ECBOT 5 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 28-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2017 |
28-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
118-118 |
118-035 |
-0-082 |
-0.2% |
118-133 |
| High |
118-135 |
118-067 |
-0-068 |
-0.2% |
118-150 |
| Low |
118-020 |
117-307 |
-0-033 |
-0.1% |
118-038 |
| Close |
118-040 |
118-058 |
0-018 |
0.0% |
118-115 |
| Range |
0-115 |
0-080 |
-0-035 |
-30.4% |
0-113 |
| ATR |
0-078 |
0-078 |
0-000 |
0.2% |
0-000 |
| Volume |
942,442 |
921,613 |
-20,829 |
-2.2% |
2,875,152 |
|
| Daily Pivots for day following 28-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-277 |
118-247 |
118-102 |
|
| R3 |
118-197 |
118-167 |
118-080 |
|
| R2 |
118-117 |
118-117 |
118-072 |
|
| R1 |
118-087 |
118-087 |
118-065 |
118-102 |
| PP |
118-037 |
118-037 |
118-037 |
118-045 |
| S1 |
118-007 |
118-007 |
118-050 |
118-022 |
| S2 |
117-277 |
117-277 |
118-043 |
|
| S3 |
117-197 |
117-247 |
118-036 |
|
| S4 |
117-117 |
117-167 |
118-014 |
|
|
| Weekly Pivots for week ending 23-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-118 |
119-069 |
118-177 |
|
| R3 |
119-006 |
118-277 |
118-146 |
|
| R2 |
118-213 |
118-213 |
118-136 |
|
| R1 |
118-164 |
118-164 |
118-125 |
118-133 |
| PP |
118-101 |
118-101 |
118-101 |
118-085 |
| S1 |
118-052 |
118-052 |
118-105 |
118-020 |
| S2 |
117-308 |
117-308 |
118-094 |
|
| S3 |
117-196 |
117-259 |
118-084 |
|
| S4 |
117-083 |
117-147 |
118-053 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-140 |
117-307 |
0-153 |
0.4% |
0-067 |
0.2% |
46% |
False |
True |
653,193 |
| 10 |
118-182 |
117-307 |
0-195 |
0.5% |
0-074 |
0.2% |
36% |
False |
True |
666,758 |
| 20 |
118-247 |
117-307 |
0-260 |
0.7% |
0-078 |
0.2% |
27% |
False |
True |
708,465 |
| 40 |
118-247 |
117-067 |
1-180 |
1.3% |
0-076 |
0.2% |
62% |
False |
False |
533,894 |
| 60 |
118-247 |
117-053 |
1-195 |
1.4% |
0-082 |
0.2% |
63% |
False |
False |
356,194 |
| 80 |
118-247 |
116-002 |
2-245 |
2.3% |
0-064 |
0.2% |
79% |
False |
False |
267,146 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-087 |
|
2.618 |
118-277 |
|
1.618 |
118-197 |
|
1.000 |
118-147 |
|
0.618 |
118-117 |
|
HIGH |
118-067 |
|
0.618 |
118-037 |
|
0.500 |
118-027 |
|
0.382 |
118-018 |
|
LOW |
117-307 |
|
0.618 |
117-258 |
|
1.000 |
117-227 |
|
1.618 |
117-178 |
|
2.618 |
117-098 |
|
4.250 |
116-287 |
|
|
| Fisher Pivots for day following 28-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-047 |
118-064 |
| PP |
118-037 |
118-062 |
| S1 |
118-027 |
118-060 |
|