ECBOT 5 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 21-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2017 |
21-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
118-247 |
118-207 |
-0-040 |
-0.1% |
118-310 |
| High |
118-267 |
118-253 |
-0-015 |
0.0% |
118-310 |
| Low |
118-173 |
118-185 |
0-012 |
0.0% |
118-162 |
| Close |
118-193 |
118-215 |
0-022 |
0.1% |
118-215 |
| Range |
0-095 |
0-068 |
-0-027 |
-28.9% |
0-148 |
| ATR |
0-114 |
0-111 |
-0-003 |
-2.9% |
0-000 |
| Volume |
725,529 |
540,042 |
-185,487 |
-25.6% |
3,166,933 |
|
| Daily Pivots for day following 21-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-100 |
119-065 |
118-252 |
|
| R3 |
119-033 |
118-318 |
118-234 |
|
| R2 |
118-285 |
118-285 |
118-227 |
|
| R1 |
118-250 |
118-250 |
118-221 |
118-268 |
| PP |
118-218 |
118-218 |
118-218 |
118-226 |
| S1 |
118-182 |
118-182 |
118-209 |
118-200 |
| S2 |
118-150 |
118-150 |
118-203 |
|
| S3 |
118-082 |
118-115 |
118-196 |
|
| S4 |
118-015 |
118-047 |
118-178 |
|
|
| Weekly Pivots for week ending 21-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-032 |
119-271 |
118-296 |
|
| R3 |
119-204 |
119-123 |
118-256 |
|
| R2 |
119-057 |
119-057 |
118-242 |
|
| R1 |
118-296 |
118-296 |
118-229 |
118-263 |
| PP |
118-229 |
118-229 |
118-229 |
118-213 |
| S1 |
118-148 |
118-148 |
118-201 |
118-115 |
| S2 |
118-082 |
118-082 |
118-188 |
|
| S3 |
117-254 |
118-001 |
118-174 |
|
| S4 |
117-107 |
117-173 |
118-134 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-310 |
118-162 |
0-148 |
0.4% |
0-108 |
0.3% |
36% |
False |
False |
633,386 |
| 10 |
118-310 |
117-225 |
1-085 |
1.1% |
0-122 |
0.3% |
77% |
False |
False |
707,944 |
| 20 |
118-310 |
117-142 |
1-168 |
1.3% |
0-109 |
0.3% |
81% |
False |
False |
705,524 |
| 40 |
118-310 |
116-155 |
2-155 |
2.1% |
0-106 |
0.3% |
88% |
False |
False |
760,043 |
| 60 |
118-310 |
116-155 |
2-155 |
2.1% |
0-103 |
0.3% |
88% |
False |
False |
579,550 |
| 80 |
118-310 |
116-155 |
2-155 |
2.1% |
0-100 |
0.3% |
88% |
False |
False |
435,649 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-219 |
|
2.618 |
119-109 |
|
1.618 |
119-042 |
|
1.000 |
119-000 |
|
0.618 |
118-294 |
|
HIGH |
118-253 |
|
0.618 |
118-227 |
|
0.500 |
118-219 |
|
0.382 |
118-211 |
|
LOW |
118-185 |
|
0.618 |
118-143 |
|
1.000 |
118-117 |
|
1.618 |
118-076 |
|
2.618 |
118-008 |
|
4.250 |
117-218 |
|
|
| Fisher Pivots for day following 21-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-219 |
118-239 |
| PP |
118-218 |
118-231 |
| S1 |
118-216 |
118-223 |
|