ECBOT 5 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 01-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2017 |
01-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
117-265 |
117-142 |
-0-122 |
-0.3% |
117-180 |
| High |
117-287 |
117-142 |
-0-145 |
-0.4% |
118-050 |
| Low |
117-110 |
117-022 |
-0-088 |
-0.2% |
117-107 |
| Close |
117-225 |
117-042 |
-0-182 |
-0.5% |
118-042 |
| Range |
0-177 |
0-120 |
-0-057 |
-32.4% |
0-263 |
| ATR |
0-111 |
0-117 |
0-007 |
5.9% |
0-000 |
| Volume |
1,352,260 |
1,152,899 |
-199,361 |
-14.7% |
4,850,452 |
|
| Daily Pivots for day following 01-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-109 |
118-036 |
117-108 |
|
| R3 |
117-309 |
117-236 |
117-075 |
|
| R2 |
117-189 |
117-189 |
117-064 |
|
| R1 |
117-116 |
117-116 |
117-053 |
117-092 |
| PP |
117-069 |
117-069 |
117-069 |
117-057 |
| S1 |
116-316 |
116-316 |
117-031 |
116-292 |
| S2 |
116-269 |
116-269 |
117-020 |
|
| S3 |
116-149 |
116-196 |
117-009 |
|
| S4 |
116-029 |
116-076 |
116-296 |
|
|
| Weekly Pivots for week ending 24-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-108 |
120-018 |
118-187 |
|
| R3 |
119-165 |
119-075 |
118-115 |
|
| R2 |
118-223 |
118-223 |
118-091 |
|
| R1 |
118-133 |
118-133 |
118-067 |
118-178 |
| PP |
117-280 |
117-280 |
117-280 |
117-303 |
| S1 |
117-190 |
117-190 |
118-018 |
117-235 |
| S2 |
117-017 |
117-017 |
117-314 |
|
| S3 |
116-075 |
116-247 |
117-290 |
|
| S4 |
115-132 |
115-305 |
117-218 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-050 |
117-022 |
1-028 |
0.9% |
0-128 |
0.3% |
6% |
False |
True |
1,265,912 |
| 10 |
118-050 |
116-307 |
1-063 |
1.0% |
0-115 |
0.3% |
14% |
False |
False |
844,618 |
| 20 |
118-050 |
116-307 |
1-063 |
1.0% |
0-107 |
0.3% |
14% |
False |
False |
442,127 |
| 40 |
118-050 |
116-293 |
1-078 |
1.1% |
0-106 |
0.3% |
18% |
False |
False |
223,891 |
| 60 |
118-050 |
116-167 |
1-203 |
1.4% |
0-072 |
0.2% |
37% |
False |
False |
149,261 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-012 |
|
2.618 |
118-137 |
|
1.618 |
118-017 |
|
1.000 |
117-262 |
|
0.618 |
117-217 |
|
HIGH |
117-142 |
|
0.618 |
117-097 |
|
0.500 |
117-082 |
|
0.382 |
117-068 |
|
LOW |
117-022 |
|
0.618 |
116-268 |
|
1.000 |
116-222 |
|
1.618 |
116-148 |
|
2.618 |
116-028 |
|
4.250 |
115-152 |
|
|
| Fisher Pivots for day following 01-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
117-082 |
117-196 |
| PP |
117-069 |
117-145 |
| S1 |
117-056 |
117-094 |
|