ECBOT 5 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 03-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2017 |
03-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
117-055 |
117-002 |
-0-053 |
-0.1% |
118-050 |
| High |
117-062 |
117-022 |
-0-040 |
-0.1% |
118-050 |
| Low |
116-273 |
116-258 |
-0-015 |
0.0% |
116-258 |
| Close |
116-302 |
117-007 |
0-025 |
0.1% |
117-007 |
| Range |
0-110 |
0-085 |
-0-025 |
-22.7% |
1-113 |
| ATR |
0-117 |
0-114 |
-0-002 |
-1.9% |
0-000 |
| Volume |
1,002,764 |
897,395 |
-105,369 |
-10.5% |
5,225,662 |
|
| Daily Pivots for day following 03-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-244 |
117-211 |
117-054 |
|
| R3 |
117-159 |
117-126 |
117-031 |
|
| R2 |
117-074 |
117-074 |
117-023 |
|
| R1 |
117-041 |
117-041 |
117-015 |
117-057 |
| PP |
116-309 |
116-309 |
116-309 |
116-317 |
| S1 |
116-276 |
116-276 |
117-000 |
116-292 |
| S2 |
116-224 |
116-224 |
116-312 |
|
| S3 |
116-139 |
116-191 |
116-304 |
|
| S4 |
116-054 |
116-106 |
116-281 |
|
|
| Weekly Pivots for week ending 03-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-123 |
120-178 |
117-245 |
|
| R3 |
120-010 |
119-065 |
117-126 |
|
| R2 |
118-218 |
118-218 |
117-087 |
|
| R1 |
117-273 |
117-273 |
117-047 |
117-189 |
| PP |
117-105 |
117-105 |
117-105 |
117-063 |
| S1 |
116-160 |
116-160 |
116-288 |
116-076 |
| S2 |
115-312 |
115-312 |
116-248 |
|
| S3 |
114-200 |
115-047 |
116-209 |
|
| S4 |
113-087 |
113-255 |
116-090 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-050 |
116-258 |
1-113 |
1.2% |
0-123 |
0.3% |
16% |
False |
True |
1,045,132 |
| 10 |
118-050 |
116-258 |
1-113 |
1.2% |
0-113 |
0.3% |
16% |
False |
True |
1,018,120 |
| 20 |
118-050 |
116-258 |
1-113 |
1.2% |
0-107 |
0.3% |
16% |
False |
True |
535,497 |
| 40 |
118-050 |
116-258 |
1-113 |
1.2% |
0-108 |
0.3% |
16% |
False |
True |
271,395 |
| 60 |
118-050 |
116-167 |
1-203 |
1.4% |
0-075 |
0.2% |
31% |
False |
False |
180,930 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-064 |
|
2.618 |
117-245 |
|
1.618 |
117-160 |
|
1.000 |
117-107 |
|
0.618 |
117-075 |
|
HIGH |
117-022 |
|
0.618 |
116-310 |
|
0.500 |
116-300 |
|
0.382 |
116-290 |
|
LOW |
116-258 |
|
0.618 |
116-205 |
|
1.000 |
116-173 |
|
1.618 |
116-120 |
|
2.618 |
116-035 |
|
4.250 |
115-216 |
|
|
| Fisher Pivots for day following 03-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
116-318 |
117-040 |
| PP |
116-309 |
117-029 |
| S1 |
116-300 |
117-018 |
|