ECBOT 5 Year T-Note Future June 2017
Trading Metrics calculated at close of trading on 29-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2017 |
29-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
117-233 |
117-158 |
-0-075 |
-0.2% |
117-042 |
High |
117-265 |
117-238 |
-0-027 |
-0.1% |
117-235 |
Low |
117-153 |
117-147 |
-0-005 |
0.0% |
117-033 |
Close |
117-170 |
117-220 |
0-050 |
0.1% |
117-213 |
Range |
0-112 |
0-090 |
-0-022 |
-20.0% |
0-202 |
ATR |
0-103 |
0-102 |
-0-001 |
-0.9% |
0-000 |
Volume |
793,902 |
593,926 |
-199,976 |
-25.2% |
3,493,679 |
|
Daily Pivots for day following 29-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-152 |
118-116 |
117-270 |
|
R3 |
118-062 |
118-026 |
117-245 |
|
R2 |
117-292 |
117-292 |
117-237 |
|
R1 |
117-256 |
117-256 |
117-228 |
117-274 |
PP |
117-202 |
117-202 |
117-202 |
117-211 |
S1 |
117-166 |
117-166 |
117-212 |
117-184 |
S2 |
117-112 |
117-112 |
117-203 |
|
S3 |
117-022 |
117-076 |
117-195 |
|
S4 |
116-252 |
116-306 |
117-170 |
|
|
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% |
0-094 |
0.3% |
54% |
False |
False |
639,889 |
10 |
117-287 |
116-295 |
0-312 |
0.8% |
0-095 |
0.3% |
78% |
False |
False |
669,857 |
20 |
117-287 |
116-155 |
1-132 |
1.2% |
0-096 |
0.3% |
85% |
False |
False |
714,114 |
40 |
118-050 |
116-155 |
1-215 |
1.4% |
0-102 |
0.3% |
72% |
False |
False |
578,120 |
60 |
118-050 |
116-155 |
1-215 |
1.4% |
0-103 |
0.3% |
72% |
False |
False |
387,299 |
80 |
118-050 |
116-155 |
1-215 |
1.4% |
0-078 |
0.2% |
72% |
False |
False |
290,474 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
118-300 |
2.618 |
118-153 |
1.618 |
118-063 |
1.000 |
118-008 |
0.618 |
117-293 |
HIGH |
117-238 |
0.618 |
117-203 |
0.500 |
117-192 |
0.382 |
117-182 |
LOW |
117-147 |
0.618 |
117-092 |
1.000 |
117-057 |
1.618 |
117-002 |
2.618 |
116-232 |
4.250 |
116-085 |
|
|
Fisher Pivots for day following 29-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
117-211 |
117-219 |
PP |
117-202 |
117-218 |
S1 |
117-192 |
117-217 |
|