ECBOT 5 Year T-Note Future June 2017
Trading Metrics calculated at close of trading on 03-Apr-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2017 |
03-Apr-2017 |
Change |
Change % |
Previous Week |
Open |
117-178 |
117-240 |
0-062 |
0.2% |
117-190 |
High |
117-240 |
118-033 |
0-113 |
0.3% |
117-287 |
Low |
117-162 |
117-215 |
0-053 |
0.1% |
117-147 |
Close |
117-233 |
117-313 |
0-080 |
0.2% |
117-233 |
Range |
0-078 |
0-138 |
0-060 |
77.4% |
0-140 |
ATR |
0-099 |
0-102 |
0-003 |
2.8% |
0-000 |
Volume |
854,238 |
766,700 |
-87,538 |
-10.2% |
3,528,863 |
|
Daily Pivots for day following 03-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-066 |
119-007 |
118-068 |
|
R3 |
118-248 |
118-189 |
118-030 |
|
R2 |
118-111 |
118-111 |
118-018 |
|
R1 |
118-052 |
118-052 |
118-005 |
118-081 |
PP |
117-293 |
117-293 |
117-293 |
117-308 |
S1 |
117-234 |
117-234 |
117-300 |
117-264 |
S2 |
117-156 |
117-156 |
117-287 |
|
S3 |
117-018 |
117-097 |
117-275 |
|
S4 |
116-201 |
116-279 |
117-237 |
|
|
Weekly Pivots for week ending 31-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-002 |
118-258 |
117-310 |
|
R3 |
118-182 |
118-118 |
117-271 |
|
R2 |
118-042 |
118-042 |
117-258 |
|
R1 |
117-298 |
117-298 |
117-245 |
118-010 |
PP |
117-222 |
117-222 |
117-222 |
117-239 |
S1 |
117-158 |
117-158 |
117-220 |
117-190 |
S2 |
117-082 |
117-082 |
117-207 |
|
S3 |
116-262 |
117-018 |
117-194 |
|
S4 |
116-122 |
116-198 |
117-156 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
118-033 |
117-147 |
0-205 |
0.5% |
0-100 |
0.3% |
80% |
True |
False |
738,867 |
10 |
118-033 |
117-047 |
0-305 |
0.8% |
0-098 |
0.3% |
87% |
True |
False |
731,788 |
20 |
118-033 |
116-155 |
1-198 |
1.4% |
0-098 |
0.3% |
92% |
True |
False |
703,582 |
40 |
118-050 |
116-155 |
1-215 |
1.4% |
0-100 |
0.3% |
89% |
False |
False |
633,990 |
60 |
118-050 |
116-155 |
1-215 |
1.4% |
0-103 |
0.3% |
89% |
False |
False |
425,737 |
80 |
118-050 |
116-155 |
1-215 |
1.4% |
0-082 |
0.2% |
89% |
False |
False |
319,305 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
119-297 |
2.618 |
119-072 |
1.618 |
118-255 |
1.000 |
118-170 |
0.618 |
118-117 |
HIGH |
118-033 |
0.618 |
117-300 |
0.500 |
117-284 |
0.382 |
117-268 |
LOW |
117-215 |
0.618 |
117-130 |
1.000 |
117-078 |
1.618 |
116-313 |
2.618 |
116-175 |
4.250 |
115-271 |
|
|
Fisher Pivots for day following 03-Apr-2017 |
Pivot |
1 day |
3 day |
R1 |
117-303 |
117-293 |
PP |
117-293 |
117-274 |
S1 |
117-284 |
117-255 |
|