ECBOT 5 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 25-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2017 |
25-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
118-080 |
118-153 |
0-073 |
0.2% |
118-310 |
| High |
118-167 |
118-160 |
-0-007 |
0.0% |
118-310 |
| Low |
118-025 |
118-053 |
0-028 |
0.1% |
118-162 |
| Close |
118-150 |
118-078 |
-0-073 |
-0.2% |
118-215 |
| Range |
0-142 |
0-107 |
-0-035 |
-24.6% |
0-148 |
| ATR |
0-116 |
0-116 |
-0-001 |
-0.5% |
0-000 |
| Volume |
755,195 |
573,548 |
-181,647 |
-24.1% |
3,166,933 |
|
| Daily Pivots for day following 25-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-099 |
119-036 |
118-137 |
|
| R3 |
118-312 |
118-248 |
118-107 |
|
| R2 |
118-204 |
118-204 |
118-097 |
|
| R1 |
118-141 |
118-141 |
118-087 |
118-119 |
| PP |
118-097 |
118-097 |
118-097 |
118-086 |
| S1 |
118-033 |
118-033 |
118-068 |
118-011 |
| S2 |
117-309 |
117-309 |
118-058 |
|
| S3 |
117-202 |
117-246 |
118-048 |
|
| S4 |
117-094 |
117-138 |
118-018 |
|
|
| 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 |
118-305 |
118-025 |
0-280 |
0.7% |
0-100 |
0.3% |
19% |
False |
False |
638,716 |
| 10 |
118-310 |
117-280 |
1-030 |
0.9% |
0-115 |
0.3% |
34% |
False |
False |
661,972 |
| 20 |
118-310 |
117-147 |
1-163 |
1.3% |
0-112 |
0.3% |
52% |
False |
False |
716,531 |
| 40 |
118-310 |
116-155 |
2-155 |
2.1% |
0-107 |
0.3% |
71% |
False |
False |
743,255 |
| 60 |
118-310 |
116-155 |
2-155 |
2.1% |
0-104 |
0.3% |
71% |
False |
False |
601,398 |
| 80 |
118-310 |
116-155 |
2-155 |
2.1% |
0-103 |
0.3% |
71% |
False |
False |
452,259 |
| 100 |
118-310 |
116-155 |
2-155 |
2.1% |
0-083 |
0.2% |
71% |
False |
False |
361,807 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-297 |
|
2.618 |
119-121 |
|
1.618 |
119-014 |
|
1.000 |
118-267 |
|
0.618 |
118-226 |
|
HIGH |
118-160 |
|
0.618 |
118-119 |
|
0.500 |
118-106 |
|
0.382 |
118-094 |
|
LOW |
118-053 |
|
0.618 |
117-306 |
|
1.000 |
117-265 |
|
1.618 |
117-199 |
|
2.618 |
117-091 |
|
4.250 |
116-236 |
|
|
| Fisher Pivots for day following 25-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-106 |
118-139 |
| PP |
118-097 |
118-118 |
| S1 |
118-087 |
118-098 |
|