ECBOT 5 Year T-Note Future March 2017
Trading Metrics calculated at close of trading on 22-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2017 |
22-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
117-202 |
117-305 |
0-102 |
0.3% |
117-045 |
High |
117-300 |
118-030 |
0-050 |
0.1% |
117-205 |
Low |
117-182 |
117-295 |
0-113 |
0.3% |
116-310 |
Close |
117-270 |
118-002 |
0-052 |
0.1% |
117-178 |
Range |
0-118 |
0-055 |
-0-062 |
-53.2% |
0-215 |
ATR |
0-099 |
0-097 |
-0-001 |
-1.4% |
0-000 |
Volume |
3,188 |
442 |
-2,746 |
-86.1% |
42,445 |
|
Daily Pivots for day following 22-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-168 |
118-140 |
118-033 |
|
R3 |
118-113 |
118-085 |
118-018 |
|
R2 |
118-058 |
118-058 |
118-013 |
|
R1 |
118-030 |
118-030 |
118-008 |
118-044 |
PP |
118-003 |
118-003 |
118-003 |
118-009 |
S1 |
117-295 |
117-295 |
117-317 |
117-309 |
S2 |
117-267 |
117-267 |
117-312 |
|
S3 |
117-212 |
117-240 |
117-307 |
|
S4 |
117-157 |
117-185 |
117-292 |
|
|
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 |
118-030 |
117-120 |
0-230 |
0.6% |
0-077 |
0.2% |
88% |
True |
False |
2,095 |
10 |
118-030 |
116-300 |
1-050 |
1.0% |
0-085 |
0.2% |
93% |
True |
False |
7,604 |
20 |
118-162 |
116-300 |
1-182 |
1.3% |
0-093 |
0.2% |
68% |
False |
False |
293,097 |
40 |
118-162 |
116-300 |
1-182 |
1.3% |
0-096 |
0.3% |
68% |
False |
False |
589,971 |
60 |
118-162 |
116-295 |
1-187 |
1.3% |
0-105 |
0.3% |
68% |
False |
False |
618,678 |
80 |
118-162 |
116-175 |
1-307 |
1.7% |
0-108 |
0.3% |
75% |
False |
False |
659,082 |
100 |
121-110 |
116-175 |
4-255 |
4.1% |
0-116 |
0.3% |
30% |
False |
False |
560,814 |
120 |
121-135 |
116-175 |
4-280 |
4.1% |
0-105 |
0.3% |
30% |
False |
False |
467,497 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
118-264 |
2.618 |
118-174 |
1.618 |
118-119 |
1.000 |
118-085 |
0.618 |
118-064 |
HIGH |
118-030 |
0.618 |
118-009 |
0.500 |
118-003 |
0.382 |
117-316 |
LOW |
117-295 |
0.618 |
117-261 |
1.000 |
117-240 |
1.618 |
117-206 |
2.618 |
117-151 |
4.250 |
117-061 |
|
|
Fisher Pivots for day following 22-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
118-003 |
117-302 |
PP |
118-003 |
117-282 |
S1 |
118-003 |
117-261 |
|