ECBOT 5 Year T-Note Future March 2017
| Trading Metrics calculated at close of trading on 07-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2017 |
07-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
117-275 |
118-060 |
0-105 |
0.3% |
117-238 |
| High |
118-067 |
118-107 |
0-040 |
0.1% |
118-033 |
| Low |
117-265 |
118-013 |
0-068 |
0.2% |
117-153 |
| Close |
118-050 |
118-062 |
0-012 |
0.0% |
117-245 |
| Range |
0-122 |
0-095 |
-0-028 |
-22.5% |
0-200 |
| ATR |
0-121 |
0-119 |
-0-002 |
-1.5% |
0-000 |
| Volume |
741,403 |
730,194 |
-11,209 |
-1.5% |
4,543,524 |
|
| Daily Pivots for day following 07-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-026 |
118-299 |
118-115 |
|
| R3 |
118-251 |
118-204 |
118-089 |
|
| R2 |
118-156 |
118-156 |
118-080 |
|
| R1 |
118-109 |
118-109 |
118-071 |
118-132 |
| PP |
118-061 |
118-061 |
118-061 |
118-072 |
| S1 |
118-014 |
118-014 |
118-054 |
118-038 |
| S2 |
117-286 |
117-286 |
118-045 |
|
| S3 |
117-191 |
117-239 |
118-036 |
|
| S4 |
117-096 |
117-144 |
118-010 |
|
|
| 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 |
118-107 |
117-153 |
0-275 |
0.7% |
0-118 |
0.3% |
84% |
True |
False |
832,794 |
| 10 |
118-107 |
117-118 |
0-310 |
0.8% |
0-102 |
0.3% |
85% |
True |
False |
803,287 |
| 20 |
118-107 |
117-110 |
0-317 |
0.8% |
0-118 |
0.3% |
86% |
True |
False |
795,871 |
| 40 |
118-107 |
116-175 |
1-252 |
1.5% |
0-117 |
0.3% |
92% |
True |
False |
719,980 |
| 60 |
119-290 |
116-175 |
3-115 |
2.8% |
0-123 |
0.3% |
49% |
False |
False |
672,846 |
| 80 |
121-110 |
116-175 |
4-255 |
4.1% |
0-117 |
0.3% |
34% |
False |
False |
506,657 |
| 100 |
121-135 |
116-175 |
4-280 |
4.1% |
0-098 |
0.3% |
34% |
False |
False |
405,337 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-191 |
|
2.618 |
119-036 |
|
1.618 |
118-261 |
|
1.000 |
118-202 |
|
0.618 |
118-166 |
|
HIGH |
118-107 |
|
0.618 |
118-071 |
|
0.500 |
118-060 |
|
0.382 |
118-049 |
|
LOW |
118-013 |
|
0.618 |
117-274 |
|
1.000 |
117-238 |
|
1.618 |
117-179 |
|
2.618 |
117-084 |
|
4.250 |
116-249 |
|
|
| Fisher Pivots for day following 07-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-062 |
118-037 |
| PP |
118-061 |
118-012 |
| S1 |
118-060 |
117-307 |
|