ECBOT 5 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 11-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2017 |
11-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
117-255 |
117-282 |
0-027 |
0.1% |
117-240 |
| High |
117-315 |
118-102 |
0-107 |
0.3% |
118-150 |
| Low |
117-225 |
117-280 |
0-055 |
0.1% |
117-215 |
| Close |
117-287 |
118-082 |
0-115 |
0.3% |
117-260 |
| Range |
0-090 |
0-142 |
0-052 |
58.3% |
0-255 |
| ATR |
0-107 |
0-110 |
0-003 |
2.3% |
0-000 |
| Volume |
637,173 |
746,743 |
109,570 |
17.2% |
4,146,091 |
|
| Daily Pivots for day following 11-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-156 |
119-102 |
118-161 |
|
| R3 |
119-013 |
118-279 |
118-122 |
|
| R2 |
118-191 |
118-191 |
118-109 |
|
| R1 |
118-137 |
118-137 |
118-096 |
118-164 |
| PP |
118-048 |
118-048 |
118-048 |
118-062 |
| S1 |
117-314 |
117-314 |
118-069 |
118-021 |
| S2 |
117-226 |
117-226 |
118-056 |
|
| S3 |
117-083 |
117-172 |
118-043 |
|
| S4 |
116-261 |
117-029 |
118-004 |
|
|
| 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% |
0-130 |
0.3% |
72% |
False |
False |
816,921 |
| 10 |
118-150 |
117-147 |
1-003 |
0.9% |
0-112 |
0.3% |
79% |
False |
False |
766,374 |
| 20 |
118-150 |
116-185 |
1-285 |
1.6% |
0-109 |
0.3% |
89% |
False |
False |
741,421 |
| 40 |
118-150 |
116-155 |
1-315 |
1.7% |
0-106 |
0.3% |
89% |
False |
False |
747,788 |
| 60 |
118-150 |
116-155 |
1-315 |
1.7% |
0-105 |
0.3% |
89% |
False |
False |
505,102 |
| 80 |
118-150 |
116-155 |
1-315 |
1.7% |
0-090 |
0.2% |
89% |
False |
False |
378,847 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-068 |
|
2.618 |
119-156 |
|
1.618 |
119-013 |
|
1.000 |
118-245 |
|
0.618 |
118-191 |
|
HIGH |
118-102 |
|
0.618 |
118-048 |
|
0.500 |
118-031 |
|
0.382 |
118-014 |
|
LOW |
117-280 |
|
0.618 |
117-192 |
|
1.000 |
117-138 |
|
1.618 |
117-049 |
|
2.618 |
116-227 |
|
4.250 |
115-314 |
|
|
| Fisher Pivots for day following 11-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-065 |
118-064 |
| PP |
118-048 |
118-046 |
| S1 |
118-031 |
118-028 |
|