ECBOT 5 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 20-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2017 |
20-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
118-300 |
118-247 |
-0-053 |
-0.1% |
117-255 |
| High |
118-305 |
118-267 |
-0-038 |
-0.1% |
118-225 |
| Low |
118-218 |
118-173 |
-0-045 |
-0.1% |
117-225 |
| Close |
118-260 |
118-193 |
-0-067 |
-0.2% |
118-200 |
| Range |
0-087 |
0-095 |
0-007 |
8.6% |
1-000 |
| ATR |
0-116 |
0-114 |
-0-001 |
-1.3% |
0-000 |
| Volume |
599,268 |
725,529 |
126,261 |
21.1% |
2,761,217 |
|
| Daily Pivots for day following 20-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-176 |
119-119 |
118-245 |
|
| R3 |
119-081 |
119-024 |
118-219 |
|
| R2 |
118-306 |
118-306 |
118-210 |
|
| R1 |
118-249 |
118-249 |
118-201 |
118-230 |
| PP |
118-211 |
118-211 |
118-211 |
118-201 |
| S1 |
118-154 |
118-154 |
118-184 |
118-135 |
| S2 |
118-116 |
118-116 |
118-175 |
|
| S3 |
118-021 |
118-059 |
118-166 |
|
| S4 |
117-246 |
117-284 |
118-140 |
|
|
| 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 |
118-135 |
0-175 |
0.5% |
0-112 |
0.3% |
33% |
False |
False |
663,787 |
| 10 |
118-310 |
117-225 |
1-085 |
1.1% |
0-123 |
0.3% |
71% |
False |
False |
714,889 |
| 20 |
118-310 |
117-140 |
1-170 |
1.3% |
0-110 |
0.3% |
76% |
False |
False |
713,672 |
| 40 |
118-310 |
116-155 |
2-155 |
2.1% |
0-107 |
0.3% |
85% |
False |
False |
792,146 |
| 60 |
118-310 |
116-155 |
2-155 |
2.1% |
0-103 |
0.3% |
85% |
False |
False |
570,726 |
| 80 |
118-310 |
116-155 |
2-155 |
2.1% |
0-099 |
0.3% |
85% |
False |
False |
428,899 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-031 |
|
2.618 |
119-196 |
|
1.618 |
119-101 |
|
1.000 |
119-042 |
|
0.618 |
119-006 |
|
HIGH |
118-267 |
|
0.618 |
118-231 |
|
0.500 |
118-220 |
|
0.382 |
118-209 |
|
LOW |
118-173 |
|
0.618 |
118-114 |
|
1.000 |
118-078 |
|
1.618 |
118-019 |
|
2.618 |
117-244 |
|
4.250 |
117-089 |
|
|
| Fisher Pivots for day following 20-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-220 |
118-236 |
| PP |
118-211 |
118-222 |
| S1 |
118-202 |
118-207 |
|