ECBOT 5 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 17-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2017 |
17-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
117-070 |
116-305 |
-0-085 |
-0.2% |
116-227 |
| High |
117-082 |
117-073 |
-0-010 |
0.0% |
117-082 |
| Low |
116-310 |
116-295 |
-0-015 |
0.0% |
116-162 |
| Close |
117-025 |
117-045 |
0-020 |
0.1% |
117-045 |
| Range |
0-092 |
0-098 |
0-005 |
5.4% |
0-240 |
| ATR |
0-108 |
0-107 |
-0-001 |
-0.7% |
0-000 |
| Volume |
733,401 |
482,441 |
-250,960 |
-34.2% |
3,302,830 |
|
| Daily Pivots for day following 17-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-003 |
117-282 |
117-099 |
|
| R3 |
117-226 |
117-184 |
117-072 |
|
| R2 |
117-128 |
117-128 |
117-063 |
|
| R1 |
117-087 |
117-087 |
117-054 |
117-108 |
| PP |
117-031 |
117-031 |
117-031 |
117-041 |
| S1 |
116-309 |
116-309 |
117-036 |
117-010 |
| S2 |
116-253 |
116-253 |
117-027 |
|
| S3 |
116-156 |
116-212 |
117-018 |
|
| S4 |
116-058 |
116-114 |
116-311 |
|
|
| Weekly Pivots for week ending 17-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-070 |
118-297 |
117-177 |
|
| R3 |
118-150 |
118-057 |
117-111 |
|
| R2 |
117-230 |
117-230 |
117-089 |
|
| R1 |
117-137 |
117-137 |
117-067 |
117-184 |
| PP |
116-310 |
116-310 |
116-310 |
117-013 |
| S1 |
116-217 |
116-217 |
117-023 |
116-264 |
| S2 |
116-070 |
116-070 |
117-001 |
|
| S3 |
115-150 |
115-297 |
116-299 |
|
| S4 |
114-230 |
115-057 |
116-233 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-082 |
116-162 |
0-240 |
0.6% |
0-110 |
0.3% |
84% |
False |
False |
660,566 |
| 10 |
117-082 |
116-155 |
0-247 |
0.7% |
0-098 |
0.3% |
85% |
False |
False |
689,938 |
| 20 |
118-050 |
116-155 |
1-215 |
1.4% |
0-105 |
0.3% |
39% |
False |
False |
854,029 |
| 40 |
118-050 |
116-155 |
1-215 |
1.4% |
0-103 |
0.3% |
39% |
False |
False |
443,674 |
| 60 |
118-050 |
116-155 |
1-215 |
1.4% |
0-090 |
0.2% |
39% |
False |
False |
295,920 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-167 |
|
2.618 |
118-008 |
|
1.618 |
117-230 |
|
1.000 |
117-170 |
|
0.618 |
117-133 |
|
HIGH |
117-073 |
|
0.618 |
117-035 |
|
0.500 |
117-024 |
|
0.382 |
117-012 |
|
LOW |
116-295 |
|
0.618 |
116-235 |
|
1.000 |
116-198 |
|
1.618 |
116-137 |
|
2.618 |
116-040 |
|
4.250 |
115-201 |
|
|
| Fisher Pivots for day following 17-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
117-038 |
117-021 |
| PP |
117-031 |
116-317 |
| S1 |
117-024 |
116-294 |
|