ECBOT 5 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 10-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2017 |
10-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
116-220 |
116-170 |
-0-050 |
-0.1% |
117-005 |
| High |
116-242 |
116-250 |
0-008 |
0.0% |
117-060 |
| Low |
116-162 |
116-155 |
-0-007 |
0.0% |
116-155 |
| Close |
116-187 |
116-220 |
0-033 |
0.1% |
116-220 |
| Range |
0-080 |
0-095 |
0-015 |
18.8% |
0-225 |
| ATR |
0-107 |
0-106 |
-0-001 |
-0.8% |
0-000 |
| Volume |
689,620 |
905,722 |
216,102 |
31.3% |
3,596,557 |
|
| Daily Pivots for day following 10-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-173 |
117-132 |
116-272 |
|
| R3 |
117-078 |
117-037 |
116-246 |
|
| R2 |
116-303 |
116-303 |
116-237 |
|
| R1 |
116-262 |
116-262 |
116-229 |
116-283 |
| PP |
116-208 |
116-208 |
116-208 |
116-219 |
| S1 |
116-167 |
116-167 |
116-211 |
116-188 |
| S2 |
116-113 |
116-113 |
116-203 |
|
| S3 |
116-018 |
116-072 |
116-194 |
|
| S4 |
115-243 |
115-297 |
116-168 |
|
|
| Weekly Pivots for week ending 10-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-287 |
118-158 |
117-024 |
|
| R3 |
118-062 |
117-253 |
116-282 |
|
| R2 |
117-157 |
117-157 |
116-261 |
|
| R1 |
117-028 |
117-028 |
116-241 |
116-300 |
| PP |
116-252 |
116-252 |
116-252 |
116-228 |
| S1 |
116-123 |
116-123 |
116-199 |
116-075 |
| S2 |
116-027 |
116-027 |
116-179 |
|
| S3 |
115-122 |
115-218 |
116-158 |
|
| S4 |
114-217 |
114-313 |
116-096 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-060 |
116-155 |
0-225 |
0.6% |
0-085 |
0.2% |
29% |
False |
True |
719,311 |
| 10 |
118-050 |
116-155 |
1-215 |
1.4% |
0-104 |
0.3% |
12% |
False |
True |
882,221 |
| 20 |
118-050 |
116-155 |
1-215 |
1.4% |
0-101 |
0.3% |
12% |
False |
True |
707,241 |
| 40 |
118-050 |
116-155 |
1-215 |
1.4% |
0-105 |
0.3% |
12% |
False |
True |
361,300 |
| 60 |
118-050 |
116-155 |
1-215 |
1.4% |
0-082 |
0.2% |
12% |
False |
True |
240,873 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-014 |
|
2.618 |
117-179 |
|
1.618 |
117-084 |
|
1.000 |
117-025 |
|
0.618 |
116-309 |
|
HIGH |
116-250 |
|
0.618 |
116-214 |
|
0.500 |
116-203 |
|
0.382 |
116-191 |
|
LOW |
116-155 |
|
0.618 |
116-096 |
|
1.000 |
116-060 |
|
1.618 |
116-001 |
|
2.618 |
115-226 |
|
4.250 |
115-071 |
|
|
| Fisher Pivots for day following 10-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
116-214 |
116-229 |
| PP |
116-208 |
116-226 |
| S1 |
116-203 |
116-223 |
|