ECBOT 5 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 08-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2017 |
08-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
117-007 |
116-280 |
-0-047 |
-0.1% |
118-050 |
| High |
117-025 |
116-302 |
-0-042 |
-0.1% |
118-050 |
| Low |
116-280 |
116-182 |
-0-098 |
-0.3% |
116-258 |
| Close |
116-295 |
116-240 |
-0-055 |
-0.1% |
117-007 |
| Range |
0-065 |
0-120 |
0-055 |
84.6% |
1-113 |
| ATR |
0-108 |
0-109 |
0-001 |
0.8% |
0-000 |
| Volume |
490,457 |
893,783 |
403,326 |
82.2% |
5,225,662 |
|
| Daily Pivots for day following 08-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-282 |
117-221 |
116-306 |
|
| R3 |
117-162 |
117-101 |
116-273 |
|
| R2 |
117-042 |
117-042 |
116-262 |
|
| R1 |
116-301 |
116-301 |
116-251 |
116-271 |
| PP |
116-242 |
116-242 |
116-242 |
116-227 |
| S1 |
116-181 |
116-181 |
116-229 |
116-151 |
| S2 |
116-122 |
116-122 |
116-218 |
|
| S3 |
116-002 |
116-061 |
116-207 |
|
| S4 |
115-202 |
115-261 |
116-174 |
|
|
| 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 |
117-062 |
116-182 |
0-200 |
0.5% |
0-089 |
0.2% |
29% |
False |
True |
780,274 |
| 10 |
118-050 |
116-182 |
1-188 |
1.4% |
0-108 |
0.3% |
11% |
False |
True |
1,023,093 |
| 20 |
118-050 |
116-182 |
1-188 |
1.4% |
0-103 |
0.3% |
11% |
False |
True |
629,805 |
| 40 |
118-050 |
116-182 |
1-188 |
1.4% |
0-104 |
0.3% |
11% |
False |
True |
321,420 |
| 60 |
118-050 |
116-167 |
1-203 |
1.4% |
0-079 |
0.2% |
14% |
False |
False |
214,284 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-172 |
|
2.618 |
117-297 |
|
1.618 |
117-177 |
|
1.000 |
117-102 |
|
0.618 |
117-057 |
|
HIGH |
116-302 |
|
0.618 |
116-257 |
|
0.500 |
116-242 |
|
0.382 |
116-228 |
|
LOW |
116-182 |
|
0.618 |
116-108 |
|
1.000 |
116-062 |
|
1.618 |
115-308 |
|
2.618 |
115-188 |
|
4.250 |
114-312 |
|
|
| Fisher Pivots for day following 08-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
116-242 |
116-281 |
| PP |
116-242 |
116-267 |
| S1 |
116-241 |
116-254 |
|