ECBOT 5 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 15-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2017 |
15-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
116-167 |
116-190 |
0-023 |
0.1% |
117-005 |
| High |
116-220 |
117-070 |
0-170 |
0.5% |
117-060 |
| Low |
116-162 |
116-185 |
0-022 |
0.1% |
116-155 |
| Close |
116-198 |
117-050 |
0-173 |
0.5% |
116-220 |
| Range |
0-058 |
0-205 |
0-148 |
256.5% |
0-225 |
| ATR |
0-102 |
0-109 |
0-007 |
7.3% |
0-000 |
| Volume |
520,886 |
1,060,039 |
539,153 |
103.5% |
3,596,557 |
|
| Daily Pivots for day following 15-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-290 |
118-215 |
117-163 |
|
| R3 |
118-085 |
118-010 |
117-106 |
|
| R2 |
117-200 |
117-200 |
117-088 |
|
| R1 |
117-125 |
117-125 |
117-069 |
117-163 |
| PP |
116-315 |
116-315 |
116-315 |
117-014 |
| S1 |
116-240 |
116-240 |
117-031 |
116-278 |
| S2 |
116-110 |
116-110 |
117-012 |
|
| S3 |
115-225 |
116-035 |
116-314 |
|
| S4 |
115-020 |
115-150 |
116-257 |
|
|
| 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 |
117-070 |
116-155 |
0-235 |
0.6% |
0-107 |
0.3% |
91% |
True |
False |
736,466 |
| 10 |
117-070 |
116-155 |
0-235 |
0.6% |
0-098 |
0.3% |
91% |
True |
False |
758,370 |
| 20 |
118-050 |
116-155 |
1-215 |
1.4% |
0-107 |
0.3% |
40% |
False |
False |
801,494 |
| 40 |
118-050 |
116-155 |
1-215 |
1.4% |
0-106 |
0.3% |
40% |
False |
False |
413,381 |
| 60 |
118-050 |
116-155 |
1-215 |
1.4% |
0-087 |
0.2% |
40% |
False |
False |
275,656 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-301 |
|
2.618 |
118-287 |
|
1.618 |
118-082 |
|
1.000 |
117-275 |
|
0.618 |
117-197 |
|
HIGH |
117-070 |
|
0.618 |
116-312 |
|
0.500 |
116-288 |
|
0.382 |
116-263 |
|
LOW |
116-185 |
|
0.618 |
116-058 |
|
1.000 |
115-300 |
|
1.618 |
115-173 |
|
2.618 |
114-288 |
|
4.250 |
113-274 |
|
|
| Fisher Pivots for day following 15-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
117-023 |
117-019 |
| PP |
116-315 |
116-308 |
| S1 |
116-288 |
116-276 |
|