ECBOT 5 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 20-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2017 |
20-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
118-133 |
118-055 |
-0-078 |
-0.2% |
118-085 |
| High |
118-150 |
118-107 |
-0-043 |
-0.1% |
118-247 |
| Low |
118-045 |
118-038 |
-0-007 |
0.0% |
118-045 |
| Close |
118-058 |
118-107 |
0-050 |
0.1% |
118-125 |
| Range |
0-105 |
0-070 |
-0-035 |
-33.4% |
0-202 |
| ATR |
0-085 |
0-084 |
-0-001 |
-1.3% |
0-000 |
| Volume |
697,474 |
650,349 |
-47,125 |
-6.8% |
4,116,586 |
|
| Daily Pivots for day following 20-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-294 |
118-271 |
118-146 |
|
| R3 |
118-224 |
118-201 |
118-127 |
|
| R2 |
118-154 |
118-154 |
118-120 |
|
| R1 |
118-131 |
118-131 |
118-114 |
118-142 |
| PP |
118-084 |
118-084 |
118-084 |
118-090 |
| S1 |
118-061 |
118-061 |
118-101 |
118-072 |
| S2 |
118-014 |
118-014 |
118-095 |
|
| S3 |
117-264 |
117-311 |
118-088 |
|
| S4 |
117-194 |
117-241 |
118-069 |
|
|
| Weekly Pivots for week ending 16-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-107 |
119-318 |
118-236 |
|
| R3 |
119-224 |
119-116 |
118-181 |
|
| R2 |
119-022 |
119-022 |
118-162 |
|
| R1 |
118-233 |
118-233 |
118-144 |
118-287 |
| PP |
118-139 |
118-139 |
118-139 |
118-166 |
| S1 |
118-031 |
118-031 |
118-106 |
118-085 |
| S2 |
117-257 |
117-257 |
118-088 |
|
| S3 |
117-054 |
117-148 |
118-069 |
|
| S4 |
116-172 |
116-266 |
118-014 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-247 |
118-038 |
0-210 |
0.6% |
0-108 |
0.3% |
33% |
False |
True |
861,880 |
| 10 |
118-247 |
118-038 |
0-210 |
0.6% |
0-087 |
0.2% |
33% |
False |
True |
738,047 |
| 20 |
118-247 |
117-278 |
0-290 |
0.8% |
0-080 |
0.2% |
52% |
False |
False |
836,809 |
| 40 |
118-247 |
117-067 |
1-180 |
1.3% |
0-079 |
0.2% |
72% |
False |
False |
436,664 |
| 60 |
118-247 |
116-295 |
1-272 |
1.6% |
0-078 |
0.2% |
76% |
False |
False |
291,272 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-085 |
|
2.618 |
118-291 |
|
1.618 |
118-221 |
|
1.000 |
118-177 |
|
0.618 |
118-151 |
|
HIGH |
118-107 |
|
0.618 |
118-081 |
|
0.500 |
118-072 |
|
0.382 |
118-064 |
|
LOW |
118-038 |
|
0.618 |
117-314 |
|
1.000 |
117-288 |
|
1.618 |
117-244 |
|
2.618 |
117-174 |
|
4.250 |
117-060 |
|
|
| Fisher Pivots for day following 20-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-096 |
118-103 |
| PP |
118-084 |
118-098 |
| S1 |
118-072 |
118-094 |
|