ECBOT 5 Year T-Note Future March 2017
| Trading Metrics calculated at close of trading on 16-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2017 |
16-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
117-042 |
117-190 |
0-148 |
0.4% |
117-122 |
| High |
117-198 |
117-205 |
0-007 |
0.0% |
117-180 |
| Low |
117-010 |
117-133 |
0-122 |
0.3% |
116-300 |
| Close |
117-180 |
117-158 |
-0-022 |
-0.1% |
117-038 |
| Range |
0-187 |
0-072 |
-0-115 |
-61.3% |
0-200 |
| ATR |
0-104 |
0-102 |
-0-002 |
-2.2% |
0-000 |
| Volume |
18,790 |
2,335 |
-16,455 |
-87.6% |
91,263 |
|
| Daily Pivots for day following 16-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-062 |
118-022 |
117-197 |
|
| R3 |
117-310 |
117-270 |
117-177 |
|
| R2 |
117-237 |
117-237 |
117-171 |
|
| R1 |
117-197 |
117-197 |
117-164 |
117-181 |
| PP |
117-165 |
117-165 |
117-165 |
117-157 |
| S1 |
117-125 |
117-125 |
117-151 |
117-109 |
| S2 |
117-093 |
117-093 |
117-144 |
|
| S3 |
117-020 |
117-053 |
117-138 |
|
| S4 |
116-268 |
116-300 |
117-118 |
|
|
| Weekly Pivots for week ending 10-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-026 |
118-232 |
117-148 |
|
| R3 |
118-146 |
118-032 |
117-093 |
|
| R2 |
117-266 |
117-266 |
117-074 |
|
| R1 |
117-152 |
117-152 |
117-056 |
117-109 |
| PP |
117-066 |
117-066 |
117-066 |
117-044 |
| S1 |
116-272 |
116-272 |
117-019 |
116-229 |
| S2 |
116-186 |
116-186 |
117-001 |
|
| S3 |
115-306 |
116-072 |
116-303 |
|
| S4 |
115-106 |
115-192 |
116-248 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-205 |
116-300 |
0-225 |
0.6% |
0-093 |
0.2% |
79% |
True |
False |
10,768 |
| 10 |
117-205 |
116-300 |
0-225 |
0.6% |
0-084 |
0.2% |
79% |
True |
False |
18,847 |
| 20 |
118-162 |
116-300 |
1-182 |
1.3% |
0-097 |
0.3% |
35% |
False |
False |
540,105 |
| 40 |
118-162 |
116-300 |
1-182 |
1.3% |
0-101 |
0.3% |
35% |
False |
False |
675,492 |
| 60 |
118-162 |
116-247 |
1-235 |
1.5% |
0-105 |
0.3% |
41% |
False |
False |
647,153 |
| 80 |
118-162 |
116-175 |
1-307 |
1.7% |
0-111 |
0.3% |
48% |
False |
False |
694,595 |
| 100 |
121-110 |
116-175 |
4-255 |
4.1% |
0-115 |
0.3% |
20% |
False |
False |
560,827 |
| 120 |
121-135 |
116-175 |
4-280 |
4.1% |
0-102 |
0.3% |
19% |
False |
False |
467,430 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-193 |
|
2.618 |
118-075 |
|
1.618 |
118-002 |
|
1.000 |
117-277 |
|
0.618 |
117-250 |
|
HIGH |
117-205 |
|
0.618 |
117-177 |
|
0.500 |
117-169 |
|
0.382 |
117-160 |
|
LOW |
117-133 |
|
0.618 |
117-088 |
|
1.000 |
117-060 |
|
1.618 |
117-015 |
|
2.618 |
116-263 |
|
4.250 |
116-144 |
|
|
| Fisher Pivots for day following 16-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
117-169 |
117-138 |
| PP |
117-165 |
117-118 |
| S1 |
117-161 |
117-098 |
|