ECBOT 5 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 17-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2017 |
17-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
116-160 |
116-180 |
0-020 |
0.1% |
116-002 |
| High |
116-160 |
116-180 |
0-020 |
0.1% |
116-185 |
| Low |
116-160 |
116-180 |
0-020 |
0.1% |
116-002 |
| Close |
116-160 |
116-180 |
0-020 |
0.1% |
116-180 |
| Range |
|
|
|
|
|
| ATR |
0-059 |
0-056 |
-0-003 |
-4.7% |
0-000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-180 |
116-180 |
116-180 |
|
| R3 |
116-180 |
116-180 |
116-180 |
|
| R2 |
116-180 |
116-180 |
116-180 |
|
| R1 |
116-180 |
116-180 |
116-180 |
116-180 |
| PP |
116-180 |
116-180 |
116-180 |
116-180 |
| S1 |
116-180 |
116-180 |
116-180 |
116-180 |
| S2 |
116-180 |
116-180 |
116-180 |
|
| S3 |
116-180 |
116-180 |
116-180 |
|
| S4 |
116-180 |
116-180 |
116-180 |
|
|
| Weekly Pivots for week ending 17-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-030 |
117-287 |
116-280 |
|
| R3 |
117-167 |
117-105 |
116-230 |
|
| R2 |
116-305 |
116-305 |
116-213 |
|
| R1 |
116-242 |
116-242 |
116-197 |
116-274 |
| PP |
116-122 |
116-122 |
116-122 |
116-138 |
| S1 |
116-060 |
116-060 |
116-163 |
116-091 |
| S2 |
115-260 |
115-260 |
116-147 |
|
| S3 |
115-078 |
115-198 |
116-130 |
|
| S4 |
114-215 |
115-015 |
116-080 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-180 |
|
2.618 |
116-180 |
|
1.618 |
116-180 |
|
1.000 |
116-180 |
|
0.618 |
116-180 |
|
HIGH |
116-180 |
|
0.618 |
116-180 |
|
0.500 |
116-180 |
|
0.382 |
116-180 |
|
LOW |
116-180 |
|
0.618 |
116-180 |
|
1.000 |
116-180 |
|
1.618 |
116-180 |
|
2.618 |
116-180 |
|
4.250 |
116-180 |
|
|
| Fisher Pivots for day following 17-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
116-180 |
116-173 |
| PP |
116-180 |
116-167 |
| S1 |
116-180 |
116-160 |
|