ECBOT 5 Year T-Note Future September 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 |
118-027 |
118-035 |
0-008 |
0.0% |
118-040 |
| High |
118-073 |
118-090 |
0-018 |
0.0% |
118-073 |
| Low |
118-022 |
118-010 |
-0-012 |
0.0% |
117-278 |
| Close |
118-033 |
118-085 |
0-052 |
0.1% |
118-033 |
| Range |
0-050 |
0-080 |
0-030 |
59.9% |
0-115 |
| ATR |
0-081 |
0-081 |
0-000 |
-0.1% |
0-000 |
| Volume |
1,007,094 |
1,225,090 |
217,996 |
21.6% |
4,589,287 |
|
| Daily Pivots for day following 30-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-302 |
118-273 |
118-129 |
|
| R3 |
118-222 |
118-193 |
118-107 |
|
| R2 |
118-142 |
118-142 |
118-100 |
|
| R1 |
118-113 |
118-113 |
118-092 |
118-128 |
| PP |
118-062 |
118-062 |
118-062 |
118-069 |
| S1 |
118-033 |
118-033 |
118-078 |
118-048 |
| S2 |
117-302 |
117-302 |
118-070 |
|
| S3 |
117-222 |
117-273 |
118-063 |
|
| S4 |
117-142 |
117-193 |
118-041 |
|
|
| Weekly Pivots for week ending 26-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-046 |
118-314 |
118-096 |
|
| R3 |
118-251 |
118-199 |
118-064 |
|
| R2 |
118-136 |
118-136 |
118-054 |
|
| R1 |
118-084 |
118-084 |
118-043 |
118-053 |
| PP |
118-021 |
118-021 |
118-021 |
118-005 |
| S1 |
117-289 |
117-289 |
118-022 |
117-258 |
| S2 |
117-226 |
117-226 |
118-011 |
|
| S3 |
117-111 |
117-174 |
118-001 |
|
| S4 |
116-316 |
117-059 |
117-289 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-090 |
117-278 |
0-133 |
0.4% |
0-073 |
0.2% |
96% |
True |
False |
1,107,265 |
| 10 |
118-145 |
117-205 |
0-260 |
0.7% |
0-082 |
0.2% |
77% |
False |
False |
615,539 |
| 20 |
118-145 |
117-067 |
1-078 |
1.1% |
0-076 |
0.2% |
85% |
False |
False |
313,083 |
| 40 |
118-145 |
117-053 |
1-092 |
1.1% |
0-083 |
0.2% |
85% |
False |
False |
156,910 |
| 60 |
118-145 |
116-002 |
2-142 |
2.1% |
0-058 |
0.2% |
92% |
False |
False |
104,607 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-110 |
|
2.618 |
118-299 |
|
1.618 |
118-219 |
|
1.000 |
118-170 |
|
0.618 |
118-139 |
|
HIGH |
118-090 |
|
0.618 |
118-059 |
|
0.500 |
118-050 |
|
0.382 |
118-041 |
|
LOW |
118-010 |
|
0.618 |
117-281 |
|
1.000 |
117-250 |
|
1.618 |
117-201 |
|
2.618 |
117-121 |
|
4.250 |
116-310 |
|
|
| Fisher Pivots for day following 30-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-073 |
118-073 |
| PP |
118-062 |
118-062 |
| S1 |
118-050 |
118-050 |
|