ECBOT 5 Year T-Note Future March 2017
| Trading Metrics calculated at close of trading on 15-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2017 |
15-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
117-273 |
117-198 |
-0-075 |
-0.2% |
117-275 |
| High |
117-290 |
117-207 |
-0-083 |
-0.2% |
118-142 |
| Low |
117-155 |
117-110 |
-0-045 |
-0.1% |
117-265 |
| Close |
117-202 |
117-145 |
-0-058 |
-0.2% |
117-318 |
| Range |
0-135 |
0-097 |
-0-038 |
-27.8% |
0-198 |
| ATR |
0-112 |
0-111 |
-0-001 |
-0.9% |
0-000 |
| Volume |
947,925 |
887,528 |
-60,397 |
-6.4% |
3,856,792 |
|
| Daily Pivots for day following 15-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-127 |
118-073 |
117-199 |
|
| R3 |
118-029 |
117-296 |
117-172 |
|
| R2 |
117-252 |
117-252 |
117-163 |
|
| R1 |
117-198 |
117-198 |
117-154 |
117-176 |
| PP |
117-154 |
117-154 |
117-154 |
117-143 |
| S1 |
117-101 |
117-101 |
117-136 |
117-079 |
| S2 |
117-057 |
117-057 |
117-127 |
|
| S3 |
116-279 |
117-003 |
117-118 |
|
| S4 |
116-182 |
116-226 |
117-091 |
|
|
| 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 |
118-133 |
117-110 |
1-022 |
0.9% |
0-092 |
0.2% |
10% |
False |
True |
771,833 |
| 10 |
118-142 |
117-110 |
1-032 |
0.9% |
0-103 |
0.3% |
10% |
False |
True |
797,880 |
| 20 |
118-142 |
117-110 |
1-032 |
0.9% |
0-105 |
0.3% |
10% |
False |
True |
810,879 |
| 40 |
118-142 |
116-247 |
1-215 |
1.4% |
0-109 |
0.3% |
41% |
False |
False |
700,677 |
| 60 |
118-142 |
116-175 |
1-287 |
1.6% |
0-115 |
0.3% |
48% |
False |
False |
746,092 |
| 80 |
121-110 |
116-175 |
4-255 |
4.1% |
0-119 |
0.3% |
19% |
False |
False |
566,007 |
| 100 |
121-135 |
116-175 |
4-280 |
4.2% |
0-103 |
0.3% |
19% |
False |
False |
452,894 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-302 |
|
2.618 |
118-143 |
|
1.618 |
118-045 |
|
1.000 |
117-305 |
|
0.618 |
117-268 |
|
HIGH |
117-207 |
|
0.618 |
117-170 |
|
0.500 |
117-159 |
|
0.382 |
117-147 |
|
LOW |
117-110 |
|
0.618 |
117-050 |
|
1.000 |
117-013 |
|
1.618 |
116-272 |
|
2.618 |
116-175 |
|
4.250 |
116-016 |
|
|
| Fisher Pivots for day following 15-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
117-159 |
117-210 |
| PP |
117-154 |
117-188 |
| S1 |
117-150 |
117-167 |
|