ECBOT 5 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 07-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2017 |
07-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
117-005 |
117-007 |
0-002 |
0.0% |
118-050 |
| High |
117-060 |
117-025 |
-0-035 |
-0.1% |
118-050 |
| Low |
116-313 |
116-280 |
-0-033 |
-0.1% |
116-258 |
| Close |
117-015 |
116-295 |
-0-040 |
-0.1% |
117-007 |
| Range |
0-067 |
0-065 |
-0-002 |
-3.7% |
1-113 |
| ATR |
0-111 |
0-108 |
-0-003 |
-3.0% |
0-000 |
| Volume |
616,975 |
490,457 |
-126,518 |
-20.5% |
5,225,662 |
|
| Daily Pivots for day following 07-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-182 |
117-143 |
117-011 |
|
| R3 |
117-117 |
117-078 |
116-313 |
|
| R2 |
117-052 |
117-052 |
116-307 |
|
| R1 |
117-013 |
117-013 |
116-301 |
117-000 |
| PP |
116-307 |
116-307 |
116-307 |
116-300 |
| S1 |
116-268 |
116-268 |
116-289 |
116-255 |
| S2 |
116-242 |
116-242 |
116-283 |
|
| S3 |
116-177 |
116-203 |
116-277 |
|
| S4 |
116-112 |
116-138 |
116-259 |
|
|
| Weekly Pivots for week ending 03-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-123 |
120-178 |
117-245 |
|
| R3 |
120-010 |
119-065 |
117-126 |
|
| R2 |
118-218 |
118-218 |
117-087 |
|
| R1 |
117-273 |
117-273 |
117-047 |
117-189 |
| PP |
117-105 |
117-105 |
117-105 |
117-063 |
| S1 |
116-160 |
116-160 |
116-288 |
116-076 |
| S2 |
115-312 |
115-312 |
116-248 |
|
| S3 |
114-200 |
115-047 |
116-209 |
|
| S4 |
113-087 |
113-255 |
116-090 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-142 |
116-258 |
0-205 |
0.5% |
0-089 |
0.2% |
18% |
False |
False |
832,098 |
| 10 |
118-050 |
116-258 |
1-113 |
1.2% |
0-108 |
0.3% |
9% |
False |
False |
1,072,900 |
| 20 |
118-050 |
116-258 |
1-113 |
1.2% |
0-102 |
0.3% |
9% |
False |
False |
587,765 |
| 40 |
118-050 |
116-258 |
1-113 |
1.2% |
0-103 |
0.3% |
9% |
False |
False |
299,076 |
| 60 |
118-050 |
116-167 |
1-203 |
1.4% |
0-077 |
0.2% |
24% |
False |
False |
199,387 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-301 |
|
2.618 |
117-195 |
|
1.618 |
117-130 |
|
1.000 |
117-090 |
|
0.618 |
117-065 |
|
HIGH |
117-025 |
|
0.618 |
117-000 |
|
0.500 |
116-312 |
|
0.382 |
116-305 |
|
LOW |
116-280 |
|
0.618 |
116-240 |
|
1.000 |
116-215 |
|
1.618 |
116-175 |
|
2.618 |
116-110 |
|
4.250 |
116-004 |
|
|
| Fisher Pivots for day following 07-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
116-312 |
116-319 |
| PP |
116-307 |
116-311 |
| S1 |
116-301 |
116-303 |
|