ECBOT 5 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 06-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2017 |
06-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
117-295 |
118-033 |
0-058 |
0.2% |
117-190 |
| High |
118-062 |
118-055 |
-0-007 |
0.0% |
117-287 |
| Low |
117-267 |
117-302 |
0-035 |
0.1% |
117-147 |
| Close |
118-007 |
118-018 |
0-010 |
0.0% |
117-233 |
| Range |
0-115 |
0-073 |
-0-042 |
-37.0% |
0-140 |
| ATR |
0-101 |
0-099 |
-0-002 |
-2.0% |
0-000 |
| Volume |
939,904 |
609,498 |
-330,406 |
-35.2% |
3,528,863 |
|
| Daily Pivots for day following 06-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-236 |
118-199 |
118-057 |
|
| R3 |
118-163 |
118-127 |
118-037 |
|
| R2 |
118-091 |
118-091 |
118-031 |
|
| R1 |
118-054 |
118-054 |
118-024 |
118-036 |
| PP |
118-018 |
118-018 |
118-018 |
118-009 |
| S1 |
117-302 |
117-302 |
118-011 |
117-284 |
| S2 |
117-266 |
117-266 |
118-004 |
|
| S3 |
117-193 |
117-229 |
117-318 |
|
| S4 |
117-121 |
117-157 |
117-298 |
|
|
| 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 |
117-162 |
0-220 |
0.6% |
0-097 |
0.3% |
80% |
False |
False |
769,807 |
| 10 |
118-062 |
117-142 |
0-240 |
0.6% |
0-095 |
0.3% |
81% |
False |
False |
703,104 |
| 20 |
118-062 |
116-155 |
1-227 |
1.4% |
0-098 |
0.3% |
92% |
False |
False |
711,294 |
| 40 |
118-062 |
116-155 |
1-227 |
1.4% |
0-100 |
0.3% |
92% |
False |
False |
687,305 |
| 60 |
118-062 |
116-155 |
1-227 |
1.4% |
0-103 |
0.3% |
92% |
False |
False |
462,871 |
| 80 |
118-062 |
116-155 |
1-227 |
1.4% |
0-085 |
0.2% |
92% |
False |
False |
347,156 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-043 |
|
2.618 |
118-245 |
|
1.618 |
118-172 |
|
1.000 |
118-128 |
|
0.618 |
118-100 |
|
HIGH |
118-055 |
|
0.618 |
118-027 |
|
0.500 |
118-019 |
|
0.382 |
118-010 |
|
LOW |
117-302 |
|
0.618 |
117-258 |
|
1.000 |
117-230 |
|
1.618 |
117-185 |
|
2.618 |
117-113 |
|
4.250 |
116-314 |
|
|
| Fisher Pivots for day following 06-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-019 |
118-013 |
| PP |
118-018 |
118-009 |
| S1 |
118-018 |
118-005 |
|