ECBOT 5 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 28-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2017 |
28-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
118-050 |
117-265 |
-0-105 |
-0.3% |
117-180 |
| High |
118-050 |
117-287 |
-0-083 |
-0.2% |
118-050 |
| Low |
117-245 |
117-110 |
-0-135 |
-0.4% |
117-107 |
| Close |
117-253 |
117-225 |
-0-028 |
-0.1% |
118-042 |
| Range |
0-125 |
0-177 |
0-052 |
42.0% |
0-263 |
| ATR |
0-105 |
0-111 |
0-005 |
4.9% |
0-000 |
| Volume |
820,344 |
1,352,260 |
531,916 |
64.8% |
4,850,452 |
|
| Daily Pivots for day following 28-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-100 |
119-020 |
118-003 |
|
| R3 |
118-242 |
118-162 |
117-274 |
|
| R2 |
118-065 |
118-065 |
117-258 |
|
| R1 |
117-305 |
117-305 |
117-241 |
117-256 |
| PP |
117-207 |
117-207 |
117-207 |
117-183 |
| S1 |
117-128 |
117-128 |
117-209 |
117-079 |
| S2 |
117-030 |
117-030 |
117-192 |
|
| S3 |
116-173 |
116-270 |
117-176 |
|
| S4 |
115-315 |
116-093 |
117-127 |
|
|
| 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 |
117-107 |
0-263 |
0.7% |
0-126 |
0.3% |
45% |
False |
False |
1,313,702 |
| 10 |
118-050 |
116-307 |
1-063 |
1.0% |
0-117 |
0.3% |
62% |
False |
False |
740,656 |
| 20 |
118-050 |
116-307 |
1-063 |
1.0% |
0-105 |
0.3% |
62% |
False |
False |
385,170 |
| 40 |
118-050 |
116-293 |
1-078 |
1.1% |
0-103 |
0.3% |
64% |
False |
False |
195,069 |
| 60 |
118-050 |
116-167 |
1-203 |
1.4% |
0-070 |
0.2% |
72% |
False |
False |
130,046 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-082 |
|
2.618 |
119-112 |
|
1.618 |
118-255 |
|
1.000 |
118-145 |
|
0.618 |
118-077 |
|
HIGH |
117-287 |
|
0.618 |
117-220 |
|
0.500 |
117-199 |
|
0.382 |
117-178 |
|
LOW |
117-110 |
|
0.618 |
117-000 |
|
1.000 |
116-253 |
|
1.618 |
116-143 |
|
2.618 |
115-285 |
|
4.250 |
114-316 |
|
|
| Fisher Pivots for day following 28-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
117-216 |
117-240 |
| PP |
117-207 |
117-235 |
| S1 |
117-199 |
117-230 |
|