ECBOT 5 Year T-Note Future March 2017
Trading Metrics calculated at close of trading on 21-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2017 |
21-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
117-205 |
117-202 |
-0-002 |
0.0% |
117-045 |
High |
117-235 |
117-300 |
0-065 |
0.2% |
117-205 |
Low |
117-173 |
117-182 |
0-010 |
0.0% |
116-310 |
Close |
117-222 |
117-270 |
0-048 |
0.1% |
117-178 |
Range |
0-062 |
0-118 |
0-055 |
88.0% |
0-215 |
ATR |
0-097 |
0-099 |
0-001 |
1.5% |
0-000 |
Volume |
1,698 |
3,188 |
1,490 |
87.8% |
42,445 |
|
Daily Pivots for day following 21-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-283 |
118-234 |
118-015 |
|
R3 |
118-166 |
118-117 |
117-302 |
|
R2 |
118-048 |
118-048 |
117-292 |
|
R1 |
117-319 |
117-319 |
117-281 |
118-024 |
PP |
117-251 |
117-251 |
117-251 |
117-263 |
S1 |
117-202 |
117-202 |
117-259 |
117-226 |
S2 |
117-133 |
117-133 |
117-248 |
|
S3 |
117-016 |
117-084 |
117-238 |
|
S4 |
116-218 |
116-287 |
117-205 |
|
|
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 |
117-300 |
117-010 |
0-290 |
0.8% |
0-104 |
0.3% |
90% |
True |
False |
5,765 |
10 |
117-300 |
116-300 |
1-000 |
0.8% |
0-090 |
0.2% |
91% |
True |
False |
9,507 |
20 |
118-162 |
116-300 |
1-182 |
1.3% |
0-096 |
0.3% |
58% |
False |
False |
410,200 |
40 |
118-162 |
116-300 |
1-182 |
1.3% |
0-098 |
0.3% |
58% |
False |
False |
606,027 |
60 |
118-162 |
116-282 |
1-200 |
1.4% |
0-105 |
0.3% |
59% |
False |
False |
625,292 |
80 |
118-162 |
116-175 |
1-307 |
1.7% |
0-110 |
0.3% |
66% |
False |
False |
677,509 |
100 |
121-110 |
116-175 |
4-255 |
4.1% |
0-116 |
0.3% |
27% |
False |
False |
560,825 |
120 |
121-135 |
116-175 |
4-280 |
4.1% |
0-104 |
0.3% |
27% |
False |
False |
467,494 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
119-159 |
2.618 |
118-288 |
1.618 |
118-170 |
1.000 |
118-098 |
0.618 |
118-053 |
HIGH |
117-300 |
0.618 |
117-255 |
0.500 |
117-241 |
0.382 |
117-227 |
LOW |
117-182 |
0.618 |
117-110 |
1.000 |
117-065 |
1.618 |
116-312 |
2.618 |
116-195 |
4.250 |
116-003 |
|
|
Fisher Pivots for day following 21-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
117-260 |
117-250 |
PP |
117-251 |
117-230 |
S1 |
117-241 |
117-210 |
|