ECBOT 5 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 24-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2017 |
24-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
117-180 |
117-265 |
0-085 |
0.2% |
117-180 |
| High |
117-273 |
118-050 |
0-098 |
0.3% |
118-050 |
| Low |
117-173 |
117-255 |
0-082 |
0.2% |
117-107 |
| Close |
117-247 |
118-042 |
0-115 |
0.3% |
118-042 |
| Range |
0-100 |
0-115 |
0-015 |
15.0% |
0-263 |
| ATR |
0-103 |
0-104 |
0-001 |
1.4% |
0-000 |
| Volume |
1,824,168 |
1,179,893 |
-644,275 |
-35.3% |
4,850,452 |
|
| Daily Pivots for day following 24-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-034 |
118-313 |
118-106 |
|
| R3 |
118-239 |
118-198 |
118-074 |
|
| R2 |
118-124 |
118-124 |
118-064 |
|
| R1 |
118-083 |
118-083 |
118-053 |
118-104 |
| PP |
118-009 |
118-009 |
118-009 |
118-019 |
| S1 |
117-288 |
117-288 |
118-032 |
117-309 |
| S2 |
117-214 |
117-214 |
118-021 |
|
| S3 |
117-099 |
117-173 |
118-011 |
|
| S4 |
116-304 |
117-058 |
117-299 |
|
|
| Weekly Pivots for week ending 24-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-108 |
120-018 |
118-187 |
|
| R3 |
119-165 |
119-075 |
118-115 |
|
| R2 |
118-223 |
118-223 |
118-091 |
|
| R1 |
118-133 |
118-133 |
118-067 |
118-178 |
| PP |
117-280 |
117-280 |
117-280 |
117-303 |
| S1 |
117-190 |
117-190 |
118-018 |
117-235 |
| S2 |
117-017 |
117-017 |
117-314 |
|
| S3 |
116-075 |
116-247 |
117-290 |
|
| S4 |
115-132 |
115-305 |
117-218 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-050 |
117-105 |
0-265 |
0.7% |
0-102 |
0.3% |
97% |
True |
False |
991,108 |
| 10 |
118-050 |
116-307 |
1-063 |
1.0% |
0-097 |
0.3% |
98% |
True |
False |
532,260 |
| 20 |
118-050 |
116-307 |
1-063 |
1.0% |
0-097 |
0.3% |
98% |
True |
False |
276,936 |
| 40 |
118-050 |
116-293 |
1-078 |
1.1% |
0-096 |
0.3% |
98% |
True |
False |
140,754 |
| 60 |
118-050 |
116-167 |
1-203 |
1.4% |
0-065 |
0.2% |
99% |
True |
False |
93,836 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-219 |
|
2.618 |
119-031 |
|
1.618 |
118-236 |
|
1.000 |
118-165 |
|
0.618 |
118-121 |
|
HIGH |
118-050 |
|
0.618 |
118-006 |
|
0.500 |
117-313 |
|
0.382 |
117-299 |
|
LOW |
117-255 |
|
0.618 |
117-184 |
|
1.000 |
117-140 |
|
1.618 |
117-069 |
|
2.618 |
116-274 |
|
4.250 |
116-086 |
|
|
| Fisher Pivots for day following 24-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-026 |
118-001 |
| PP |
118-009 |
117-280 |
| S1 |
117-313 |
117-239 |
|