ECBOT 5 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 24-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2017 |
24-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
117-187 |
117-165 |
-0-022 |
-0.1% |
117-042 |
| High |
117-227 |
117-225 |
-0-002 |
0.0% |
117-235 |
| Low |
117-140 |
117-142 |
0-002 |
0.0% |
117-033 |
| Close |
117-190 |
117-213 |
0-022 |
0.1% |
117-213 |
| Range |
0-087 |
0-082 |
-0-005 |
-5.7% |
0-202 |
| ATR |
0-104 |
0-103 |
-0-002 |
-1.5% |
0-000 |
| Volume |
703,010 |
507,384 |
-195,626 |
-27.8% |
3,493,679 |
|
| Daily Pivots for day following 24-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-121 |
118-089 |
117-258 |
|
| R3 |
118-038 |
118-007 |
117-235 |
|
| R2 |
117-276 |
117-276 |
117-228 |
|
| R1 |
117-244 |
117-244 |
117-220 |
117-260 |
| PP |
117-193 |
117-193 |
117-193 |
117-201 |
| S1 |
117-162 |
117-162 |
117-205 |
117-178 |
| S2 |
117-111 |
117-111 |
117-197 |
|
| S3 |
117-028 |
117-079 |
117-190 |
|
| S4 |
116-266 |
116-317 |
117-167 |
|
|
| Weekly Pivots for week ending 24-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-127 |
119-053 |
118-004 |
|
| R3 |
118-245 |
118-170 |
117-268 |
|
| R2 |
118-043 |
118-043 |
117-250 |
|
| R1 |
117-288 |
117-288 |
117-231 |
118-005 |
| PP |
117-160 |
117-160 |
117-160 |
117-179 |
| S1 |
117-085 |
117-085 |
117-194 |
117-123 |
| S2 |
116-278 |
116-278 |
117-175 |
|
| S3 |
116-075 |
116-203 |
117-157 |
|
| S4 |
115-193 |
116-000 |
117-101 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-235 |
117-033 |
0-202 |
0.5% |
0-091 |
0.2% |
89% |
False |
False |
698,735 |
| 10 |
117-235 |
116-162 |
1-073 |
1.0% |
0-100 |
0.3% |
94% |
False |
False |
679,650 |
| 20 |
118-050 |
116-155 |
1-215 |
1.4% |
0-102 |
0.3% |
71% |
False |
False |
780,936 |
| 40 |
118-050 |
116-155 |
1-215 |
1.4% |
0-100 |
0.3% |
71% |
False |
False |
528,936 |
| 60 |
118-050 |
116-155 |
1-215 |
1.4% |
0-098 |
0.3% |
71% |
False |
False |
354,148 |
| 80 |
118-050 |
116-155 |
1-215 |
1.4% |
0-074 |
0.2% |
71% |
False |
False |
265,611 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-256 |
|
2.618 |
118-121 |
|
1.618 |
118-038 |
|
1.000 |
117-307 |
|
0.618 |
117-276 |
|
HIGH |
117-225 |
|
0.618 |
117-193 |
|
0.500 |
117-184 |
|
0.382 |
117-174 |
|
LOW |
117-142 |
|
0.618 |
117-092 |
|
1.000 |
117-060 |
|
1.618 |
117-009 |
|
2.618 |
116-247 |
|
4.250 |
116-112 |
|
|
| Fisher Pivots for day following 24-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
117-203 |
117-204 |
| PP |
117-193 |
117-196 |
| S1 |
117-184 |
117-188 |
|