ECBOT 5 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 07-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2017 |
07-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
118-033 |
118-018 |
-0-015 |
0.0% |
117-240 |
| High |
118-055 |
118-150 |
0-095 |
0.3% |
118-150 |
| Low |
117-302 |
117-240 |
-0-062 |
-0.2% |
117-215 |
| Close |
118-018 |
117-260 |
-0-078 |
-0.2% |
117-260 |
| Range |
0-073 |
0-230 |
0-158 |
217.2% |
0-255 |
| ATR |
0-099 |
0-109 |
0-009 |
9.4% |
0-000 |
| Volume |
609,498 |
1,151,290 |
541,792 |
88.9% |
4,146,091 |
|
| Daily Pivots for day following 07-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-053 |
119-227 |
118-067 |
|
| R3 |
119-143 |
118-317 |
118-003 |
|
| R2 |
118-233 |
118-233 |
117-302 |
|
| R1 |
118-087 |
118-087 |
117-281 |
118-045 |
| PP |
118-003 |
118-003 |
118-003 |
117-303 |
| S1 |
117-177 |
117-177 |
117-239 |
117-135 |
| S2 |
117-093 |
117-093 |
117-218 |
|
| S3 |
116-183 |
116-267 |
117-197 |
|
| S4 |
115-273 |
116-037 |
117-133 |
|
|
| Weekly Pivots for week ending 07-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-120 |
119-285 |
118-080 |
|
| R3 |
119-185 |
119-030 |
118-010 |
|
| R2 |
118-250 |
118-250 |
117-307 |
|
| R1 |
118-095 |
118-095 |
117-283 |
118-173 |
| PP |
117-315 |
117-315 |
117-315 |
118-034 |
| S1 |
117-160 |
117-160 |
117-237 |
117-238 |
| S2 |
117-060 |
117-060 |
117-213 |
|
| S3 |
116-125 |
116-225 |
117-190 |
|
| S4 |
115-190 |
115-290 |
117-120 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-150 |
117-215 |
0-255 |
0.7% |
0-128 |
0.3% |
18% |
True |
False |
829,218 |
| 10 |
118-150 |
117-147 |
1-003 |
0.9% |
0-110 |
0.3% |
35% |
True |
False |
767,495 |
| 20 |
118-150 |
116-162 |
1-308 |
1.7% |
0-105 |
0.3% |
67% |
True |
False |
723,573 |
| 40 |
118-150 |
116-155 |
1-315 |
1.7% |
0-103 |
0.3% |
67% |
True |
False |
715,407 |
| 60 |
118-150 |
116-155 |
1-315 |
1.7% |
0-105 |
0.3% |
67% |
True |
False |
482,057 |
| 80 |
118-150 |
116-155 |
1-315 |
1.7% |
0-088 |
0.2% |
67% |
True |
False |
361,548 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-168 |
|
2.618 |
120-112 |
|
1.618 |
119-202 |
|
1.000 |
119-060 |
|
0.618 |
118-292 |
|
HIGH |
118-150 |
|
0.618 |
118-062 |
|
0.500 |
118-035 |
|
0.382 |
118-008 |
|
LOW |
117-240 |
|
0.618 |
117-098 |
|
1.000 |
117-010 |
|
1.618 |
116-188 |
|
2.618 |
115-278 |
|
4.250 |
114-222 |
|
|
| Fisher Pivots for day following 07-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-035 |
118-035 |
| PP |
118-003 |
118-003 |
| S1 |
117-292 |
117-292 |
|