ECBOT 5 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 18-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2017 |
18-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
118-310 |
118-178 |
-0-133 |
-0.3% |
117-255 |
| High |
118-310 |
118-307 |
-0-003 |
0.0% |
118-225 |
| Low |
118-162 |
118-165 |
0-002 |
0.0% |
117-225 |
| Close |
118-180 |
118-287 |
0-107 |
0.3% |
118-200 |
| Range |
0-148 |
0-142 |
-0-005 |
-3.4% |
1-000 |
| ATR |
0-116 |
0-118 |
0-002 |
1.6% |
0-000 |
| Volume |
520,280 |
781,814 |
261,534 |
50.3% |
2,761,217 |
|
| Daily Pivots for day following 18-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-041 |
119-307 |
119-046 |
|
| R3 |
119-218 |
119-164 |
119-007 |
|
| R2 |
119-076 |
119-076 |
118-314 |
|
| R1 |
119-022 |
119-022 |
118-301 |
119-049 |
| PP |
118-253 |
118-253 |
118-253 |
118-267 |
| S1 |
118-199 |
118-199 |
118-274 |
118-226 |
| S2 |
118-111 |
118-111 |
118-261 |
|
| S3 |
117-288 |
118-057 |
118-248 |
|
| S4 |
117-146 |
117-234 |
118-209 |
|
|
| Weekly Pivots for week ending 14-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-110 |
120-315 |
119-056 |
|
| R3 |
120-110 |
119-315 |
118-288 |
|
| R2 |
119-110 |
119-110 |
118-259 |
|
| R1 |
118-315 |
118-315 |
118-229 |
119-052 |
| PP |
118-110 |
118-110 |
118-110 |
118-139 |
| S1 |
117-315 |
117-315 |
118-171 |
118-052 |
| S2 |
117-110 |
117-110 |
118-141 |
|
| S3 |
116-110 |
116-315 |
118-112 |
|
| S4 |
115-110 |
115-315 |
118-024 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-310 |
117-280 |
1-030 |
0.9% |
0-131 |
0.3% |
94% |
False |
False |
685,227 |
| 10 |
118-310 |
117-225 |
1-085 |
1.1% |
0-125 |
0.3% |
94% |
False |
False |
744,270 |
| 20 |
118-310 |
117-047 |
1-263 |
1.5% |
0-111 |
0.3% |
96% |
False |
False |
738,029 |
| 40 |
118-310 |
116-155 |
2-155 |
2.1% |
0-107 |
0.3% |
97% |
False |
False |
805,186 |
| 60 |
118-310 |
116-155 |
2-155 |
2.1% |
0-105 |
0.3% |
97% |
False |
False |
549,619 |
| 80 |
118-310 |
116-155 |
2-155 |
2.1% |
0-097 |
0.3% |
97% |
False |
False |
412,339 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-273 |
|
2.618 |
120-041 |
|
1.618 |
119-218 |
|
1.000 |
119-130 |
|
0.618 |
119-076 |
|
HIGH |
118-307 |
|
0.618 |
118-253 |
|
0.500 |
118-236 |
|
0.382 |
118-219 |
|
LOW |
118-165 |
|
0.618 |
118-077 |
|
1.000 |
118-022 |
|
1.618 |
117-254 |
|
2.618 |
117-112 |
|
4.250 |
116-199 |
|
|
| Fisher Pivots for day following 18-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-270 |
118-266 |
| PP |
118-253 |
118-244 |
| S1 |
118-236 |
118-223 |
|