ECBOT 5 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 20-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2017 |
20-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
116-305 |
117-042 |
0-058 |
0.2% |
116-227 |
| High |
117-073 |
117-107 |
0-035 |
0.1% |
117-082 |
| Low |
116-295 |
117-033 |
0-058 |
0.2% |
116-162 |
| Close |
117-045 |
117-095 |
0-050 |
0.1% |
117-045 |
| Range |
0-098 |
0-075 |
-0-023 |
-23.1% |
0-240 |
| ATR |
0-107 |
0-105 |
-0-002 |
-2.1% |
0-000 |
| Volume |
482,441 |
471,358 |
-11,083 |
-2.3% |
3,302,830 |
|
| Daily Pivots for day following 20-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-303 |
117-274 |
117-136 |
|
| R3 |
117-228 |
117-199 |
117-116 |
|
| R2 |
117-153 |
117-153 |
117-109 |
|
| R1 |
117-124 |
117-124 |
117-102 |
117-139 |
| PP |
117-078 |
117-078 |
117-078 |
117-086 |
| S1 |
117-049 |
117-049 |
117-088 |
117-064 |
| S2 |
117-003 |
117-003 |
117-081 |
|
| S3 |
116-248 |
116-294 |
117-074 |
|
| S4 |
116-173 |
116-219 |
117-054 |
|
|
| 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 |
117-107 |
116-162 |
0-265 |
0.7% |
0-105 |
0.3% |
95% |
True |
False |
653,625 |
| 10 |
117-107 |
116-155 |
0-272 |
0.7% |
0-098 |
0.3% |
95% |
True |
False |
675,377 |
| 20 |
118-050 |
116-155 |
1-215 |
1.4% |
0-103 |
0.3% |
49% |
False |
False |
872,342 |
| 40 |
118-050 |
116-155 |
1-215 |
1.4% |
0-102 |
0.3% |
49% |
False |
False |
455,414 |
| 60 |
118-050 |
116-155 |
1-215 |
1.4% |
0-092 |
0.2% |
49% |
False |
False |
303,776 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-106 |
|
2.618 |
117-304 |
|
1.618 |
117-229 |
|
1.000 |
117-182 |
|
0.618 |
117-154 |
|
HIGH |
117-107 |
|
0.618 |
117-079 |
|
0.500 |
117-070 |
|
0.382 |
117-061 |
|
LOW |
117-033 |
|
0.618 |
116-306 |
|
1.000 |
116-278 |
|
1.618 |
116-231 |
|
2.618 |
116-156 |
|
4.250 |
116-034 |
|
|
| Fisher Pivots for day following 20-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
117-087 |
117-077 |
| PP |
117-078 |
117-059 |
| S1 |
117-070 |
117-041 |
|