ECBOT 5 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 24-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2017 |
24-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
118-207 |
118-080 |
-0-127 |
-0.3% |
118-310 |
| High |
118-253 |
118-167 |
-0-085 |
-0.2% |
118-310 |
| Low |
118-185 |
118-025 |
-0-160 |
-0.4% |
118-162 |
| Close |
118-215 |
118-150 |
-0-065 |
-0.2% |
118-215 |
| Range |
0-068 |
0-142 |
0-075 |
111.0% |
0-148 |
| ATR |
0-111 |
0-116 |
0-006 |
5.1% |
0-000 |
| Volume |
540,042 |
755,195 |
215,153 |
39.8% |
3,166,933 |
|
| Daily Pivots for day following 24-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-222 |
119-168 |
118-228 |
|
| R3 |
119-079 |
119-026 |
118-189 |
|
| R2 |
118-257 |
118-257 |
118-176 |
|
| R1 |
118-203 |
118-203 |
118-163 |
118-230 |
| PP |
118-114 |
118-114 |
118-114 |
118-127 |
| S1 |
118-061 |
118-061 |
118-137 |
118-088 |
| S2 |
117-292 |
117-292 |
118-124 |
|
| S3 |
117-149 |
117-238 |
118-111 |
|
| S4 |
117-007 |
117-096 |
118-072 |
|
|
| Weekly Pivots for week ending 21-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-032 |
119-271 |
118-296 |
|
| R3 |
119-204 |
119-123 |
118-256 |
|
| R2 |
119-057 |
119-057 |
118-242 |
|
| R1 |
118-296 |
118-296 |
118-229 |
118-263 |
| PP |
118-229 |
118-229 |
118-229 |
118-213 |
| S1 |
118-148 |
118-148 |
118-201 |
118-115 |
| S2 |
118-082 |
118-082 |
118-188 |
|
| S3 |
117-254 |
118-001 |
118-174 |
|
| S4 |
117-107 |
117-173 |
118-134 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-307 |
118-025 |
0-282 |
0.7% |
0-107 |
0.3% |
44% |
False |
True |
680,369 |
| 10 |
118-310 |
117-225 |
1-085 |
1.1% |
0-114 |
0.3% |
60% |
False |
False |
668,334 |
| 20 |
118-310 |
117-147 |
1-163 |
1.3% |
0-112 |
0.3% |
67% |
False |
False |
717,914 |
| 40 |
118-310 |
116-155 |
2-155 |
2.1% |
0-107 |
0.3% |
80% |
False |
False |
749,425 |
| 60 |
118-310 |
116-155 |
2-155 |
2.1% |
0-104 |
0.3% |
80% |
False |
False |
591,929 |
| 80 |
118-310 |
116-155 |
2-155 |
2.1% |
0-102 |
0.3% |
80% |
False |
False |
445,089 |
| 100 |
118-310 |
116-155 |
2-155 |
2.1% |
0-082 |
0.2% |
80% |
False |
False |
356,071 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-133 |
|
2.618 |
119-221 |
|
1.618 |
119-078 |
|
1.000 |
118-310 |
|
0.618 |
118-256 |
|
HIGH |
118-167 |
|
0.618 |
118-113 |
|
0.500 |
118-096 |
|
0.382 |
118-079 |
|
LOW |
118-025 |
|
0.618 |
117-257 |
|
1.000 |
117-202 |
|
1.618 |
117-114 |
|
2.618 |
116-292 |
|
4.250 |
116-059 |
|
|
| Fisher Pivots for day following 24-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-132 |
118-149 |
| PP |
118-114 |
118-147 |
| S1 |
118-096 |
118-146 |
|