ECBOT 5 Year T-Note Future March 2017
Trading Metrics calculated at close of trading on 15-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2017 |
15-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
117-005 |
117-042 |
0-038 |
0.1% |
117-122 |
High |
117-040 |
117-198 |
0-158 |
0.4% |
117-180 |
Low |
116-310 |
117-010 |
0-020 |
0.1% |
116-300 |
Close |
117-020 |
117-180 |
0-160 |
0.4% |
117-038 |
Range |
0-050 |
0-187 |
0-138 |
275.1% |
0-200 |
ATR |
0-097 |
0-104 |
0-006 |
6.6% |
0-000 |
Volume |
4,549 |
18,790 |
14,241 |
313.1% |
91,263 |
|
Daily Pivots for day following 15-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-052 |
118-303 |
117-283 |
|
R3 |
118-184 |
118-116 |
117-232 |
|
R2 |
117-317 |
117-317 |
117-214 |
|
R1 |
117-248 |
117-248 |
117-197 |
117-282 |
PP |
117-129 |
117-129 |
117-129 |
117-146 |
S1 |
117-061 |
117-061 |
117-163 |
117-095 |
S2 |
116-262 |
116-262 |
117-146 |
|
S3 |
116-074 |
116-193 |
117-128 |
|
S4 |
115-207 |
116-006 |
117-077 |
|
|
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 |
117-198 |
116-300 |
0-218 |
0.6% |
0-092 |
0.2% |
92% |
True |
False |
13,113 |
10 |
117-198 |
116-300 |
0-218 |
0.6% |
0-087 |
0.2% |
92% |
True |
False |
30,726 |
20 |
118-162 |
116-300 |
1-182 |
1.3% |
0-099 |
0.3% |
40% |
False |
False |
584,365 |
40 |
118-162 |
116-300 |
1-182 |
1.3% |
0-104 |
0.3% |
40% |
False |
False |
694,351 |
60 |
118-162 |
116-205 |
1-278 |
1.6% |
0-106 |
0.3% |
49% |
False |
False |
661,183 |
80 |
118-242 |
116-175 |
2-067 |
1.9% |
0-112 |
0.3% |
46% |
False |
False |
696,335 |
100 |
121-110 |
116-175 |
4-255 |
4.1% |
0-115 |
0.3% |
21% |
False |
False |
560,851 |
120 |
121-135 |
116-175 |
4-280 |
4.1% |
0-102 |
0.3% |
21% |
False |
False |
467,410 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-034 |
2.618 |
119-048 |
1.618 |
118-181 |
1.000 |
118-065 |
0.618 |
117-313 |
HIGH |
117-198 |
0.618 |
117-126 |
0.500 |
117-104 |
0.382 |
117-082 |
LOW |
117-010 |
0.618 |
116-214 |
1.000 |
116-143 |
1.618 |
116-027 |
2.618 |
115-159 |
4.250 |
114-173 |
|
|
Fisher Pivots for day following 15-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
117-155 |
117-151 |
PP |
117-129 |
117-123 |
S1 |
117-104 |
117-094 |
|