ECBOT 5 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 09-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2017 |
09-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
116-280 |
116-220 |
-0-060 |
-0.2% |
118-050 |
| High |
116-302 |
116-242 |
-0-060 |
-0.2% |
118-050 |
| Low |
116-182 |
116-162 |
-0-020 |
-0.1% |
116-258 |
| Close |
116-240 |
116-187 |
-0-053 |
-0.1% |
117-007 |
| Range |
0-120 |
0-080 |
-0-040 |
-33.3% |
1-113 |
| ATR |
0-109 |
0-107 |
-0-002 |
-1.9% |
0-000 |
| Volume |
893,783 |
689,620 |
-204,163 |
-22.8% |
5,225,662 |
|
| Daily Pivots for day following 09-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-117 |
117-072 |
116-231 |
|
| R3 |
117-037 |
116-312 |
116-209 |
|
| R2 |
116-277 |
116-277 |
116-202 |
|
| R1 |
116-232 |
116-232 |
116-195 |
116-215 |
| PP |
116-197 |
116-197 |
116-197 |
116-189 |
| S1 |
116-152 |
116-152 |
116-180 |
116-135 |
| S2 |
116-117 |
116-117 |
116-173 |
|
| S3 |
116-037 |
116-072 |
116-165 |
|
| S4 |
115-277 |
115-312 |
116-143 |
|
|
| 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 |
117-060 |
116-162 |
0-218 |
0.6% |
0-083 |
0.2% |
11% |
False |
True |
717,646 |
| 10 |
118-050 |
116-162 |
1-208 |
1.4% |
0-106 |
0.3% |
5% |
False |
True |
909,639 |
| 20 |
118-050 |
116-162 |
1-208 |
1.4% |
0-102 |
0.3% |
5% |
False |
True |
663,316 |
| 40 |
118-050 |
116-162 |
1-208 |
1.4% |
0-105 |
0.3% |
5% |
False |
True |
338,659 |
| 60 |
118-050 |
116-162 |
1-208 |
1.4% |
0-081 |
0.2% |
5% |
False |
True |
225,777 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-262 |
|
2.618 |
117-132 |
|
1.618 |
117-052 |
|
1.000 |
117-002 |
|
0.618 |
116-292 |
|
HIGH |
116-242 |
|
0.618 |
116-212 |
|
0.500 |
116-202 |
|
0.382 |
116-193 |
|
LOW |
116-162 |
|
0.618 |
116-113 |
|
1.000 |
116-082 |
|
1.618 |
116-033 |
|
2.618 |
115-273 |
|
4.250 |
115-142 |
|
|
| Fisher Pivots for day following 09-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
116-202 |
116-254 |
| PP |
116-197 |
116-232 |
| S1 |
116-192 |
116-210 |
|