ECBOT 5 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 14-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2017 |
14-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
116-227 |
116-167 |
-0-060 |
-0.2% |
117-005 |
| High |
116-262 |
116-220 |
-0-042 |
-0.1% |
117-060 |
| Low |
116-167 |
116-162 |
-0-005 |
0.0% |
116-155 |
| Close |
116-187 |
116-198 |
0-010 |
0.0% |
116-220 |
| Range |
0-095 |
0-058 |
-0-038 |
-39.5% |
0-225 |
| ATR |
0-105 |
0-102 |
-0-003 |
-3.2% |
0-000 |
| Volume |
506,063 |
520,886 |
14,823 |
2.9% |
3,596,557 |
|
| Daily Pivots for day following 14-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-046 |
117-019 |
116-229 |
|
| R3 |
116-308 |
116-282 |
116-213 |
|
| R2 |
116-251 |
116-251 |
116-208 |
|
| R1 |
116-224 |
116-224 |
116-203 |
116-238 |
| PP |
116-193 |
116-193 |
116-193 |
116-200 |
| S1 |
116-167 |
116-167 |
116-192 |
116-180 |
| S2 |
116-136 |
116-136 |
116-187 |
|
| S3 |
116-078 |
116-109 |
116-182 |
|
| S4 |
116-021 |
116-052 |
116-166 |
|
|
| Weekly Pivots for week ending 10-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-287 |
118-158 |
117-024 |
|
| R3 |
118-062 |
117-253 |
116-282 |
|
| R2 |
117-157 |
117-157 |
116-261 |
|
| R1 |
117-028 |
117-028 |
116-241 |
116-300 |
| PP |
116-252 |
116-252 |
116-252 |
116-228 |
| S1 |
116-123 |
116-123 |
116-199 |
116-075 |
| S2 |
116-027 |
116-027 |
116-179 |
|
| S3 |
115-122 |
115-218 |
116-158 |
|
| S4 |
114-217 |
114-313 |
116-096 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-302 |
116-155 |
0-147 |
0.4% |
0-090 |
0.2% |
29% |
False |
False |
703,214 |
| 10 |
117-142 |
116-155 |
0-307 |
0.8% |
0-089 |
0.2% |
14% |
False |
False |
767,656 |
| 20 |
118-050 |
116-155 |
1-215 |
1.4% |
0-103 |
0.3% |
8% |
False |
False |
754,156 |
| 40 |
118-050 |
116-155 |
1-215 |
1.4% |
0-102 |
0.3% |
8% |
False |
False |
386,942 |
| 60 |
118-050 |
116-155 |
1-215 |
1.4% |
0-084 |
0.2% |
8% |
False |
False |
257,988 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-144 |
|
2.618 |
117-051 |
|
1.618 |
116-313 |
|
1.000 |
116-278 |
|
0.618 |
116-256 |
|
HIGH |
116-220 |
|
0.618 |
116-198 |
|
0.500 |
116-191 |
|
0.382 |
116-184 |
|
LOW |
116-162 |
|
0.618 |
116-127 |
|
1.000 |
116-105 |
|
1.618 |
116-069 |
|
2.618 |
116-012 |
|
4.250 |
115-238 |
|
|
| Fisher Pivots for day following 14-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
116-195 |
116-209 |
| PP |
116-193 |
116-205 |
| S1 |
116-191 |
116-201 |
|