ECBOT 5 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 19-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2017 |
19-May-2017 |
Change |
Change % |
Previous Week |
| Open |
118-267 |
118-218 |
-0-050 |
-0.1% |
118-102 |
| High |
119-000 |
118-233 |
-0-087 |
-0.2% |
119-000 |
| Low |
118-205 |
118-180 |
-0-025 |
-0.1% |
118-062 |
| Close |
118-222 |
118-207 |
-0-015 |
0.0% |
118-207 |
| Range |
0-115 |
0-053 |
-0-062 |
-54.3% |
0-258 |
| ATR |
0-100 |
0-096 |
-0-003 |
-3.4% |
0-000 |
| Volume |
1,210,185 |
655,219 |
-554,966 |
-45.9% |
4,185,948 |
|
| Daily Pivots for day following 19-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-044 |
119-018 |
118-236 |
|
| R3 |
118-312 |
118-286 |
118-222 |
|
| R2 |
118-259 |
118-259 |
118-217 |
|
| R1 |
118-233 |
118-233 |
118-212 |
118-220 |
| PP |
118-207 |
118-207 |
118-207 |
118-200 |
| S1 |
118-181 |
118-181 |
118-203 |
118-167 |
| S2 |
118-154 |
118-154 |
118-198 |
|
| S3 |
118-102 |
118-128 |
118-193 |
|
| S4 |
118-049 |
118-076 |
118-179 |
|
|
| Weekly Pivots for week ending 19-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-009 |
120-206 |
119-029 |
|
| R3 |
120-072 |
119-268 |
118-278 |
|
| R2 |
119-134 |
119-134 |
118-255 |
|
| R1 |
119-011 |
119-011 |
118-231 |
119-072 |
| PP |
118-197 |
118-197 |
118-197 |
118-227 |
| S1 |
118-073 |
118-073 |
118-184 |
118-135 |
| S2 |
117-259 |
117-259 |
118-160 |
|
| S3 |
117-002 |
117-136 |
118-137 |
|
| S4 |
116-064 |
116-198 |
118-066 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-000 |
118-062 |
0-258 |
0.7% |
0-092 |
0.2% |
56% |
False |
False |
837,189 |
| 10 |
119-000 |
117-253 |
1-067 |
1.0% |
0-088 |
0.2% |
71% |
False |
False |
738,096 |
| 20 |
119-000 |
117-253 |
1-067 |
1.0% |
0-090 |
0.2% |
71% |
False |
False |
722,059 |
| 40 |
119-000 |
117-142 |
1-178 |
1.3% |
0-100 |
0.3% |
77% |
False |
False |
713,792 |
| 60 |
119-000 |
116-155 |
2-165 |
2.1% |
0-101 |
0.3% |
86% |
False |
False |
747,381 |
| 80 |
119-000 |
116-155 |
2-165 |
2.1% |
0-100 |
0.3% |
86% |
False |
False |
615,177 |
| 100 |
119-000 |
116-155 |
2-165 |
2.1% |
0-098 |
0.3% |
86% |
False |
False |
492,931 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-136 |
|
2.618 |
119-050 |
|
1.618 |
118-317 |
|
1.000 |
118-285 |
|
0.618 |
118-265 |
|
HIGH |
118-233 |
|
0.618 |
118-212 |
|
0.500 |
118-206 |
|
0.382 |
118-200 |
|
LOW |
118-180 |
|
0.618 |
118-148 |
|
1.000 |
118-127 |
|
1.618 |
118-095 |
|
2.618 |
118-043 |
|
4.250 |
117-277 |
|
|
| Fisher Pivots for day following 19-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-207 |
118-211 |
| PP |
118-207 |
118-210 |
| S1 |
118-206 |
118-209 |
|