
117-021 |
0.500 |
117-015 |
0.382 |
117-009 |
LOW |
116-310 |
0.618 |
116-279 |
1.000 |
116-260 |
1.618 |
116-229 |
2.618 |
116-179 |
4.250 |
116-098 |
|
|
Fisher Pivots for day following 14-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
117-018 |
117-026 |
PP |
117-017 |
117-024 |
S1 |
117-015 |
117-022 |
|