ECBOT 5 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 05-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2017 |
05-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
118-025 |
117-295 |
-0-050 |
-0.1% |
117-190 |
| High |
118-050 |
118-062 |
0-012 |
0.0% |
117-287 |
| Low |
117-287 |
117-267 |
-0-020 |
-0.1% |
117-147 |
| Close |
117-313 |
118-007 |
0-015 |
0.0% |
117-233 |
| Range |
0-083 |
0-115 |
0-032 |
39.4% |
0-140 |
| ATR |
0-100 |
0-101 |
0-001 |
1.0% |
0-000 |
| Volume |
678,699 |
939,904 |
261,205 |
38.5% |
3,528,863 |
|
| Daily Pivots for day following 05-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-031 |
118-294 |
118-071 |
|
| R3 |
118-236 |
118-179 |
118-039 |
|
| R2 |
118-121 |
118-121 |
118-029 |
|
| R1 |
118-064 |
118-064 |
118-018 |
118-092 |
| PP |
118-006 |
118-006 |
118-006 |
118-020 |
| S1 |
117-269 |
117-269 |
117-317 |
117-297 |
| S2 |
117-211 |
117-211 |
117-306 |
|
| S3 |
117-096 |
117-154 |
117-296 |
|
| S4 |
116-301 |
117-039 |
117-264 |
|
|
| 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 |
118-062 |
117-158 |
0-225 |
0.6% |
0-099 |
0.3% |
76% |
True |
False |
785,022 |
| 10 |
118-062 |
117-140 |
0-242 |
0.6% |
0-097 |
0.3% |
77% |
True |
False |
712,456 |
| 20 |
118-062 |
116-155 |
1-227 |
1.4% |
0-099 |
0.3% |
90% |
True |
False |
715,300 |
| 40 |
118-062 |
116-155 |
1-227 |
1.4% |
0-101 |
0.3% |
90% |
True |
False |
672,552 |
| 60 |
118-062 |
116-155 |
1-227 |
1.4% |
0-102 |
0.3% |
90% |
True |
False |
452,714 |
| 80 |
118-062 |
116-155 |
1-227 |
1.4% |
0-084 |
0.2% |
90% |
True |
False |
339,538 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-231 |
|
2.618 |
119-044 |
|
1.618 |
118-249 |
|
1.000 |
118-178 |
|
0.618 |
118-134 |
|
HIGH |
118-062 |
|
0.618 |
118-019 |
|
0.500 |
118-005 |
|
0.382 |
117-311 |
|
LOW |
117-267 |
|
0.618 |
117-196 |
|
1.000 |
117-152 |
|
1.618 |
117-081 |
|
2.618 |
116-286 |
|
4.250 |
116-099 |
|
|
| Fisher Pivots for day following 05-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-007 |
117-318 |
| PP |
118-006 |
117-308 |
| S1 |
118-005 |
117-299 |
|