ECBOT 5 Year T-Note Future March 2017
| Trading Metrics calculated at close of trading on 28-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2017 |
28-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
118-160 |
118-058 |
-0-102 |
-0.3% |
117-298 |
| High |
118-162 |
118-082 |
-0-080 |
-0.2% |
118-162 |
| Low |
118-042 |
117-230 |
-0-132 |
-0.4% |
117-227 |
| Close |
118-050 |
118-022 |
-0-028 |
-0.1% |
118-158 |
| Range |
0-120 |
0-172 |
0-052 |
43.7% |
0-255 |
| ATR |
0-109 |
0-113 |
0-005 |
4.2% |
0-000 |
| Volume |
925,442 |
423,780 |
-501,662 |
-54.2% |
7,494,279 |
|
| Daily Pivots for day following 28-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-202 |
119-125 |
118-117 |
|
| R3 |
119-030 |
118-272 |
118-070 |
|
| R2 |
118-177 |
118-177 |
118-054 |
|
| R1 |
118-100 |
118-100 |
118-038 |
118-052 |
| PP |
118-005 |
118-005 |
118-005 |
117-301 |
| S1 |
117-248 |
117-248 |
118-007 |
117-200 |
| S2 |
117-153 |
117-153 |
117-311 |
|
| S3 |
116-300 |
117-075 |
117-295 |
|
| S4 |
116-128 |
116-223 |
117-248 |
|
|
| Weekly Pivots for week ending 24-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-201 |
120-114 |
118-298 |
|
| R3 |
119-266 |
119-179 |
118-228 |
|
| R2 |
119-011 |
119-011 |
118-204 |
|
| R1 |
118-244 |
118-244 |
118-181 |
118-288 |
| PP |
118-076 |
118-076 |
118-076 |
118-097 |
| S1 |
117-309 |
117-309 |
118-134 |
118-032 |
| S2 |
117-141 |
117-141 |
118-111 |
|
| S3 |
116-206 |
117-054 |
118-087 |
|
| S4 |
115-271 |
116-119 |
118-017 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-162 |
117-227 |
0-255 |
0.7% |
0-121 |
0.3% |
45% |
False |
False |
1,544,097 |
| 10 |
118-162 |
117-110 |
1-052 |
1.0% |
0-113 |
0.3% |
62% |
False |
False |
1,216,174 |
| 20 |
118-162 |
117-110 |
1-052 |
1.0% |
0-107 |
0.3% |
62% |
False |
False |
1,021,520 |
| 40 |
118-162 |
117-080 |
1-082 |
1.1% |
0-115 |
0.3% |
65% |
False |
False |
880,145 |
| 60 |
118-162 |
116-175 |
1-307 |
1.7% |
0-114 |
0.3% |
78% |
False |
False |
802,886 |
| 80 |
121-110 |
116-175 |
4-255 |
4.1% |
0-123 |
0.3% |
32% |
False |
False |
694,591 |
| 100 |
121-110 |
116-175 |
4-255 |
4.1% |
0-112 |
0.3% |
32% |
False |
False |
556,154 |
| 120 |
121-135 |
116-175 |
4-280 |
4.1% |
0-093 |
0.2% |
31% |
False |
False |
463,464 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-176 |
|
2.618 |
119-214 |
|
1.618 |
119-042 |
|
1.000 |
118-255 |
|
0.618 |
118-189 |
|
HIGH |
118-082 |
|
0.618 |
118-017 |
|
0.500 |
117-316 |
|
0.382 |
117-296 |
|
LOW |
117-230 |
|
0.618 |
117-123 |
|
1.000 |
117-058 |
|
1.618 |
116-271 |
|
2.618 |
116-098 |
|
4.250 |
115-137 |
|
|
| Fisher Pivots for day following 28-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-014 |
118-036 |
| PP |
118-005 |
118-032 |
| S1 |
117-316 |
118-027 |
|