ECBOT 5 Year T-Note Future March 2017
| Trading Metrics calculated at close of trading on 11-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2017 |
11-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
117-278 |
117-280 |
0-002 |
0.0% |
117-178 |
| High |
117-300 |
118-038 |
0-058 |
0.2% |
118-080 |
| Low |
117-245 |
117-233 |
-0-012 |
0.0% |
117-080 |
| Close |
117-273 |
117-275 |
0-002 |
0.0% |
117-205 |
| Range |
0-055 |
0-125 |
0-070 |
127.2% |
1-000 |
| ATR |
0-116 |
0-116 |
0-001 |
0.6% |
0-000 |
| Volume |
519,718 |
737,510 |
217,792 |
41.9% |
3,263,440 |
|
| Daily Pivots for day following 11-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-023 |
118-274 |
118-024 |
|
| R3 |
118-218 |
118-149 |
117-309 |
|
| R2 |
118-093 |
118-093 |
117-298 |
|
| R1 |
118-024 |
118-024 |
117-286 |
117-316 |
| PP |
117-288 |
117-288 |
117-288 |
117-274 |
| S1 |
117-219 |
117-219 |
117-264 |
117-191 |
| S2 |
117-163 |
117-163 |
117-252 |
|
| S3 |
117-038 |
117-094 |
117-241 |
|
| S4 |
116-233 |
116-289 |
117-206 |
|
|
| 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 |
117-173 |
0-227 |
0.6% |
0-136 |
0.4% |
45% |
False |
False |
714,438 |
| 10 |
118-080 |
116-295 |
1-105 |
1.1% |
0-118 |
0.3% |
71% |
False |
False |
651,876 |
| 20 |
118-080 |
116-175 |
1-225 |
1.4% |
0-112 |
0.3% |
77% |
False |
False |
627,188 |
| 40 |
119-018 |
116-175 |
2-162 |
2.1% |
0-121 |
0.3% |
52% |
False |
False |
642,060 |
| 60 |
121-110 |
116-175 |
4-255 |
4.1% |
0-117 |
0.3% |
27% |
False |
False |
431,195 |
| 80 |
121-135 |
116-175 |
4-280 |
4.1% |
0-095 |
0.3% |
27% |
False |
False |
323,419 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-249 |
|
2.618 |
119-045 |
|
1.618 |
118-240 |
|
1.000 |
118-162 |
|
0.618 |
118-115 |
|
HIGH |
118-038 |
|
0.618 |
117-310 |
|
0.500 |
117-295 |
|
0.382 |
117-280 |
|
LOW |
117-233 |
|
0.618 |
117-155 |
|
1.000 |
117-108 |
|
1.618 |
117-030 |
|
2.618 |
116-225 |
|
4.250 |
116-021 |
|
|
| Fisher Pivots for day following 11-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
117-295 |
117-272 |
| PP |
117-288 |
117-268 |
| S1 |
117-282 |
117-265 |
|