ECBOT 5 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 30-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2017 |
30-May-2017 |
Change |
Change % |
Previous Week |
| Open |
118-195 |
118-198 |
0-002 |
0.0% |
118-213 |
| High |
118-240 |
118-253 |
0-013 |
0.0% |
118-240 |
| Low |
118-193 |
118-175 |
-0-018 |
0.0% |
118-127 |
| Close |
118-200 |
118-245 |
0-045 |
0.1% |
118-200 |
| Range |
0-047 |
0-078 |
0-030 |
63.2% |
0-113 |
| ATR |
0-087 |
0-086 |
-0-001 |
-0.8% |
0-000 |
| Volume |
1,238,712 |
1,341,119 |
102,407 |
8.3% |
6,996,247 |
|
| Daily Pivots for day following 30-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-137 |
119-108 |
118-288 |
|
| R3 |
119-059 |
119-031 |
118-266 |
|
| R2 |
118-302 |
118-302 |
118-259 |
|
| R1 |
118-273 |
118-273 |
118-252 |
118-288 |
| PP |
118-224 |
118-224 |
118-224 |
118-231 |
| S1 |
118-196 |
118-196 |
118-238 |
118-210 |
| S2 |
118-147 |
118-147 |
118-231 |
|
| S3 |
118-069 |
118-118 |
118-224 |
|
| S4 |
117-312 |
118-041 |
118-202 |
|
|
| Weekly Pivots for week ending 26-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-207 |
119-156 |
118-262 |
|
| R3 |
119-094 |
119-043 |
118-231 |
|
| R2 |
118-302 |
118-302 |
118-221 |
|
| R1 |
118-251 |
118-251 |
118-210 |
118-220 |
| PP |
118-189 |
118-189 |
118-189 |
118-174 |
| S1 |
118-138 |
118-138 |
118-190 |
118-107 |
| S2 |
118-077 |
118-077 |
118-179 |
|
| S3 |
117-284 |
118-026 |
118-169 |
|
| S4 |
117-172 |
117-233 |
118-138 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-253 |
118-127 |
0-125 |
0.3% |
0-073 |
0.2% |
94% |
True |
False |
1,522,720 |
| 10 |
119-000 |
118-062 |
0-258 |
0.7% |
0-082 |
0.2% |
71% |
False |
False |
1,201,423 |
| 20 |
119-000 |
117-253 |
1-067 |
1.0% |
0-083 |
0.2% |
81% |
False |
False |
929,882 |
| 40 |
119-000 |
117-215 |
1-105 |
1.1% |
0-096 |
0.3% |
82% |
False |
False |
821,320 |
| 60 |
119-000 |
116-155 |
2-165 |
2.1% |
0-096 |
0.3% |
91% |
False |
False |
779,578 |
| 80 |
119-000 |
116-155 |
2-165 |
2.1% |
0-099 |
0.3% |
91% |
False |
False |
718,558 |
| 100 |
119-000 |
116-155 |
2-165 |
2.1% |
0-101 |
0.3% |
91% |
False |
False |
576,305 |
| 120 |
119-000 |
116-155 |
2-165 |
2.1% |
0-085 |
0.2% |
91% |
False |
False |
480,254 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-262 |
|
2.618 |
119-135 |
|
1.618 |
119-058 |
|
1.000 |
119-010 |
|
0.618 |
118-300 |
|
HIGH |
118-253 |
|
0.618 |
118-223 |
|
0.500 |
118-214 |
|
0.382 |
118-205 |
|
LOW |
118-175 |
|
0.618 |
118-127 |
|
1.000 |
118-098 |
|
1.618 |
118-050 |
|
2.618 |
117-292 |
|
4.250 |
117-166 |
|
|
| Fisher Pivots for day following 30-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-235 |
118-235 |
| PP |
118-224 |
118-224 |
| S1 |
118-214 |
118-214 |
|