ECBOT 5 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 12-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2017 |
12-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
117-282 |
118-082 |
0-120 |
0.3% |
117-240 |
| High |
118-102 |
118-187 |
0-085 |
0.2% |
118-150 |
| Low |
117-280 |
118-055 |
0-095 |
0.3% |
117-215 |
| Close |
118-082 |
118-087 |
0-005 |
0.0% |
117-260 |
| Range |
0-142 |
0-132 |
-0-010 |
-7.0% |
0-255 |
| ATR |
0-110 |
0-112 |
0-002 |
1.5% |
0-000 |
| Volume |
746,743 |
685,257 |
-61,486 |
-8.2% |
4,146,091 |
|
| Daily Pivots for day following 12-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-187 |
119-110 |
118-160 |
|
| R3 |
119-055 |
118-297 |
118-124 |
|
| R2 |
118-242 |
118-242 |
118-112 |
|
| R1 |
118-165 |
118-165 |
118-100 |
118-204 |
| PP |
118-110 |
118-110 |
118-110 |
118-129 |
| S1 |
118-033 |
118-033 |
118-075 |
118-071 |
| S2 |
117-298 |
117-298 |
118-063 |
|
| S3 |
117-165 |
117-220 |
118-051 |
|
| S4 |
117-033 |
117-088 |
118-015 |
|
|
| Weekly Pivots for week ending 07-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-120 |
119-285 |
118-080 |
|
| R3 |
119-185 |
119-030 |
118-010 |
|
| R2 |
118-250 |
118-250 |
117-307 |
|
| R1 |
118-095 |
118-095 |
117-283 |
118-173 |
| PP |
117-315 |
117-315 |
117-315 |
118-034 |
| S1 |
117-160 |
117-160 |
117-237 |
117-238 |
| S2 |
117-060 |
117-060 |
117-213 |
|
| S3 |
116-125 |
116-225 |
117-190 |
|
| S4 |
115-190 |
115-290 |
117-120 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-187 |
117-225 |
0-282 |
0.7% |
0-134 |
0.4% |
65% |
True |
False |
765,992 |
| 10 |
118-187 |
117-158 |
1-030 |
0.9% |
0-116 |
0.3% |
71% |
True |
False |
775,507 |
| 20 |
118-187 |
116-295 |
1-212 |
1.4% |
0-106 |
0.3% |
81% |
True |
False |
722,682 |
| 40 |
118-187 |
116-155 |
2-032 |
1.8% |
0-106 |
0.3% |
85% |
True |
False |
762,088 |
| 60 |
118-187 |
116-155 |
2-032 |
1.8% |
0-106 |
0.3% |
85% |
True |
False |
516,481 |
| 80 |
118-187 |
116-155 |
2-032 |
1.8% |
0-092 |
0.2% |
85% |
True |
False |
387,412 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-111 |
|
2.618 |
119-214 |
|
1.618 |
119-082 |
|
1.000 |
119-000 |
|
0.618 |
118-269 |
|
HIGH |
118-187 |
|
0.618 |
118-137 |
|
0.500 |
118-121 |
|
0.382 |
118-106 |
|
LOW |
118-055 |
|
0.618 |
117-293 |
|
1.000 |
117-243 |
|
1.618 |
117-161 |
|
2.618 |
117-028 |
|
4.250 |
116-132 |
|
|
| Fisher Pivots for day following 12-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-121 |
118-074 |
| PP |
118-110 |
118-060 |
| S1 |
118-099 |
118-046 |
|