ECBOT 5 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 19-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2017 |
19-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
118-178 |
118-300 |
0-122 |
0.3% |
117-255 |
| High |
118-307 |
118-305 |
-0-002 |
0.0% |
118-225 |
| Low |
118-165 |
118-218 |
0-053 |
0.1% |
117-225 |
| Close |
118-287 |
118-260 |
-0-027 |
-0.1% |
118-200 |
| Range |
0-142 |
0-087 |
-0-055 |
-38.6% |
1-000 |
| ATR |
0-118 |
0-116 |
-0-002 |
-1.8% |
0-000 |
| Volume |
781,814 |
599,268 |
-182,546 |
-23.3% |
2,761,217 |
|
| Daily Pivots for day following 19-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-203 |
119-159 |
118-308 |
|
| R3 |
119-116 |
119-072 |
118-284 |
|
| R2 |
119-028 |
119-028 |
118-276 |
|
| R1 |
118-304 |
118-304 |
118-268 |
118-282 |
| PP |
118-261 |
118-261 |
118-261 |
118-250 |
| S1 |
118-217 |
118-217 |
118-252 |
118-195 |
| S2 |
118-173 |
118-173 |
118-244 |
|
| S3 |
118-086 |
118-129 |
118-236 |
|
| S4 |
117-318 |
118-042 |
118-212 |
|
|
| 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 |
118-055 |
0-255 |
0.7% |
0-120 |
0.3% |
80% |
False |
False |
655,732 |
| 10 |
118-310 |
117-225 |
1-085 |
1.1% |
0-125 |
0.3% |
88% |
False |
False |
736,327 |
| 20 |
118-310 |
117-140 |
1-170 |
1.3% |
0-109 |
0.3% |
90% |
False |
False |
719,125 |
| 40 |
118-310 |
116-155 |
2-155 |
2.1% |
0-108 |
0.3% |
94% |
False |
False |
808,804 |
| 60 |
118-310 |
116-155 |
2-155 |
2.1% |
0-104 |
0.3% |
94% |
False |
False |
559,260 |
| 80 |
118-310 |
116-155 |
2-155 |
2.1% |
0-098 |
0.3% |
94% |
False |
False |
419,830 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-037 |
|
2.618 |
119-214 |
|
1.618 |
119-127 |
|
1.000 |
119-072 |
|
0.618 |
119-039 |
|
HIGH |
118-305 |
|
0.618 |
118-272 |
|
0.500 |
118-261 |
|
0.382 |
118-251 |
|
LOW |
118-218 |
|
0.618 |
118-163 |
|
1.000 |
118-130 |
|
1.618 |
118-076 |
|
2.618 |
117-308 |
|
4.250 |
117-166 |
|
|
| Fisher Pivots for day following 19-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-261 |
118-252 |
| PP |
118-261 |
118-244 |
| S1 |
118-260 |
118-236 |
|