ECBOT 5 Year T-Note Future March 2017
| Trading Metrics calculated at close of trading on 06-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2017 |
06-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
117-255 |
117-275 |
0-020 |
0.1% |
117-238 |
| High |
118-033 |
118-067 |
0-035 |
0.1% |
118-033 |
| Low |
117-187 |
117-265 |
0-078 |
0.2% |
117-153 |
| Close |
117-245 |
118-050 |
0-125 |
0.3% |
117-245 |
| Range |
0-165 |
0-122 |
-0-043 |
-25.8% |
0-200 |
| ATR |
0-119 |
0-121 |
0-002 |
1.4% |
0-000 |
| Volume |
1,045,581 |
741,403 |
-304,178 |
-29.1% |
4,543,524 |
|
| Daily Pivots for day following 06-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-068 |
119-022 |
118-117 |
|
| R3 |
118-266 |
118-219 |
118-084 |
|
| R2 |
118-143 |
118-143 |
118-072 |
|
| R1 |
118-097 |
118-097 |
118-061 |
118-120 |
| PP |
118-021 |
118-021 |
118-021 |
118-032 |
| S1 |
117-294 |
117-294 |
118-039 |
117-318 |
| S2 |
117-218 |
117-218 |
118-028 |
|
| S3 |
117-096 |
117-172 |
118-016 |
|
| S4 |
116-293 |
117-049 |
117-303 |
|
|
| Weekly Pivots for week ending 03-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-210 |
119-107 |
118-035 |
|
| R3 |
119-010 |
118-227 |
117-300 |
|
| R2 |
118-130 |
118-130 |
117-282 |
|
| R1 |
118-027 |
118-027 |
117-263 |
118-079 |
| PP |
117-250 |
117-250 |
117-250 |
117-276 |
| S1 |
117-147 |
117-147 |
117-227 |
117-199 |
| S2 |
117-050 |
117-050 |
117-208 |
|
| S3 |
116-170 |
116-267 |
117-190 |
|
| S4 |
115-290 |
116-067 |
117-135 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-067 |
117-153 |
0-235 |
0.6% |
0-119 |
0.3% |
93% |
True |
False |
923,643 |
| 10 |
118-067 |
117-118 |
0-270 |
0.7% |
0-106 |
0.3% |
94% |
True |
False |
794,536 |
| 20 |
118-080 |
117-110 |
0-290 |
0.8% |
0-119 |
0.3% |
90% |
False |
False |
784,043 |
| 40 |
118-080 |
116-175 |
1-225 |
1.4% |
0-117 |
0.3% |
94% |
False |
False |
720,481 |
| 60 |
121-110 |
116-175 |
4-255 |
4.1% |
0-131 |
0.3% |
34% |
False |
False |
661,148 |
| 80 |
121-110 |
116-175 |
4-255 |
4.1% |
0-116 |
0.3% |
34% |
False |
False |
497,534 |
| 100 |
121-135 |
116-175 |
4-280 |
4.1% |
0-097 |
0.3% |
33% |
False |
False |
398,035 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-268 |
|
2.618 |
119-068 |
|
1.618 |
118-266 |
|
1.000 |
118-190 |
|
0.618 |
118-143 |
|
HIGH |
118-067 |
|
0.618 |
118-021 |
|
0.500 |
118-006 |
|
0.382 |
117-312 |
|
LOW |
117-265 |
|
0.618 |
117-189 |
|
1.000 |
117-142 |
|
1.618 |
117-067 |
|
2.618 |
116-264 |
|
4.250 |
116-064 |
|
|
| Fisher Pivots for day following 06-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-035 |
118-023 |
| PP |
118-021 |
117-315 |
| S1 |
118-006 |
117-287 |
|