ECBOT 5 Year T-Note Future March 2017
Trading Metrics calculated at close of trading on 17-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2017 |
17-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
117-190 |
117-140 |
-0-050 |
-0.1% |
117-045 |
High |
117-205 |
117-200 |
-0-005 |
0.0% |
117-205 |
Low |
117-133 |
117-120 |
-0-013 |
0.0% |
116-310 |
Close |
117-158 |
117-178 |
0-020 |
0.1% |
117-178 |
Range |
0-072 |
0-080 |
0-008 |
10.4% |
0-215 |
ATR |
0-102 |
0-100 |
-0-002 |
-1.5% |
0-000 |
Volume |
2,335 |
2,815 |
480 |
20.6% |
42,445 |
|
Daily Pivots for day following 17-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-086 |
118-052 |
117-222 |
|
R3 |
118-006 |
117-292 |
117-200 |
|
R2 |
117-246 |
117-246 |
117-192 |
|
R1 |
117-212 |
117-212 |
117-185 |
117-229 |
PP |
117-166 |
117-166 |
117-166 |
117-174 |
S1 |
117-132 |
117-132 |
117-170 |
117-149 |
S2 |
117-086 |
117-086 |
117-163 |
|
S3 |
117-006 |
117-052 |
117-156 |
|
S4 |
116-246 |
116-292 |
117-134 |
|
|
Weekly Pivots for week ending 17-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-129 |
119-048 |
117-296 |
|
R3 |
118-234 |
118-153 |
117-237 |
|
R2 |
118-019 |
118-019 |
117-217 |
|
R1 |
117-258 |
117-258 |
117-197 |
117-299 |
PP |
117-124 |
117-124 |
117-124 |
117-144 |
S1 |
117-043 |
117-043 |
117-158 |
117-084 |
S2 |
116-229 |
116-229 |
117-138 |
|
S3 |
116-014 |
116-148 |
117-118 |
|
S4 |
115-119 |
115-253 |
117-059 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
117-205 |
116-310 |
0-215 |
0.6% |
0-093 |
0.2% |
87% |
False |
False |
8,489 |
10 |
117-205 |
116-300 |
0-225 |
0.6% |
0-084 |
0.2% |
88% |
False |
False |
13,370 |
20 |
118-162 |
116-300 |
1-182 |
1.3% |
0-096 |
0.3% |
39% |
False |
False |
498,040 |
40 |
118-162 |
116-300 |
1-182 |
1.3% |
0-101 |
0.3% |
39% |
False |
False |
651,211 |
60 |
118-162 |
116-258 |
1-225 |
1.4% |
0-105 |
0.3% |
44% |
False |
False |
638,187 |
80 |
118-162 |
116-175 |
1-307 |
1.7% |
0-110 |
0.3% |
51% |
False |
False |
691,356 |
100 |
121-110 |
116-175 |
4-255 |
4.1% |
0-115 |
0.3% |
21% |
False |
False |
560,835 |
120 |
121-135 |
116-175 |
4-280 |
4.1% |
0-103 |
0.3% |
21% |
False |
False |
467,453 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
118-220 |
2.618 |
118-089 |
1.618 |
118-009 |
1.000 |
117-280 |
0.618 |
117-249 |
HIGH |
117-200 |
0.618 |
117-169 |
0.500 |
117-160 |
0.382 |
117-151 |
LOW |
117-120 |
0.618 |
117-071 |
1.000 |
117-040 |
1.618 |
116-311 |
2.618 |
116-231 |
4.250 |
116-100 |
|
|
Fisher Pivots for day following 17-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
117-172 |
117-154 |
PP |
117-166 |
117-131 |
S1 |
117-160 |
117-108 |
|