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)

PreviousCurrent
Metric16-Mar-201717-Mar-2017ChangeChange %Previous Week
Open116-160116-1800-0200.1%116-003
High116-160116-1800-0200.1%116-185
Low116-160116-1800-0200.1%116-003
Close116-160116-1800-0200.1%116-180
Range0-0000-0000-000NaN%0-182
ATR(14)0-0250-0250-000-1.4%0-025
Volume

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

LevelClassicWoodieCamarillaDeMark
R4116-180116-180116-180
R3116-180116-180116-180
R2116-180116-180116-180
R1116-180116-180116-180116-180
PP116-180116-180116-180116-180
S1116-180116-180116-180116-180
S2116-180116-180116-180
S3116-180116-180116-180
S4116-180116-180116-180

Weekly Pivots for week ending 17-Mar-2017

LevelClassicWoodieCamarillaDeMark
R4118-030117-287116-280
R3117-167117-105116-230
R2116-305116-305116-213
R1116-243116-243116-197116-274
PP116-123116-123116-123116-138
S1116-060116-060116-163116-091
S2115-260115-260116-147
S3115-077115-197116-130
S4114-215115-015116-080

Fisher Pivots for day following 17-Mar-2017

Pivot1 Day3 Day
R1116-180116-173
PP116-180116-167
S1116-180116-160

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

LevelPrice Level
4.250116-180
2.618116-180
1.618116-180
1.000116-180
0.618116-180
HIGH116-180
0.618116-180
0.500116-180
0.382116-180
LOW116-180
0.618116-180
1.000116-180
1.618116-180
2.618116-180
4.250116-180

20-Day Swing Fibonacci Retracements

Swing LevelPrice 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

PeriodSMA ValueDistance (Pts)Distance (%)Signal
5-Day SMA116-1080-0720.2%Above
10-Day SMA116-1190-0610.2%Above
20-Day SMAInsufficient data
50-Day SMAInsufficient data
100-Day SMAInsufficient data
200-Day SMAInsufficient data

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral
31.75
Neutral 30–70

Williams %R (14)

Neutral
-61.20
Range -100 to 0

ROC (12)

Bullish
-0.26%
12-period Rate of Change

Crabel Price Patterns

PatternSignal / Value
NRFalse
NR4False
NR5False
NR7False
WSFalse
WS4False
WS5False
WS7False
IDFalse
ODFalse
IDnr4False
2BNRFalse
3BNRFalse
4BNRFalse
8BNRTrue
Bear HookFalse
Bull HookFalse
Stretch0-000
Narrowest range in 15 trading days

High/Low/Range Statistics

Trading DaysHighLowRangeRange %Average RangeAverage Range %Close %New HighNew LowAverage Volume
5116-185116-0030-1820.5%0-0100.0%97%FalseFalse0
10116-250116-0030-2480.7%0-0050.0%72%FalseFalse0