ECBOT 5 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 31-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2017 |
31-May-2017 |
Change |
Change % |
Previous Week |
| Open |
118-198 |
118-240 |
0-042 |
0.1% |
118-213 |
| High |
118-253 |
118-265 |
0-012 |
0.0% |
118-240 |
| Low |
118-175 |
118-210 |
0-035 |
0.1% |
118-127 |
| Close |
118-245 |
118-260 |
0-015 |
0.0% |
118-200 |
| Range |
0-078 |
0-055 |
-0-023 |
-29.1% |
0-113 |
| ATR |
0-086 |
0-084 |
-0-002 |
-2.6% |
0-000 |
| Volume |
1,341,119 |
268,995 |
-1,072,124 |
-79.9% |
6,996,247 |
|
| Daily Pivots for day following 31-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-090 |
119-070 |
118-290 |
|
| R3 |
119-035 |
119-015 |
118-275 |
|
| R2 |
118-300 |
118-300 |
118-270 |
|
| R1 |
118-280 |
118-280 |
118-265 |
118-290 |
| PP |
118-245 |
118-245 |
118-245 |
118-250 |
| S1 |
118-225 |
118-225 |
118-255 |
118-235 |
| S2 |
118-190 |
118-190 |
118-250 |
|
| S3 |
118-135 |
118-170 |
118-245 |
|
| S4 |
118-080 |
118-115 |
118-230 |
|
|
| 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 |
118-265 |
118-127 |
0-138 |
0.4% |
0-064 |
0.2% |
96% |
True |
False |
1,251,439 |
| 10 |
119-000 |
118-102 |
0-218 |
0.6% |
0-080 |
0.2% |
72% |
False |
False |
1,162,928 |
| 20 |
119-000 |
117-253 |
1-067 |
1.0% |
0-081 |
0.2% |
85% |
False |
False |
913,161 |
| 40 |
119-000 |
117-225 |
1-095 |
1.1% |
0-094 |
0.2% |
86% |
False |
False |
808,877 |
| 60 |
119-000 |
116-155 |
2-165 |
2.1% |
0-096 |
0.3% |
93% |
False |
False |
773,779 |
| 80 |
119-000 |
116-155 |
2-165 |
2.1% |
0-097 |
0.3% |
93% |
False |
False |
721,434 |
| 100 |
119-000 |
116-155 |
2-165 |
2.1% |
0-099 |
0.3% |
93% |
False |
False |
578,993 |
| 120 |
119-000 |
116-155 |
2-165 |
2.1% |
0-086 |
0.2% |
93% |
False |
False |
482,496 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-179 |
|
2.618 |
119-089 |
|
1.618 |
119-034 |
|
1.000 |
119-000 |
|
0.618 |
118-299 |
|
HIGH |
118-265 |
|
0.618 |
118-244 |
|
0.500 |
118-238 |
|
0.382 |
118-231 |
|
LOW |
118-210 |
|
0.618 |
118-176 |
|
1.000 |
118-155 |
|
1.618 |
118-121 |
|
2.618 |
118-066 |
|
4.250 |
117-296 |
|
|
| Fisher Pivots for day following 31-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-253 |
118-247 |
| PP |
118-245 |
118-233 |
| S1 |
118-238 |
118-220 |
|