ECBOT 5 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 02-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2017 |
02-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
117-142 |
117-055 |
-0-087 |
-0.2% |
117-180 |
| High |
117-142 |
117-062 |
-0-080 |
-0.2% |
118-050 |
| Low |
117-022 |
116-273 |
-0-070 |
-0.2% |
117-107 |
| Close |
117-042 |
116-302 |
-0-060 |
-0.2% |
118-042 |
| Range |
0-120 |
0-110 |
-0-010 |
-8.3% |
0-263 |
| ATR |
0-117 |
0-117 |
-0-001 |
-0.4% |
0-000 |
| Volume |
1,152,899 |
1,002,764 |
-150,135 |
-13.0% |
4,850,452 |
|
| Daily Pivots for day following 02-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-009 |
117-266 |
117-043 |
|
| R3 |
117-219 |
117-156 |
117-013 |
|
| R2 |
117-109 |
117-109 |
117-003 |
|
| R1 |
117-046 |
117-046 |
116-313 |
117-022 |
| PP |
116-319 |
116-319 |
116-319 |
116-308 |
| S1 |
116-256 |
116-256 |
116-292 |
116-233 |
| S2 |
116-209 |
116-209 |
116-282 |
|
| S3 |
116-099 |
116-146 |
116-272 |
|
| S4 |
115-309 |
116-036 |
116-242 |
|
|
| 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 |
116-273 |
1-098 |
1.1% |
0-129 |
0.3% |
7% |
False |
True |
1,101,632 |
| 10 |
118-050 |
116-273 |
1-098 |
1.1% |
0-116 |
0.3% |
7% |
False |
True |
937,211 |
| 20 |
118-050 |
116-273 |
1-098 |
1.1% |
0-107 |
0.3% |
7% |
False |
True |
491,040 |
| 40 |
118-050 |
116-273 |
1-098 |
1.1% |
0-107 |
0.3% |
7% |
False |
True |
248,960 |
| 60 |
118-050 |
116-167 |
1-203 |
1.4% |
0-074 |
0.2% |
26% |
False |
False |
165,973 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-210 |
|
2.618 |
118-030 |
|
1.618 |
117-240 |
|
1.000 |
117-172 |
|
0.618 |
117-130 |
|
HIGH |
117-062 |
|
0.618 |
117-020 |
|
0.500 |
117-008 |
|
0.382 |
116-315 |
|
LOW |
116-273 |
|
0.618 |
116-205 |
|
1.000 |
116-163 |
|
1.618 |
116-095 |
|
2.618 |
115-305 |
|
4.250 |
115-125 |
|
|
| Fisher Pivots for day following 02-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
117-008 |
117-120 |
| PP |
116-319 |
117-074 |
| S1 |
116-311 |
117-028 |
|