ECBOT 5 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 21-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2017 |
21-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
117-042 |
117-105 |
0-062 |
0.2% |
116-227 |
| High |
117-107 |
117-182 |
0-075 |
0.2% |
117-082 |
| Low |
117-033 |
117-047 |
0-015 |
0.0% |
116-162 |
| Close |
117-095 |
117-147 |
0-052 |
0.1% |
117-045 |
| Range |
0-075 |
0-135 |
0-060 |
80.1% |
0-240 |
| ATR |
0-105 |
0-107 |
0-002 |
2.1% |
0-000 |
| Volume |
471,358 |
977,350 |
505,992 |
107.3% |
3,302,830 |
|
| Daily Pivots for day following 21-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-211 |
118-154 |
117-222 |
|
| R3 |
118-076 |
118-019 |
117-185 |
|
| R2 |
117-261 |
117-261 |
117-172 |
|
| R1 |
117-204 |
117-204 |
117-160 |
117-232 |
| PP |
117-126 |
117-126 |
117-126 |
117-140 |
| S1 |
117-069 |
117-069 |
117-135 |
117-097 |
| S2 |
116-311 |
116-311 |
117-123 |
|
| S3 |
116-176 |
116-254 |
117-110 |
|
| S4 |
116-041 |
116-119 |
117-073 |
|
|
| 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 |
117-182 |
116-185 |
0-318 |
0.8% |
0-121 |
0.3% |
89% |
True |
False |
744,917 |
| 10 |
117-182 |
116-155 |
1-027 |
0.9% |
0-105 |
0.3% |
90% |
True |
False |
724,066 |
| 20 |
118-050 |
116-155 |
1-215 |
1.4% |
0-106 |
0.3% |
58% |
False |
False |
898,483 |
| 40 |
118-050 |
116-155 |
1-215 |
1.4% |
0-102 |
0.3% |
58% |
False |
False |
479,327 |
| 60 |
118-050 |
116-155 |
1-215 |
1.4% |
0-094 |
0.3% |
58% |
False |
False |
320,065 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-116 |
|
2.618 |
118-216 |
|
1.618 |
118-081 |
|
1.000 |
117-318 |
|
0.618 |
117-266 |
|
HIGH |
117-182 |
|
0.618 |
117-131 |
|
0.500 |
117-115 |
|
0.382 |
117-099 |
|
LOW |
117-047 |
|
0.618 |
116-284 |
|
1.000 |
116-232 |
|
1.618 |
116-149 |
|
2.618 |
116-014 |
|
4.250 |
115-114 |
|
|
| Fisher Pivots for day following 21-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
117-137 |
117-125 |
| PP |
117-126 |
117-102 |
| S1 |
117-115 |
117-079 |
|