ECBOT 5 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 02-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2017 |
02-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
118-090 |
118-082 |
-0-008 |
0.0% |
118-035 |
| High |
118-090 |
118-185 |
0-095 |
0.3% |
118-185 |
| Low |
118-035 |
118-062 |
0-027 |
0.1% |
118-010 |
| Close |
118-078 |
118-150 |
0-073 |
0.2% |
118-150 |
| Range |
0-055 |
0-122 |
0-067 |
122.7% |
0-175 |
| ATR |
0-078 |
0-081 |
0-003 |
4.0% |
0-000 |
| Volume |
736,792 |
908,177 |
171,385 |
23.3% |
3,796,004 |
|
| Daily Pivots for day following 02-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-180 |
119-127 |
118-217 |
|
| R3 |
119-057 |
119-005 |
118-184 |
|
| R2 |
118-255 |
118-255 |
118-172 |
|
| R1 |
118-203 |
118-203 |
118-161 |
118-229 |
| PP |
118-133 |
118-133 |
118-133 |
118-146 |
| S1 |
118-080 |
118-080 |
118-139 |
118-106 |
| S2 |
118-010 |
118-010 |
118-128 |
|
| S3 |
117-208 |
117-278 |
118-116 |
|
| S4 |
117-085 |
117-155 |
118-083 |
|
|
| Weekly Pivots for week ending 02-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-000 |
119-250 |
118-246 |
|
| R3 |
119-145 |
119-075 |
118-198 |
|
| R2 |
118-290 |
118-290 |
118-182 |
|
| R1 |
118-220 |
118-220 |
118-166 |
118-255 |
| PP |
118-115 |
118-115 |
118-115 |
118-133 |
| S1 |
118-045 |
118-045 |
118-134 |
118-080 |
| S2 |
117-260 |
117-260 |
118-118 |
|
| S3 |
117-085 |
117-190 |
118-102 |
|
| S4 |
116-230 |
117-015 |
118-054 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-185 |
118-010 |
0-175 |
0.5% |
0-073 |
0.2% |
80% |
True |
False |
960,619 |
| 10 |
118-185 |
117-278 |
0-227 |
0.6% |
0-070 |
0.2% |
85% |
True |
False |
849,487 |
| 20 |
118-185 |
117-067 |
1-118 |
1.2% |
0-076 |
0.2% |
92% |
True |
False |
440,920 |
| 40 |
118-185 |
117-053 |
1-132 |
1.2% |
0-085 |
0.2% |
92% |
True |
False |
221,181 |
| 60 |
118-185 |
116-002 |
2-182 |
2.2% |
0-062 |
0.2% |
96% |
True |
False |
147,456 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-066 |
|
2.618 |
119-186 |
|
1.618 |
119-063 |
|
1.000 |
118-307 |
|
0.618 |
118-261 |
|
HIGH |
118-185 |
|
0.618 |
118-138 |
|
0.500 |
118-124 |
|
0.382 |
118-109 |
|
LOW |
118-062 |
|
0.618 |
117-307 |
|
1.000 |
117-260 |
|
1.618 |
117-184 |
|
2.618 |
117-062 |
|
4.250 |
116-182 |
|
|
| Fisher Pivots for day following 02-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-141 |
118-137 |
| PP |
118-133 |
118-123 |
| S1 |
118-124 |
118-110 |
|