ECBOT 5 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 28-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2017 |
28-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
117-190 |
117-233 |
0-042 |
0.1% |
117-042 |
| High |
117-287 |
117-265 |
-0-022 |
-0.1% |
117-235 |
| Low |
117-187 |
117-153 |
-0-035 |
-0.1% |
117-033 |
| Close |
117-240 |
117-170 |
-0-070 |
-0.2% |
117-213 |
| Range |
0-100 |
0-112 |
0-012 |
12.5% |
0-202 |
| ATR |
0-103 |
0-103 |
0-001 |
0.7% |
0-000 |
| Volume |
601,227 |
793,902 |
192,675 |
32.0% |
3,493,679 |
|
| Daily Pivots for day following 28-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-213 |
118-144 |
117-232 |
|
| R3 |
118-101 |
118-032 |
117-201 |
|
| R2 |
117-308 |
117-308 |
117-191 |
|
| R1 |
117-239 |
117-239 |
117-180 |
117-218 |
| PP |
117-196 |
117-196 |
117-196 |
117-185 |
| S1 |
117-127 |
117-127 |
117-160 |
117-105 |
| S2 |
117-083 |
117-083 |
117-149 |
|
| S3 |
116-291 |
117-014 |
117-139 |
|
| S4 |
116-178 |
116-222 |
117-108 |
|
|
| 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 |
117-287 |
117-140 |
0-147 |
0.4% |
0-092 |
0.2% |
20% |
False |
False |
688,020 |
| 10 |
117-287 |
116-185 |
1-102 |
1.1% |
0-106 |
0.3% |
72% |
False |
False |
716,468 |
| 20 |
117-287 |
116-155 |
1-132 |
1.2% |
0-098 |
0.3% |
74% |
False |
False |
742,062 |
| 40 |
118-050 |
116-155 |
1-215 |
1.4% |
0-102 |
0.3% |
63% |
False |
False |
563,616 |
| 60 |
118-050 |
116-155 |
1-215 |
1.4% |
0-102 |
0.3% |
63% |
False |
False |
377,400 |
| 80 |
118-050 |
116-155 |
1-215 |
1.4% |
0-077 |
0.2% |
63% |
False |
False |
283,050 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-103 |
|
2.618 |
118-239 |
|
1.618 |
118-127 |
|
1.000 |
118-057 |
|
0.618 |
118-015 |
|
HIGH |
117-265 |
|
0.618 |
117-222 |
|
0.500 |
117-209 |
|
0.382 |
117-195 |
|
LOW |
117-153 |
|
0.618 |
117-083 |
|
1.000 |
117-040 |
|
1.618 |
116-291 |
|
2.618 |
116-178 |
|
4.250 |
115-314 |
|
|
| Fisher Pivots for day following 28-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
117-209 |
117-215 |
| PP |
117-196 |
117-200 |
| S1 |
117-183 |
117-185 |
|