ECBOT 5 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 22-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2017 |
22-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
117-105 |
117-173 |
0-068 |
0.2% |
116-227 |
| High |
117-182 |
117-235 |
0-053 |
0.1% |
117-082 |
| Low |
117-047 |
117-158 |
0-110 |
0.3% |
116-162 |
| Close |
117-147 |
117-200 |
0-053 |
0.1% |
117-045 |
| Range |
0-135 |
0-078 |
-0-058 |
-42.6% |
0-240 |
| ATR |
0-107 |
0-106 |
-0-001 |
-1.3% |
0-000 |
| Volume |
977,350 |
834,577 |
-142,773 |
-14.6% |
3,302,830 |
|
| Daily Pivots for day following 22-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-110 |
118-073 |
117-243 |
|
| R3 |
118-033 |
117-315 |
117-221 |
|
| R2 |
117-275 |
117-275 |
117-214 |
|
| R1 |
117-238 |
117-238 |
117-207 |
117-256 |
| PP |
117-198 |
117-198 |
117-198 |
117-207 |
| S1 |
117-160 |
117-160 |
117-193 |
117-179 |
| S2 |
117-120 |
117-120 |
117-186 |
|
| S3 |
117-042 |
117-082 |
117-179 |
|
| S4 |
116-285 |
117-005 |
117-157 |
|
|
| 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 |
117-235 |
116-295 |
0-260 |
0.7% |
0-095 |
0.3% |
87% |
True |
False |
699,825 |
| 10 |
117-235 |
116-155 |
1-080 |
1.1% |
0-101 |
0.3% |
91% |
True |
False |
718,145 |
| 20 |
118-050 |
116-155 |
1-215 |
1.4% |
0-105 |
0.3% |
68% |
False |
False |
870,619 |
| 40 |
118-050 |
116-155 |
1-215 |
1.4% |
0-100 |
0.3% |
68% |
False |
False |
499,253 |
| 60 |
118-050 |
116-155 |
1-215 |
1.4% |
0-095 |
0.3% |
68% |
False |
False |
333,975 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-244 |
|
2.618 |
118-118 |
|
1.618 |
118-040 |
|
1.000 |
117-313 |
|
0.618 |
117-283 |
|
HIGH |
117-235 |
|
0.618 |
117-205 |
|
0.500 |
117-196 |
|
0.382 |
117-187 |
|
LOW |
117-158 |
|
0.618 |
117-110 |
|
1.000 |
117-080 |
|
1.618 |
117-032 |
|
2.618 |
116-275 |
|
4.250 |
116-148 |
|
|
| Fisher Pivots for day following 22-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
117-199 |
117-178 |
| PP |
117-198 |
117-156 |
| S1 |
117-196 |
117-134 |
|