ECBOT 5 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 12-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2017 |
12-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
118-135 |
118-085 |
-0-050 |
-0.1% |
118-147 |
| High |
118-150 |
118-107 |
-0-043 |
-0.1% |
118-198 |
| Low |
118-042 |
118-050 |
0-008 |
0.0% |
118-042 |
| Close |
118-090 |
118-070 |
-0-020 |
-0.1% |
118-090 |
| Range |
0-108 |
0-057 |
-0-050 |
-46.5% |
0-155 |
| ATR |
0-079 |
0-078 |
-0-002 |
-2.0% |
0-000 |
| Volume |
621,114 |
584,857 |
-36,257 |
-5.8% |
3,164,538 |
|
| Daily Pivots for day following 12-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-248 |
118-217 |
118-102 |
|
| R3 |
118-191 |
118-159 |
118-086 |
|
| R2 |
118-133 |
118-133 |
118-081 |
|
| R1 |
118-102 |
118-102 |
118-075 |
118-089 |
| PP |
118-076 |
118-076 |
118-076 |
118-069 |
| S1 |
118-044 |
118-044 |
118-065 |
118-031 |
| S2 |
118-018 |
118-018 |
118-059 |
|
| S3 |
117-281 |
117-307 |
118-054 |
|
| S4 |
117-223 |
117-249 |
118-038 |
|
|
| Weekly Pivots for week ending 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-255 |
119-168 |
118-175 |
|
| R3 |
119-100 |
119-013 |
118-133 |
|
| R2 |
118-265 |
118-265 |
118-118 |
|
| R1 |
118-178 |
118-178 |
118-104 |
118-144 |
| PP |
118-110 |
118-110 |
118-110 |
118-093 |
| S1 |
118-023 |
118-023 |
118-076 |
117-309 |
| S2 |
117-275 |
117-275 |
118-062 |
|
| S3 |
117-120 |
117-187 |
118-047 |
|
| S4 |
116-285 |
117-032 |
118-005 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-198 |
118-042 |
0-155 |
0.4% |
0-074 |
0.2% |
18% |
False |
False |
638,435 |
| 10 |
118-198 |
118-010 |
0-187 |
0.5% |
0-074 |
0.2% |
32% |
False |
False |
754,539 |
| 20 |
118-198 |
117-205 |
0-313 |
0.8% |
0-076 |
0.2% |
59% |
False |
False |
624,875 |
| 40 |
118-198 |
117-067 |
1-130 |
1.2% |
0-081 |
0.2% |
72% |
False |
False |
314,872 |
| 60 |
118-198 |
116-180 |
2-018 |
1.7% |
0-068 |
0.2% |
81% |
False |
False |
209,946 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-032 |
|
2.618 |
118-258 |
|
1.618 |
118-200 |
|
1.000 |
118-165 |
|
0.618 |
118-143 |
|
HIGH |
118-107 |
|
0.618 |
118-086 |
|
0.500 |
118-079 |
|
0.382 |
118-072 |
|
LOW |
118-050 |
|
0.618 |
118-014 |
|
1.000 |
117-313 |
|
1.618 |
117-277 |
|
2.618 |
117-220 |
|
4.250 |
117-126 |
|
|
| Fisher Pivots for day following 12-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-079 |
118-096 |
| PP |
118-076 |
118-088 |
| S1 |
118-073 |
118-079 |
|