ECBOT 5 Year T-Note Future March 2017
| Trading Metrics calculated at close of trading on 10-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2017 |
10-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
118-133 |
118-027 |
-0-105 |
-0.3% |
117-275 |
| High |
118-133 |
118-030 |
-0-102 |
-0.3% |
118-142 |
| Low |
118-013 |
117-295 |
-0-038 |
-0.1% |
117-265 |
| Close |
118-025 |
117-318 |
-0-027 |
-0.1% |
117-318 |
| Range |
0-120 |
0-055 |
-0-065 |
-54.2% |
0-198 |
| ATR |
0-118 |
0-114 |
-0-004 |
-3.8% |
0-000 |
| Volume |
768,945 |
719,703 |
-49,242 |
-6.4% |
3,856,792 |
|
| Daily Pivots for day following 10-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-166 |
118-137 |
118-028 |
|
| R3 |
118-111 |
118-082 |
118-013 |
|
| R2 |
118-056 |
118-056 |
118-008 |
|
| R1 |
118-027 |
118-027 |
118-003 |
118-014 |
| PP |
118-001 |
118-001 |
118-001 |
117-314 |
| S1 |
117-292 |
117-292 |
117-312 |
117-279 |
| S2 |
117-266 |
117-266 |
117-307 |
|
| S3 |
117-211 |
117-237 |
117-302 |
|
| S4 |
117-156 |
117-182 |
117-287 |
|
|
| Weekly Pivots for week ending 10-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-301 |
119-187 |
118-106 |
|
| R3 |
119-103 |
118-309 |
118-052 |
|
| R2 |
118-226 |
118-226 |
118-034 |
|
| R1 |
118-112 |
118-112 |
118-016 |
118-169 |
| PP |
118-028 |
118-028 |
118-028 |
118-057 |
| S1 |
117-234 |
117-234 |
117-299 |
117-291 |
| S2 |
117-151 |
117-151 |
117-281 |
|
| S3 |
116-273 |
117-037 |
117-263 |
|
| S4 |
116-076 |
116-159 |
117-209 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-142 |
117-265 |
0-198 |
0.5% |
0-098 |
0.3% |
27% |
False |
False |
771,358 |
| 10 |
118-142 |
117-153 |
0-310 |
0.8% |
0-102 |
0.3% |
53% |
False |
False |
840,031 |
| 20 |
118-142 |
117-110 |
1-032 |
0.9% |
0-117 |
0.3% |
59% |
False |
False |
812,700 |
| 40 |
118-142 |
116-175 |
1-287 |
1.6% |
0-115 |
0.3% |
76% |
False |
False |
720,005 |
| 60 |
118-280 |
116-175 |
2-105 |
2.0% |
0-118 |
0.3% |
62% |
False |
False |
711,397 |
| 80 |
121-110 |
116-175 |
4-255 |
4.1% |
0-118 |
0.3% |
30% |
False |
False |
536,456 |
| 100 |
121-135 |
116-175 |
4-280 |
4.1% |
0-100 |
0.3% |
30% |
False |
False |
429,189 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-264 |
|
2.618 |
118-174 |
|
1.618 |
118-119 |
|
1.000 |
118-085 |
|
0.618 |
118-064 |
|
HIGH |
118-030 |
|
0.618 |
118-009 |
|
0.500 |
118-003 |
|
0.382 |
117-316 |
|
LOW |
117-295 |
|
0.618 |
117-261 |
|
1.000 |
117-240 |
|
1.618 |
117-206 |
|
2.618 |
117-151 |
|
4.250 |
117-061 |
|
|
| Fisher Pivots for day following 10-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-003 |
118-059 |
| PP |
118-001 |
118-038 |
| S1 |
117-319 |
118-018 |
|