ECBOT 5 Year T-Note Future September 2017
Trading Metrics calculated at close of trading on 17-Mar-2017
Technical Consensus
Composite multi-indicator directional consensus and volatility profile
STRONG BUY(+0.67)
Moving Averages
Strong Buy
+1.00
Oscillators
Buy
+0.50
Price Levels
Buy
+0.50
Trend
Neutral
0.00
Relative Volume (20d): —
ATR(14) %: 0.1%
20-Day Historical Volatility: —
Day Change Summary (OHLC)
Multi-Period Performance
1-Month (21d)
—
3-Month (63d)
—
6-Month (126d)
—
1-Year (252d)
—
Year-To-Date (YTD)
-0.8%
52-Week Range
52W Low: 116-003 (0.5%)
Position (37%)
52W High: 117-167 (0.8%)
Daily Pivots for day following 17-Mar-2017
Weekly Pivots for week ending 17-Mar-2017
Fibonacci Retracements and Extensions
Single-day high/low extensions and retracements
| Level | Price Level |
|---|---|
| 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 |
20-Day Swing Fibonacci Retracements
| Swing Level | Price Level |
|---|---|
| 23.6% | 117-053 |
| 38.2% | 116-302 |
| 50.0% | 116-245 |
| 61.8% | 116-188 |
| 78.6% | 116-106 |
Moving Averages & Trend
Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo
| Period | SMA Value | Distance (Pts) | Distance (%) | Signal |
|---|---|---|---|---|
| 5-Day SMA | 116-108 | 0-072 | 0.2% | Above |
| 10-Day SMA | 116-119 | 0-061 | 0.2% | Above |
| 20-Day SMA | Insufficient data | |||
| 50-Day SMA | Insufficient data | |||
| 100-Day SMA | Insufficient data | |||
| 200-Day SMA | Insufficient data | |||
Technical Oscillators & Momentum
Multi-indicator status across trend, momentum, and volume
RSI (14)
Neutral31.75
Neutral 30–70Williams %R (14)
Neutral-61.20
Range -100 to 0ROC (12)
Bullish-0.26%
12-period Rate of ChangeHigh/Low/Range Statistics
| Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 5 | 116-185 | 116-003 | 0-182 | 0.5% | 0-010 | 0.0% | 97% | False | False | 0 |
| 10 | 116-250 | 116-003 | 0-248 | 0.7% | 0-005 | 0.0% | 72% | False | False | 0 |