ECBOT 5 Year T-Note Future March 2017
| Trading Metrics calculated at close of trading on 20-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2017 |
20-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
117-182 |
117-162 |
-0-020 |
-0.1% |
117-253 |
| High |
117-215 |
117-233 |
0-018 |
0.0% |
118-080 |
| Low |
117-118 |
117-110 |
-0-007 |
0.0% |
117-110 |
| Close |
117-178 |
117-218 |
0-040 |
0.1% |
117-218 |
| Range |
0-098 |
0-122 |
0-025 |
25.6% |
0-290 |
| ATR |
0-131 |
0-130 |
-0-001 |
-0.5% |
0-000 |
| Volume |
974,057 |
897,081 |
-76,976 |
-7.9% |
3,469,014 |
|
| Daily Pivots for day following 20-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-234 |
118-188 |
117-285 |
|
| R3 |
118-112 |
118-066 |
117-251 |
|
| R2 |
117-309 |
117-309 |
117-240 |
|
| R1 |
117-263 |
117-263 |
117-229 |
117-286 |
| PP |
117-187 |
117-187 |
117-187 |
117-198 |
| S1 |
117-141 |
117-141 |
117-206 |
117-164 |
| S2 |
117-064 |
117-064 |
117-195 |
|
| S3 |
116-262 |
117-018 |
117-184 |
|
| S4 |
116-139 |
116-216 |
117-150 |
|
|
| Weekly Pivots for week ending 20-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-152 |
119-315 |
118-057 |
|
| R3 |
119-182 |
119-025 |
117-297 |
|
| R2 |
118-212 |
118-212 |
117-271 |
|
| R1 |
118-055 |
118-055 |
117-244 |
117-309 |
| PP |
117-243 |
117-243 |
117-243 |
117-209 |
| S1 |
117-085 |
117-085 |
117-191 |
117-019 |
| S2 |
116-273 |
116-273 |
117-164 |
|
| S3 |
115-303 |
116-115 |
117-138 |
|
| S4 |
115-013 |
115-145 |
117-058 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-080 |
117-110 |
0-290 |
0.8% |
0-152 |
0.4% |
37% |
False |
True |
855,618 |
| 10 |
118-080 |
117-110 |
0-290 |
0.8% |
0-138 |
0.4% |
37% |
False |
True |
762,498 |
| 20 |
118-080 |
116-282 |
1-118 |
1.2% |
0-115 |
0.3% |
58% |
False |
False |
635,735 |
| 40 |
118-105 |
116-175 |
1-250 |
1.5% |
0-120 |
0.3% |
64% |
False |
False |
743,721 |
| 60 |
121-110 |
116-175 |
4-255 |
4.1% |
0-126 |
0.3% |
24% |
False |
False |
515,511 |
| 80 |
121-135 |
116-175 |
4-280 |
4.1% |
0-106 |
0.3% |
23% |
False |
False |
386,788 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-113 |
|
2.618 |
118-233 |
|
1.618 |
118-111 |
|
1.000 |
118-035 |
|
0.618 |
117-308 |
|
HIGH |
117-233 |
|
0.618 |
117-186 |
|
0.500 |
117-171 |
|
0.382 |
117-157 |
|
LOW |
117-110 |
|
0.618 |
117-034 |
|
1.000 |
116-308 |
|
1.618 |
116-232 |
|
2.618 |
116-109 |
|
4.250 |
115-229 |
|
|
| Fisher Pivots for day following 20-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
117-202 |
117-244 |
| PP |
117-187 |
117-235 |
| S1 |
117-171 |
117-226 |
|