ECBOT 5 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 08-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2017 |
08-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
118-162 |
118-122 |
-0-040 |
-0.1% |
118-035 |
| High |
118-173 |
118-125 |
-0-048 |
-0.1% |
118-185 |
| Low |
118-113 |
118-060 |
-0-053 |
-0.1% |
118-010 |
| Close |
118-120 |
118-100 |
-0-020 |
-0.1% |
118-150 |
| Range |
0-060 |
0-065 |
0-005 |
8.3% |
0-175 |
| ATR |
0-078 |
0-077 |
-0-001 |
-1.2% |
0-000 |
| Volume |
624,609 |
670,338 |
45,729 |
7.3% |
3,796,004 |
|
| Daily Pivots for day following 08-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-290 |
118-260 |
118-136 |
|
| R3 |
118-225 |
118-195 |
118-118 |
|
| R2 |
118-160 |
118-160 |
118-112 |
|
| R1 |
118-130 |
118-130 |
118-106 |
118-112 |
| PP |
118-095 |
118-095 |
118-095 |
118-086 |
| S1 |
118-065 |
118-065 |
118-094 |
118-048 |
| S2 |
118-030 |
118-030 |
118-088 |
|
| S3 |
117-285 |
118-000 |
118-082 |
|
| S4 |
117-220 |
117-255 |
118-064 |
|
|
| Weekly Pivots for week ending 02-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-000 |
119-250 |
118-246 |
|
| R3 |
119-145 |
119-075 |
118-198 |
|
| R2 |
118-290 |
118-290 |
118-182 |
|
| R1 |
118-220 |
118-220 |
118-166 |
118-255 |
| PP |
118-115 |
118-115 |
118-115 |
118-133 |
| S1 |
118-045 |
118-045 |
118-134 |
118-080 |
| S2 |
117-260 |
117-260 |
118-118 |
|
| S3 |
117-085 |
117-190 |
118-102 |
|
| S4 |
116-230 |
117-015 |
118-054 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-198 |
118-060 |
0-138 |
0.4% |
0-076 |
0.2% |
29% |
False |
True |
690,320 |
| 10 |
118-198 |
118-010 |
0-187 |
0.5% |
0-066 |
0.2% |
48% |
False |
False |
881,905 |
| 20 |
118-198 |
117-067 |
1-130 |
1.2% |
0-076 |
0.2% |
78% |
False |
False |
566,873 |
| 40 |
118-198 |
117-067 |
1-130 |
1.2% |
0-082 |
0.2% |
78% |
False |
False |
284,754 |
| 60 |
118-198 |
116-135 |
2-062 |
1.9% |
0-066 |
0.2% |
86% |
False |
False |
189,846 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-081 |
|
2.618 |
118-295 |
|
1.618 |
118-230 |
|
1.000 |
118-190 |
|
0.618 |
118-165 |
|
HIGH |
118-125 |
|
0.618 |
118-100 |
|
0.500 |
118-092 |
|
0.382 |
118-085 |
|
LOW |
118-060 |
|
0.618 |
118-020 |
|
1.000 |
117-315 |
|
1.618 |
117-275 |
|
2.618 |
117-210 |
|
4.250 |
117-104 |
|
|
| Fisher Pivots for day following 08-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-097 |
118-129 |
| PP |
118-095 |
118-119 |
| S1 |
118-092 |
118-110 |
|