ECBOT 5 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 04-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2017 |
04-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
117-240 |
118-025 |
0-105 |
0.3% |
117-190 |
| High |
118-033 |
118-050 |
0-018 |
0.0% |
117-287 |
| Low |
117-215 |
117-287 |
0-072 |
0.2% |
117-147 |
| Close |
117-313 |
117-313 |
0-000 |
0.0% |
117-233 |
| Range |
0-138 |
0-083 |
-0-055 |
-40.0% |
0-140 |
| ATR |
0-102 |
0-100 |
-0-001 |
-1.4% |
0-000 |
| Volume |
766,700 |
678,699 |
-88,001 |
-11.5% |
3,528,863 |
|
| Daily Pivots for day following 04-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-251 |
118-204 |
118-038 |
|
| R3 |
118-168 |
118-122 |
118-015 |
|
| R2 |
118-086 |
118-086 |
118-008 |
|
| R1 |
118-039 |
118-039 |
118-000 |
118-021 |
| PP |
118-003 |
118-003 |
118-003 |
117-314 |
| S1 |
117-277 |
117-277 |
117-305 |
117-259 |
| S2 |
117-241 |
117-241 |
117-297 |
|
| S3 |
117-158 |
117-194 |
117-290 |
|
| S4 |
117-076 |
117-112 |
117-267 |
|
|
| Weekly Pivots for week ending 31-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-002 |
118-258 |
117-310 |
|
| R3 |
118-182 |
118-118 |
117-271 |
|
| R2 |
118-042 |
118-042 |
117-258 |
|
| R1 |
117-298 |
117-298 |
117-245 |
118-010 |
| PP |
117-222 |
117-222 |
117-222 |
117-239 |
| S1 |
117-158 |
117-158 |
117-220 |
117-190 |
| S2 |
117-082 |
117-082 |
117-207 |
|
| S3 |
116-262 |
117-018 |
117-194 |
|
| S4 |
116-122 |
116-198 |
117-156 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-050 |
117-147 |
0-223 |
0.6% |
0-094 |
0.2% |
74% |
True |
False |
715,826 |
| 10 |
118-050 |
117-140 |
0-230 |
0.6% |
0-093 |
0.2% |
75% |
True |
False |
701,923 |
| 20 |
118-050 |
116-155 |
1-215 |
1.4% |
0-099 |
0.3% |
89% |
True |
False |
712,994 |
| 40 |
118-050 |
116-155 |
1-215 |
1.4% |
0-100 |
0.3% |
89% |
True |
False |
650,380 |
| 60 |
118-050 |
116-155 |
1-215 |
1.4% |
0-102 |
0.3% |
89% |
True |
False |
437,049 |
| 80 |
118-050 |
116-155 |
1-215 |
1.4% |
0-083 |
0.2% |
89% |
True |
False |
327,789 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-081 |
|
2.618 |
118-266 |
|
1.618 |
118-184 |
|
1.000 |
118-133 |
|
0.618 |
118-101 |
|
HIGH |
118-050 |
|
0.618 |
118-018 |
|
0.500 |
118-009 |
|
0.382 |
117-319 |
|
LOW |
117-287 |
|
0.618 |
117-236 |
|
1.000 |
117-205 |
|
1.618 |
117-154 |
|
2.618 |
117-071 |
|
4.250 |
116-257 |
|
|
| Fisher Pivots for day following 04-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-009 |
117-297 |
| PP |
118-003 |
117-282 |
| S1 |
117-318 |
117-266 |
|