ECBOT 5 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 06-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2017 |
06-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
117-002 |
117-005 |
0-002 |
0.0% |
118-050 |
| High |
117-022 |
117-060 |
0-038 |
0.1% |
118-050 |
| Low |
116-258 |
116-313 |
0-055 |
0.1% |
116-258 |
| Close |
117-007 |
117-015 |
0-008 |
0.0% |
117-007 |
| Range |
0-085 |
0-067 |
-0-018 |
-20.6% |
1-113 |
| ATR |
0-114 |
0-111 |
-0-003 |
-2.9% |
0-000 |
| Volume |
897,395 |
616,975 |
-280,420 |
-31.2% |
5,225,662 |
|
| Daily Pivots for day following 06-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-225 |
117-187 |
117-052 |
|
| R3 |
117-157 |
117-120 |
117-034 |
|
| R2 |
117-090 |
117-090 |
117-027 |
|
| R1 |
117-053 |
117-053 |
117-021 |
117-071 |
| PP |
117-023 |
117-023 |
117-023 |
117-032 |
| S1 |
116-305 |
116-305 |
117-009 |
117-004 |
| S2 |
116-275 |
116-275 |
117-003 |
|
| S3 |
116-208 |
116-238 |
116-316 |
|
| S4 |
116-140 |
116-170 |
116-298 |
|
|
| Weekly Pivots for week ending 03-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-123 |
120-178 |
117-245 |
|
| R3 |
120-010 |
119-065 |
117-126 |
|
| R2 |
118-218 |
118-218 |
117-087 |
|
| R1 |
117-273 |
117-273 |
117-047 |
117-189 |
| PP |
117-105 |
117-105 |
117-105 |
117-063 |
| S1 |
116-160 |
116-160 |
116-288 |
116-076 |
| S2 |
115-312 |
115-312 |
116-248 |
|
| S3 |
114-200 |
115-047 |
116-209 |
|
| S4 |
113-087 |
113-255 |
116-090 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-287 |
116-258 |
1-030 |
0.9% |
0-112 |
0.3% |
22% |
False |
False |
1,004,458 |
| 10 |
118-050 |
116-258 |
1-113 |
1.2% |
0-108 |
0.3% |
18% |
False |
False |
1,069,308 |
| 20 |
118-050 |
116-258 |
1-113 |
1.2% |
0-103 |
0.3% |
18% |
False |
False |
564,399 |
| 40 |
118-050 |
116-258 |
1-113 |
1.2% |
0-105 |
0.3% |
18% |
False |
False |
286,815 |
| 60 |
118-050 |
116-167 |
1-203 |
1.4% |
0-076 |
0.2% |
32% |
False |
False |
191,213 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-027 |
|
2.618 |
117-237 |
|
1.618 |
117-169 |
|
1.000 |
117-127 |
|
0.618 |
117-102 |
|
HIGH |
117-060 |
|
0.618 |
117-034 |
|
0.500 |
117-026 |
|
0.382 |
117-018 |
|
LOW |
116-313 |
|
0.618 |
116-271 |
|
1.000 |
116-245 |
|
1.618 |
116-203 |
|
2.618 |
116-136 |
|
4.250 |
116-026 |
|
|
| Fisher Pivots for day following 06-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
117-026 |
117-010 |
| PP |
117-023 |
117-005 |
| S1 |
117-019 |
117-000 |
|