ECBOT 5 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 31-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2017 |
31-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
116-315 |
117-047 |
0-052 |
0.1% |
117-055 |
| High |
116-315 |
117-047 |
0-052 |
0.1% |
117-055 |
| Low |
116-295 |
116-310 |
0-015 |
0.0% |
116-295 |
| Close |
116-315 |
117-047 |
0-052 |
0.1% |
117-047 |
| Range |
0-020 |
0-057 |
0-037 |
187.4% |
0-080 |
| ATR |
0-051 |
0-051 |
0-000 |
1.0% |
0-000 |
| Volume |
52 |
0 |
-52 |
-100.0% |
52 |
|
| Daily Pivots for day following 31-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-201 |
117-182 |
117-079 |
|
| R3 |
117-143 |
117-124 |
117-063 |
|
| R2 |
117-086 |
117-086 |
117-058 |
|
| R1 |
117-067 |
117-067 |
117-053 |
117-076 |
| PP |
117-028 |
117-028 |
117-028 |
117-033 |
| S1 |
117-009 |
117-009 |
117-042 |
117-019 |
| S2 |
116-291 |
116-291 |
117-037 |
|
| S3 |
116-233 |
116-272 |
117-032 |
|
| S4 |
116-176 |
116-214 |
117-016 |
|
|
| Weekly Pivots for week ending 31-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-266 |
117-237 |
117-091 |
|
| R3 |
117-186 |
117-157 |
117-069 |
|
| R2 |
117-106 |
117-106 |
117-062 |
|
| R1 |
117-077 |
117-077 |
117-055 |
117-051 |
| PP |
117-026 |
117-026 |
117-026 |
117-013 |
| S1 |
116-317 |
116-317 |
117-040 |
116-291 |
| S2 |
116-266 |
116-266 |
117-033 |
|
| S3 |
116-186 |
116-237 |
117-025 |
|
| S4 |
116-106 |
116-157 |
117-003 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-292 |
|
2.618 |
117-198 |
|
1.618 |
117-140 |
|
1.000 |
117-105 |
|
0.618 |
117-083 |
|
HIGH |
117-047 |
|
0.618 |
117-026 |
|
0.500 |
117-019 |
|
0.382 |
117-012 |
|
LOW |
116-310 |
|
0.618 |
116-274 |
|
1.000 |
116-253 |
|
1.618 |
116-217 |
|
2.618 |
116-160 |
|
4.250 |
116-066 |
|
|
| Fisher Pivots for day following 31-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
117-038 |
117-035 |
| PP |
117-028 |
117-023 |
| S1 |
117-019 |
117-011 |
|