ECBOT 5 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 13-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2017 |
13-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
118-082 |
118-178 |
0-095 |
0.3% |
117-240 |
| High |
118-187 |
118-225 |
0-038 |
0.1% |
118-150 |
| Low |
118-055 |
118-135 |
0-080 |
0.2% |
117-215 |
| Close |
118-087 |
118-200 |
0-113 |
0.3% |
117-260 |
| Range |
0-132 |
0-090 |
-0-042 |
-32.1% |
0-255 |
| ATR |
0-112 |
0-113 |
0-002 |
1.7% |
0-000 |
| Volume |
685,257 |
692,044 |
6,787 |
1.0% |
4,146,091 |
|
| Daily Pivots for day following 13-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-137 |
119-098 |
118-249 |
|
| R3 |
119-047 |
119-008 |
118-225 |
|
| R2 |
118-277 |
118-277 |
118-216 |
|
| R1 |
118-238 |
118-238 |
118-208 |
118-257 |
| PP |
118-187 |
118-187 |
118-187 |
118-196 |
| S1 |
118-148 |
118-148 |
118-192 |
118-168 |
| S2 |
118-097 |
118-097 |
118-184 |
|
| S3 |
118-007 |
118-058 |
118-175 |
|
| S4 |
117-237 |
117-288 |
118-151 |
|
|
| 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 |
118-225 |
117-225 |
1-000 |
0.8% |
0-137 |
0.4% |
92% |
True |
False |
782,501 |
| 10 |
118-225 |
117-162 |
1-062 |
1.0% |
0-117 |
0.3% |
93% |
True |
False |
776,154 |
| 20 |
118-225 |
116-295 |
1-250 |
1.5% |
0-105 |
0.3% |
96% |
True |
False |
720,614 |
| 40 |
118-225 |
116-155 |
2-070 |
1.9% |
0-106 |
0.3% |
96% |
True |
False |
777,468 |
| 60 |
118-225 |
116-155 |
2-070 |
1.9% |
0-104 |
0.3% |
96% |
True |
False |
528,004 |
| 80 |
118-225 |
116-155 |
2-070 |
1.9% |
0-093 |
0.2% |
96% |
True |
False |
396,063 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-287 |
|
2.618 |
119-141 |
|
1.618 |
119-051 |
|
1.000 |
118-315 |
|
0.618 |
118-281 |
|
HIGH |
118-225 |
|
0.618 |
118-191 |
|
0.500 |
118-180 |
|
0.382 |
118-169 |
|
LOW |
118-135 |
|
0.618 |
118-079 |
|
1.000 |
118-045 |
|
1.618 |
117-309 |
|
2.618 |
117-219 |
|
4.250 |
117-073 |
|
|
| Fisher Pivots for day following 13-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-193 |
118-164 |
| PP |
118-187 |
118-128 |
| S1 |
118-180 |
118-092 |
|