ECBOT 5 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 17-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2017 |
17-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
118-178 |
118-310 |
0-133 |
0.3% |
117-255 |
| High |
118-225 |
118-310 |
0-085 |
0.2% |
118-225 |
| Low |
118-135 |
118-162 |
0-027 |
0.1% |
117-225 |
| Close |
118-200 |
118-180 |
-0-020 |
-0.1% |
118-200 |
| Range |
0-090 |
0-148 |
0-058 |
63.9% |
1-000 |
| ATR |
0-113 |
0-116 |
0-002 |
2.2% |
0-000 |
| Volume |
692,044 |
520,280 |
-171,764 |
-24.8% |
2,761,217 |
|
| Daily Pivots for day following 17-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-020 |
119-248 |
118-261 |
|
| R3 |
119-193 |
119-100 |
118-221 |
|
| R2 |
119-045 |
119-045 |
118-207 |
|
| R1 |
118-273 |
118-273 |
118-194 |
118-245 |
| PP |
118-218 |
118-218 |
118-218 |
118-204 |
| S1 |
118-125 |
118-125 |
118-166 |
118-097 |
| S2 |
118-070 |
118-070 |
118-153 |
|
| S3 |
117-242 |
117-297 |
118-139 |
|
| S4 |
117-095 |
117-150 |
118-099 |
|
|
| Weekly Pivots for week ending 14-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-110 |
120-315 |
119-056 |
|
| R3 |
120-110 |
119-315 |
118-288 |
|
| R2 |
119-110 |
119-110 |
118-259 |
|
| R1 |
118-315 |
118-315 |
118-229 |
119-052 |
| PP |
118-110 |
118-110 |
118-110 |
118-139 |
| S1 |
117-315 |
117-315 |
118-171 |
118-052 |
| S2 |
117-110 |
117-110 |
118-141 |
|
| S3 |
116-110 |
116-315 |
118-112 |
|
| S4 |
115-110 |
115-315 |
118-024 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-310 |
117-225 |
1-085 |
1.1% |
0-120 |
0.3% |
68% |
True |
False |
656,299 |
| 10 |
118-310 |
117-215 |
1-095 |
1.1% |
0-124 |
0.3% |
69% |
True |
False |
742,758 |
| 20 |
118-310 |
117-033 |
1-278 |
1.6% |
0-108 |
0.3% |
78% |
True |
False |
722,506 |
| 40 |
118-310 |
116-155 |
2-155 |
2.1% |
0-107 |
0.3% |
84% |
True |
False |
788,268 |
| 60 |
118-310 |
116-155 |
2-155 |
2.1% |
0-105 |
0.3% |
84% |
True |
False |
536,618 |
| 80 |
118-310 |
116-155 |
2-155 |
2.1% |
0-095 |
0.2% |
84% |
True |
False |
402,566 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-297 |
|
2.618 |
120-056 |
|
1.618 |
119-229 |
|
1.000 |
119-138 |
|
0.618 |
119-081 |
|
HIGH |
118-310 |
|
0.618 |
118-254 |
|
0.500 |
118-236 |
|
0.382 |
118-219 |
|
LOW |
118-162 |
|
0.618 |
118-071 |
|
1.000 |
118-015 |
|
1.618 |
117-244 |
|
2.618 |
117-096 |
|
4.250 |
116-176 |
|
|
| Fisher Pivots for day following 17-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-236 |
118-183 |
| PP |
118-218 |
118-182 |
| S1 |
118-199 |
118-181 |
|