ECBOT 5 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 13-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2017 |
13-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
118-085 |
118-060 |
-0-025 |
-0.1% |
118-147 |
| High |
118-107 |
118-080 |
-0-027 |
-0.1% |
118-198 |
| Low |
118-050 |
118-045 |
-0-005 |
0.0% |
118-042 |
| Close |
118-070 |
118-070 |
0-000 |
0.0% |
118-090 |
| Range |
0-057 |
0-035 |
-0-022 |
-39.1% |
0-155 |
| ATR |
0-078 |
0-075 |
-0-003 |
-3.9% |
0-000 |
| Volume |
584,857 |
570,152 |
-14,705 |
-2.5% |
3,164,538 |
|
| Daily Pivots for day following 13-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-170 |
118-155 |
118-089 |
|
| R3 |
118-135 |
118-120 |
118-080 |
|
| R2 |
118-100 |
118-100 |
118-076 |
|
| R1 |
118-085 |
118-085 |
118-073 |
118-093 |
| PP |
118-065 |
118-065 |
118-065 |
118-069 |
| S1 |
118-050 |
118-050 |
118-067 |
118-058 |
| S2 |
118-030 |
118-030 |
118-064 |
|
| S3 |
117-315 |
118-015 |
118-060 |
|
| S4 |
117-280 |
117-300 |
118-051 |
|
|
| 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 |
118-173 |
118-042 |
0-130 |
0.3% |
0-065 |
0.2% |
21% |
False |
False |
614,214 |
| 10 |
118-198 |
118-035 |
0-162 |
0.4% |
0-069 |
0.2% |
22% |
False |
False |
689,046 |
| 20 |
118-198 |
117-205 |
0-313 |
0.8% |
0-076 |
0.2% |
59% |
False |
False |
652,292 |
| 40 |
118-198 |
117-067 |
1-130 |
1.2% |
0-078 |
0.2% |
72% |
False |
False |
329,111 |
| 60 |
118-198 |
116-230 |
1-287 |
1.6% |
0-068 |
0.2% |
79% |
False |
False |
219,448 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-229 |
|
2.618 |
118-172 |
|
1.618 |
118-137 |
|
1.000 |
118-115 |
|
0.618 |
118-102 |
|
HIGH |
118-080 |
|
0.618 |
118-067 |
|
0.500 |
118-062 |
|
0.382 |
118-058 |
|
LOW |
118-045 |
|
0.618 |
118-023 |
|
1.000 |
118-010 |
|
1.618 |
117-308 |
|
2.618 |
117-273 |
|
4.250 |
117-216 |
|
|
| Fisher Pivots for day following 13-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-068 |
118-096 |
| PP |
118-065 |
118-088 |
| S1 |
118-062 |
118-079 |
|