ECBOT 5 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 13-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2017 |
13-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
116-170 |
116-227 |
0-057 |
0.2% |
117-005 |
| High |
116-250 |
116-262 |
0-012 |
0.0% |
117-060 |
| Low |
116-155 |
116-167 |
0-012 |
0.0% |
116-155 |
| Close |
116-220 |
116-187 |
-0-033 |
-0.1% |
116-220 |
| Range |
0-095 |
0-095 |
0-000 |
0.0% |
0-225 |
| ATR |
0-106 |
0-105 |
-0-001 |
-0.7% |
0-000 |
| Volume |
905,722 |
506,063 |
-399,659 |
-44.1% |
3,596,557 |
|
| Daily Pivots for day following 13-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-171 |
117-114 |
116-240 |
|
| R3 |
117-076 |
117-019 |
116-214 |
|
| R2 |
116-301 |
116-301 |
116-205 |
|
| R1 |
116-244 |
116-244 |
116-196 |
116-225 |
| PP |
116-206 |
116-206 |
116-206 |
116-196 |
| S1 |
116-149 |
116-149 |
116-179 |
116-130 |
| S2 |
116-111 |
116-111 |
116-170 |
|
| S3 |
116-016 |
116-054 |
116-161 |
|
| S4 |
115-241 |
115-279 |
116-135 |
|
|
| 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 |
117-025 |
116-155 |
0-190 |
0.5% |
0-091 |
0.2% |
17% |
False |
False |
697,129 |
| 10 |
117-287 |
116-155 |
1-132 |
1.2% |
0-101 |
0.3% |
7% |
False |
False |
850,793 |
| 20 |
118-050 |
116-155 |
1-215 |
1.4% |
0-103 |
0.3% |
6% |
False |
False |
730,112 |
| 40 |
118-050 |
116-155 |
1-215 |
1.4% |
0-105 |
0.3% |
6% |
False |
False |
373,924 |
| 60 |
118-050 |
116-155 |
1-215 |
1.4% |
0-084 |
0.2% |
6% |
False |
False |
249,307 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-026 |
|
2.618 |
117-191 |
|
1.618 |
117-096 |
|
1.000 |
117-038 |
|
0.618 |
117-001 |
|
HIGH |
116-262 |
|
0.618 |
116-226 |
|
0.500 |
116-215 |
|
0.382 |
116-204 |
|
LOW |
116-167 |
|
0.618 |
116-109 |
|
1.000 |
116-072 |
|
1.618 |
116-014 |
|
2.618 |
115-239 |
|
4.250 |
115-084 |
|
|
| Fisher Pivots for day following 13-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
116-215 |
116-209 |
| PP |
116-206 |
116-202 |
| S1 |
116-197 |
116-195 |
|