ECBOT 5 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 12-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2017 |
12-May-2017 |
Change |
Change % |
Previous Week |
| Open |
117-273 |
117-313 |
0-040 |
0.1% |
118-010 |
| High |
117-315 |
118-115 |
0-120 |
0.3% |
118-115 |
| Low |
117-253 |
117-307 |
0-055 |
0.1% |
117-253 |
| Close |
117-295 |
118-095 |
0-120 |
0.3% |
118-095 |
| Range |
0-062 |
0-128 |
0-065 |
104.0% |
0-182 |
| ATR |
0-095 |
0-098 |
0-003 |
3.4% |
0-000 |
| Volume |
709,162 |
758,486 |
49,324 |
7.0% |
3,195,019 |
|
| Daily Pivots for day following 12-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-128 |
119-079 |
118-165 |
|
| R3 |
119-001 |
118-272 |
118-130 |
|
| R2 |
118-193 |
118-193 |
118-118 |
|
| R1 |
118-144 |
118-144 |
118-107 |
118-169 |
| PP |
118-066 |
118-066 |
118-066 |
118-078 |
| S1 |
118-017 |
118-017 |
118-083 |
118-041 |
| S2 |
117-258 |
117-258 |
118-072 |
|
| S3 |
117-131 |
117-209 |
118-060 |
|
| S4 |
117-003 |
117-082 |
118-025 |
|
|
| Weekly Pivots for week ending 12-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-275 |
119-207 |
118-195 |
|
| R3 |
119-093 |
119-025 |
118-145 |
|
| R2 |
118-230 |
118-230 |
118-128 |
|
| R1 |
118-163 |
118-163 |
118-112 |
118-196 |
| PP |
118-048 |
118-048 |
118-048 |
118-064 |
| S1 |
117-300 |
117-300 |
118-078 |
118-014 |
| S2 |
117-185 |
117-185 |
118-062 |
|
| S3 |
117-003 |
117-118 |
118-045 |
|
| S4 |
116-140 |
116-255 |
117-315 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-115 |
117-253 |
0-182 |
0.5% |
0-085 |
0.2% |
89% |
True |
False |
639,003 |
| 10 |
118-155 |
117-253 |
0-222 |
0.6% |
0-087 |
0.2% |
73% |
False |
False |
658,277 |
| 20 |
118-310 |
117-253 |
1-058 |
1.0% |
0-094 |
0.2% |
43% |
False |
False |
671,108 |
| 40 |
118-310 |
116-295 |
2-015 |
1.7% |
0-100 |
0.3% |
67% |
False |
False |
695,861 |
| 60 |
118-310 |
116-155 |
2-155 |
2.1% |
0-102 |
0.3% |
73% |
False |
False |
742,015 |
| 80 |
118-310 |
116-155 |
2-155 |
2.1% |
0-102 |
0.3% |
73% |
False |
False |
563,780 |
| 100 |
118-310 |
116-155 |
2-155 |
2.1% |
0-093 |
0.2% |
73% |
False |
False |
451,072 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-017 |
|
2.618 |
119-129 |
|
1.618 |
119-001 |
|
1.000 |
118-243 |
|
0.618 |
118-194 |
|
HIGH |
118-115 |
|
0.618 |
118-066 |
|
0.500 |
118-051 |
|
0.382 |
118-036 |
|
LOW |
117-307 |
|
0.618 |
117-229 |
|
1.000 |
117-180 |
|
1.618 |
117-101 |
|
2.618 |
116-294 |
|
4.250 |
116-086 |
|
|
| Fisher Pivots for day following 12-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-080 |
118-071 |
| PP |
118-066 |
118-048 |
| S1 |
118-051 |
118-024 |
|