ECBOT 5 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 10-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2017 |
10-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
118-018 |
117-255 |
-0-082 |
-0.2% |
117-240 |
| High |
118-150 |
117-315 |
-0-155 |
-0.4% |
118-150 |
| Low |
117-240 |
117-225 |
-0-015 |
0.0% |
117-215 |
| Close |
117-260 |
117-287 |
0-027 |
0.1% |
117-260 |
| Range |
0-230 |
0-090 |
-0-140 |
-60.9% |
0-255 |
| ATR |
0-109 |
0-107 |
-0-001 |
-1.2% |
0-000 |
| Volume |
1,151,290 |
637,173 |
-514,117 |
-44.7% |
4,146,091 |
|
| Daily Pivots for day following 10-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-226 |
118-187 |
118-017 |
|
| R3 |
118-136 |
118-097 |
117-312 |
|
| R2 |
118-046 |
118-046 |
117-304 |
|
| R1 |
118-007 |
118-007 |
117-296 |
118-026 |
| PP |
117-276 |
117-276 |
117-276 |
117-286 |
| S1 |
117-237 |
117-237 |
117-279 |
117-256 |
| S2 |
117-186 |
117-186 |
117-271 |
|
| S3 |
117-096 |
117-147 |
117-263 |
|
| S4 |
117-006 |
117-057 |
117-238 |
|
|
| 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 |
117-225 |
0-245 |
0.6% |
0-118 |
0.3% |
26% |
False |
True |
803,312 |
| 10 |
118-150 |
117-147 |
1-003 |
0.9% |
0-109 |
0.3% |
43% |
False |
False |
771,090 |
| 20 |
118-150 |
116-162 |
1-308 |
1.7% |
0-105 |
0.3% |
71% |
False |
False |
730,128 |
| 40 |
118-150 |
116-155 |
1-315 |
1.7% |
0-104 |
0.3% |
71% |
False |
False |
730,120 |
| 60 |
118-150 |
116-155 |
1-315 |
1.7% |
0-105 |
0.3% |
71% |
False |
False |
492,659 |
| 80 |
118-150 |
116-155 |
1-315 |
1.7% |
0-089 |
0.2% |
71% |
False |
False |
369,512 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-058 |
|
2.618 |
118-231 |
|
1.618 |
118-141 |
|
1.000 |
118-085 |
|
0.618 |
118-051 |
|
HIGH |
117-315 |
|
0.618 |
117-281 |
|
0.500 |
117-270 |
|
0.382 |
117-259 |
|
LOW |
117-225 |
|
0.618 |
117-169 |
|
1.000 |
117-135 |
|
1.618 |
117-079 |
|
2.618 |
116-309 |
|
4.250 |
116-162 |
|
|
| Fisher Pivots for day following 10-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
117-282 |
118-028 |
| PP |
117-276 |
118-007 |
| S1 |
117-270 |
117-307 |
|