ECBOT 5 Year T-Note Future March 2017
| Trading Metrics calculated at close of trading on 09-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2017 |
09-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
118-013 |
117-202 |
-0-130 |
-0.3% |
117-178 |
| High |
118-080 |
117-282 |
-0-118 |
-0.3% |
118-080 |
| Low |
117-187 |
117-173 |
-0-015 |
0.0% |
117-080 |
| Close |
117-205 |
117-273 |
0-068 |
0.2% |
117-205 |
| Range |
0-213 |
0-110 |
-0-103 |
-48.2% |
1-000 |
| ATR |
0-121 |
0-121 |
-0-001 |
-0.7% |
0-000 |
| Volume |
804,637 |
493,648 |
-310,989 |
-38.6% |
3,263,440 |
|
| Daily Pivots for day following 09-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-252 |
118-212 |
118-013 |
|
| R3 |
118-142 |
118-102 |
117-303 |
|
| R2 |
118-032 |
118-032 |
117-293 |
|
| R1 |
117-313 |
117-313 |
117-283 |
118-012 |
| PP |
117-243 |
117-243 |
117-243 |
117-253 |
| S1 |
117-203 |
117-203 |
117-262 |
117-223 |
| S2 |
117-133 |
117-133 |
117-252 |
|
| S3 |
117-023 |
117-093 |
117-242 |
|
| S4 |
116-233 |
116-303 |
117-212 |
|
|
| Weekly Pivots for week ending 06-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-228 |
120-057 |
118-061 |
|
| R3 |
119-228 |
119-057 |
117-293 |
|
| R2 |
118-228 |
118-228 |
117-264 |
|
| R1 |
118-057 |
118-057 |
117-234 |
118-142 |
| PP |
117-228 |
117-228 |
117-228 |
117-271 |
| S1 |
117-057 |
117-057 |
117-176 |
117-142 |
| S2 |
116-228 |
116-228 |
117-146 |
|
| S3 |
115-228 |
116-057 |
117-117 |
|
| S4 |
114-228 |
115-057 |
117-029 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-080 |
117-080 |
1-000 |
0.8% |
0-141 |
0.4% |
60% |
False |
False |
751,417 |
| 10 |
118-080 |
116-295 |
1-105 |
1.1% |
0-111 |
0.3% |
70% |
False |
False |
563,730 |
| 20 |
118-080 |
116-175 |
1-225 |
1.4% |
0-115 |
0.3% |
77% |
False |
False |
644,089 |
| 40 |
119-290 |
116-175 |
3-115 |
2.9% |
0-125 |
0.3% |
39% |
False |
False |
611,334 |
| 60 |
121-110 |
116-175 |
4-255 |
4.1% |
0-116 |
0.3% |
27% |
False |
False |
410,253 |
| 80 |
121-135 |
116-175 |
4-280 |
4.1% |
0-092 |
0.2% |
27% |
False |
False |
307,704 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-110 |
|
2.618 |
118-250 |
|
1.618 |
118-140 |
|
1.000 |
118-072 |
|
0.618 |
118-030 |
|
HIGH |
117-282 |
|
0.618 |
117-240 |
|
0.500 |
117-228 |
|
0.382 |
117-215 |
|
LOW |
117-173 |
|
0.618 |
117-105 |
|
1.000 |
117-063 |
|
1.618 |
116-315 |
|
2.618 |
116-205 |
|
4.250 |
116-025 |
|
|
| Fisher Pivots for day following 09-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
117-258 |
117-286 |
| PP |
117-243 |
117-282 |
| S1 |
117-228 |
117-277 |
|