ECBOT 5 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 09-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2017 |
09-May-2017 |
Change |
Change % |
Previous Week |
| Open |
118-010 |
117-315 |
-0-015 |
0.0% |
118-127 |
| High |
118-067 |
118-010 |
-0-057 |
-0.2% |
118-155 |
| Low |
117-300 |
117-265 |
-0-035 |
-0.1% |
117-280 |
| Close |
118-010 |
117-278 |
-0-053 |
-0.1% |
118-035 |
| Range |
0-087 |
0-065 |
-0-022 |
-25.7% |
0-195 |
| ATR |
0-101 |
0-099 |
-0-003 |
-2.6% |
0-000 |
| Volume |
561,163 |
567,885 |
6,722 |
1.2% |
3,387,757 |
|
| Daily Pivots for day following 09-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-166 |
118-127 |
117-313 |
|
| R3 |
118-101 |
118-062 |
117-295 |
|
| R2 |
118-036 |
118-036 |
117-289 |
|
| R1 |
117-317 |
117-317 |
117-283 |
117-304 |
| PP |
117-291 |
117-291 |
117-291 |
117-284 |
| S1 |
117-252 |
117-252 |
117-272 |
117-239 |
| S2 |
117-226 |
117-226 |
117-266 |
|
| S3 |
117-161 |
117-187 |
117-260 |
|
| S4 |
117-096 |
117-122 |
117-242 |
|
|
| Weekly Pivots for week ending 05-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-315 |
119-210 |
118-142 |
|
| R3 |
119-120 |
119-015 |
118-089 |
|
| R2 |
118-245 |
118-245 |
118-071 |
|
| R1 |
118-140 |
118-140 |
118-053 |
118-095 |
| PP |
118-050 |
118-050 |
118-050 |
118-028 |
| S1 |
117-265 |
117-265 |
118-017 |
117-220 |
| S2 |
117-175 |
117-175 |
117-319 |
|
| S3 |
116-300 |
117-070 |
117-301 |
|
| S4 |
116-105 |
116-195 |
117-248 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-150 |
117-265 |
0-205 |
0.5% |
0-084 |
0.2% |
6% |
False |
True |
680,988 |
| 10 |
118-155 |
117-265 |
0-210 |
0.6% |
0-083 |
0.2% |
6% |
False |
True |
686,053 |
| 20 |
118-310 |
117-265 |
1-045 |
1.0% |
0-099 |
0.3% |
3% |
False |
True |
674,012 |
| 40 |
118-310 |
116-162 |
2-148 |
2.1% |
0-102 |
0.3% |
55% |
False |
False |
702,070 |
| 60 |
118-310 |
116-155 |
2-155 |
2.1% |
0-102 |
0.3% |
56% |
False |
False |
711,417 |
| 80 |
118-310 |
116-155 |
2-155 |
2.1% |
0-103 |
0.3% |
56% |
False |
False |
537,997 |
| 100 |
118-310 |
116-155 |
2-155 |
2.1% |
0-091 |
0.2% |
56% |
False |
False |
430,412 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-286 |
|
2.618 |
118-180 |
|
1.618 |
118-115 |
|
1.000 |
118-075 |
|
0.618 |
118-050 |
|
HIGH |
118-010 |
|
0.618 |
117-305 |
|
0.500 |
117-298 |
|
0.382 |
117-290 |
|
LOW |
117-265 |
|
0.618 |
117-225 |
|
1.000 |
117-200 |
|
1.618 |
117-160 |
|
2.618 |
117-095 |
|
4.250 |
116-309 |
|
|
| Fisher Pivots for day following 09-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
117-298 |
118-006 |
| PP |
117-291 |
117-310 |
| S1 |
117-284 |
117-294 |
|