ECBOT 5 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 22-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2017 |
22-May-2017 |
Change |
Change % |
Previous Week |
| Open |
118-218 |
118-213 |
-0-005 |
0.0% |
118-102 |
| High |
118-233 |
118-222 |
-0-010 |
0.0% |
119-000 |
| Low |
118-180 |
118-178 |
-0-002 |
0.0% |
118-062 |
| Close |
118-207 |
118-200 |
-0-007 |
0.0% |
118-207 |
| Range |
0-053 |
0-045 |
-0-008 |
-14.3% |
0-258 |
| ATR |
0-096 |
0-093 |
-0-004 |
-3.8% |
0-000 |
| Volume |
655,219 |
723,765 |
68,546 |
10.5% |
4,185,948 |
|
| Daily Pivots for day following 22-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-015 |
118-312 |
118-225 |
|
| R3 |
118-290 |
118-267 |
118-212 |
|
| R2 |
118-245 |
118-245 |
118-208 |
|
| R1 |
118-222 |
118-222 |
118-204 |
118-211 |
| PP |
118-200 |
118-200 |
118-200 |
118-194 |
| S1 |
118-178 |
118-178 |
118-196 |
118-166 |
| S2 |
118-155 |
118-155 |
118-192 |
|
| S3 |
118-110 |
118-133 |
118-188 |
|
| S4 |
118-065 |
118-088 |
118-175 |
|
|
| Weekly Pivots for week ending 19-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-009 |
120-206 |
119-029 |
|
| R3 |
120-072 |
119-268 |
118-278 |
|
| R2 |
119-134 |
119-134 |
118-255 |
|
| R1 |
119-011 |
119-011 |
118-231 |
119-072 |
| PP |
118-197 |
118-197 |
118-197 |
118-227 |
| S1 |
118-073 |
118-073 |
118-184 |
118-135 |
| S2 |
117-259 |
117-259 |
118-160 |
|
| S3 |
117-002 |
117-136 |
118-137 |
|
| S4 |
116-064 |
116-198 |
118-066 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-000 |
118-062 |
0-258 |
0.7% |
0-091 |
0.2% |
53% |
False |
False |
880,125 |
| 10 |
119-000 |
117-253 |
1-067 |
1.0% |
0-084 |
0.2% |
69% |
False |
False |
754,356 |
| 20 |
119-000 |
117-253 |
1-067 |
1.0% |
0-086 |
0.2% |
69% |
False |
False |
720,488 |
| 40 |
119-000 |
117-147 |
1-173 |
1.3% |
0-099 |
0.3% |
76% |
False |
False |
719,201 |
| 60 |
119-000 |
116-155 |
2-165 |
2.1% |
0-100 |
0.3% |
85% |
False |
False |
739,779 |
| 80 |
119-000 |
116-155 |
2-165 |
2.1% |
0-099 |
0.3% |
85% |
False |
False |
624,068 |
| 100 |
119-000 |
116-155 |
2-165 |
2.1% |
0-098 |
0.3% |
85% |
False |
False |
500,169 |
| 120 |
119-000 |
116-155 |
2-165 |
2.1% |
0-082 |
0.2% |
85% |
False |
False |
416,807 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-094 |
|
2.618 |
119-020 |
|
1.618 |
118-295 |
|
1.000 |
118-267 |
|
0.618 |
118-250 |
|
HIGH |
118-222 |
|
0.618 |
118-205 |
|
0.500 |
118-200 |
|
0.382 |
118-195 |
|
LOW |
118-178 |
|
0.618 |
118-150 |
|
1.000 |
118-133 |
|
1.618 |
118-105 |
|
2.618 |
118-060 |
|
4.250 |
117-306 |
|
|
| Fisher Pivots for day following 22-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-200 |
118-249 |
| PP |
118-200 |
118-233 |
| S1 |
118-200 |
118-216 |
|