ECBOT 5 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 23-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2017 |
23-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
117-173 |
117-187 |
0-015 |
0.0% |
116-227 |
| High |
117-235 |
117-227 |
-0-008 |
0.0% |
117-082 |
| Low |
117-158 |
117-140 |
-0-018 |
0.0% |
116-162 |
| Close |
117-200 |
117-190 |
-0-010 |
0.0% |
117-045 |
| Range |
0-078 |
0-087 |
0-010 |
12.9% |
0-240 |
| ATR |
0-106 |
0-104 |
-0-001 |
-1.2% |
0-000 |
| Volume |
834,577 |
703,010 |
-131,567 |
-15.8% |
3,302,830 |
|
| Daily Pivots for day following 23-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-128 |
118-087 |
117-238 |
|
| R3 |
118-041 |
117-319 |
117-214 |
|
| R2 |
117-273 |
117-273 |
117-206 |
|
| R1 |
117-232 |
117-232 |
117-198 |
117-252 |
| PP |
117-186 |
117-186 |
117-186 |
117-196 |
| S1 |
117-144 |
117-144 |
117-182 |
117-165 |
| S2 |
117-098 |
117-098 |
117-174 |
|
| S3 |
117-011 |
117-057 |
117-166 |
|
| S4 |
116-243 |
116-289 |
117-142 |
|
|
| 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% |
0-094 |
0.3% |
83% |
False |
False |
693,747 |
| 10 |
117-235 |
116-155 |
1-080 |
1.1% |
0-102 |
0.3% |
89% |
False |
False |
719,484 |
| 20 |
118-050 |
116-155 |
1-215 |
1.4% |
0-104 |
0.3% |
66% |
False |
False |
814,561 |
| 40 |
118-050 |
116-155 |
1-215 |
1.4% |
0-100 |
0.3% |
66% |
False |
False |
516,563 |
| 60 |
118-050 |
116-155 |
1-215 |
1.4% |
0-097 |
0.3% |
66% |
False |
False |
345,691 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-279 |
|
2.618 |
118-137 |
|
1.618 |
118-049 |
|
1.000 |
117-315 |
|
0.618 |
117-282 |
|
HIGH |
117-227 |
|
0.618 |
117-194 |
|
0.500 |
117-184 |
|
0.382 |
117-173 |
|
LOW |
117-140 |
|
0.618 |
117-086 |
|
1.000 |
117-053 |
|
1.618 |
116-318 |
|
2.618 |
116-231 |
|
4.250 |
116-088 |
|
|
| Fisher Pivots for day following 23-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
117-188 |
117-174 |
| PP |
117-186 |
117-158 |
| S1 |
117-184 |
117-141 |
|