ECBOT 5 Year T-Note Future March 2017
| Trading Metrics calculated at close of trading on 30-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2017 |
30-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
117-195 |
117-238 |
0-042 |
0.1% |
117-213 |
| High |
117-235 |
117-270 |
0-035 |
0.1% |
118-042 |
| Low |
117-160 |
117-210 |
0-050 |
0.1% |
117-118 |
| Close |
117-233 |
117-240 |
0-007 |
0.0% |
117-233 |
| Range |
0-075 |
0-060 |
-0-015 |
-20.0% |
0-245 |
| ATR |
0-124 |
0-119 |
-0-005 |
-3.7% |
0-000 |
| Volume |
578,286 |
666,711 |
88,425 |
15.3% |
3,575,607 |
|
| Daily Pivots for day following 30-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-100 |
118-070 |
117-273 |
|
| R3 |
118-040 |
118-010 |
117-256 |
|
| R2 |
117-300 |
117-300 |
117-251 |
|
| R1 |
117-270 |
117-270 |
117-246 |
117-285 |
| PP |
117-240 |
117-240 |
117-240 |
117-248 |
| S1 |
117-210 |
117-210 |
117-234 |
117-225 |
| S2 |
117-180 |
117-180 |
117-229 |
|
| S3 |
117-120 |
117-150 |
117-224 |
|
| S4 |
117-060 |
117-090 |
117-207 |
|
|
| Weekly Pivots for week ending 27-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-012 |
119-207 |
118-047 |
|
| R3 |
119-087 |
118-282 |
117-300 |
|
| R2 |
118-162 |
118-162 |
117-277 |
|
| R1 |
118-038 |
118-038 |
117-255 |
118-100 |
| PP |
117-238 |
117-238 |
117-238 |
117-269 |
| S1 |
117-113 |
117-113 |
117-210 |
117-175 |
| S2 |
116-313 |
116-313 |
117-188 |
|
| S3 |
116-068 |
116-188 |
117-165 |
|
| S4 |
115-143 |
115-263 |
117-098 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-027 |
117-118 |
0-230 |
0.6% |
0-094 |
0.2% |
53% |
False |
False |
665,429 |
| 10 |
118-080 |
117-110 |
0-290 |
0.8% |
0-118 |
0.3% |
45% |
False |
False |
771,133 |
| 20 |
118-080 |
117-080 |
1-000 |
0.8% |
0-123 |
0.3% |
50% |
False |
False |
738,770 |
| 40 |
118-080 |
116-175 |
1-225 |
1.4% |
0-118 |
0.3% |
71% |
False |
False |
693,569 |
| 60 |
121-110 |
116-175 |
4-255 |
4.1% |
0-129 |
0.3% |
25% |
False |
False |
585,615 |
| 80 |
121-110 |
116-175 |
4-255 |
4.1% |
0-113 |
0.3% |
25% |
False |
False |
439,812 |
| 100 |
121-135 |
116-175 |
4-280 |
4.1% |
0-091 |
0.2% |
25% |
False |
False |
351,853 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-205 |
|
2.618 |
118-107 |
|
1.618 |
118-047 |
|
1.000 |
118-010 |
|
0.618 |
117-307 |
|
HIGH |
117-270 |
|
0.618 |
117-247 |
|
0.500 |
117-240 |
|
0.382 |
117-233 |
|
LOW |
117-210 |
|
0.618 |
117-173 |
|
1.000 |
117-150 |
|
1.618 |
117-113 |
|
2.618 |
117-053 |
|
4.250 |
116-275 |
|
|
| Fisher Pivots for day following 30-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
117-240 |
117-225 |
| PP |
117-240 |
117-209 |
| S1 |
117-240 |
117-194 |
|