ECBOT 5 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 16-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2017 |
16-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
116-190 |
117-070 |
0-200 |
0.5% |
117-005 |
| High |
117-070 |
117-082 |
0-012 |
0.0% |
117-060 |
| Low |
116-185 |
116-310 |
0-125 |
0.3% |
116-155 |
| Close |
117-050 |
117-025 |
-0-025 |
-0.1% |
116-220 |
| Range |
0-205 |
0-092 |
-0-113 |
-54.9% |
0-225 |
| ATR |
0-109 |
0-108 |
-0-001 |
-1.1% |
0-000 |
| Volume |
1,060,039 |
733,401 |
-326,638 |
-30.8% |
3,596,557 |
|
| Daily Pivots for day following 16-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-310 |
117-260 |
117-076 |
|
| R3 |
117-217 |
117-167 |
117-050 |
|
| R2 |
117-125 |
117-125 |
117-042 |
|
| R1 |
117-075 |
117-075 |
117-033 |
117-054 |
| PP |
117-033 |
117-033 |
117-033 |
117-022 |
| S1 |
116-303 |
116-303 |
117-017 |
116-281 |
| S2 |
116-260 |
116-260 |
117-008 |
|
| S3 |
116-168 |
116-210 |
117-000 |
|
| S4 |
116-075 |
116-118 |
116-294 |
|
|
| 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 |
117-082 |
116-155 |
0-247 |
0.7% |
0-109 |
0.3% |
77% |
True |
False |
745,222 |
| 10 |
117-082 |
116-155 |
0-247 |
0.7% |
0-096 |
0.3% |
77% |
True |
False |
731,434 |
| 20 |
118-050 |
116-155 |
1-215 |
1.4% |
0-106 |
0.3% |
36% |
False |
False |
834,323 |
| 40 |
118-050 |
116-155 |
1-215 |
1.4% |
0-103 |
0.3% |
36% |
False |
False |
431,699 |
| 60 |
118-050 |
116-155 |
1-215 |
1.4% |
0-089 |
0.2% |
36% |
False |
False |
287,879 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-156 |
|
2.618 |
118-005 |
|
1.618 |
117-232 |
|
1.000 |
117-175 |
|
0.618 |
117-140 |
|
HIGH |
117-082 |
|
0.618 |
117-047 |
|
0.500 |
117-036 |
|
0.382 |
117-025 |
|
LOW |
116-310 |
|
0.618 |
116-253 |
|
1.000 |
116-218 |
|
1.618 |
116-160 |
|
2.618 |
116-068 |
|
4.250 |
115-237 |
|
|
| Fisher Pivots for day following 16-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
117-036 |
117-004 |
| PP |
117-033 |
116-303 |
| S1 |
117-029 |
116-282 |
|