ECBOT 5 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 26-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2017 |
26-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
118-153 |
118-070 |
-0-082 |
-0.2% |
118-310 |
| High |
118-160 |
118-115 |
-0-045 |
-0.1% |
118-310 |
| Low |
118-053 |
118-038 |
-0-015 |
0.0% |
118-162 |
| Close |
118-078 |
118-102 |
0-025 |
0.1% |
118-215 |
| Range |
0-107 |
0-078 |
-0-030 |
-27.9% |
0-148 |
| ATR |
0-116 |
0-113 |
-0-003 |
-2.4% |
0-000 |
| Volume |
573,548 |
794,777 |
221,229 |
38.6% |
3,166,933 |
|
| Daily Pivots for day following 26-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-318 |
118-288 |
118-145 |
|
| R3 |
118-240 |
118-210 |
118-124 |
|
| R2 |
118-163 |
118-163 |
118-117 |
|
| R1 |
118-133 |
118-133 |
118-110 |
118-148 |
| PP |
118-085 |
118-085 |
118-085 |
118-093 |
| S1 |
118-055 |
118-055 |
118-095 |
118-070 |
| S2 |
118-007 |
118-007 |
118-088 |
|
| S3 |
117-250 |
117-297 |
118-081 |
|
| S4 |
117-172 |
117-220 |
118-060 |
|
|
| 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 |
118-267 |
118-025 |
0-242 |
0.6% |
0-098 |
0.3% |
32% |
False |
False |
677,818 |
| 10 |
118-310 |
118-025 |
0-285 |
0.8% |
0-109 |
0.3% |
27% |
False |
False |
666,775 |
| 20 |
118-310 |
117-147 |
1-163 |
1.3% |
0-110 |
0.3% |
57% |
False |
False |
716,574 |
| 40 |
118-310 |
116-155 |
2-155 |
2.1% |
0-104 |
0.3% |
74% |
False |
False |
729,318 |
| 60 |
118-310 |
116-155 |
2-155 |
2.1% |
0-105 |
0.3% |
74% |
False |
False |
614,602 |
| 80 |
118-310 |
116-155 |
2-155 |
2.1% |
0-104 |
0.3% |
74% |
False |
False |
462,193 |
| 100 |
118-310 |
116-155 |
2-155 |
2.1% |
0-084 |
0.2% |
74% |
False |
False |
369,755 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-124 |
|
2.618 |
118-318 |
|
1.618 |
118-240 |
|
1.000 |
118-193 |
|
0.618 |
118-163 |
|
HIGH |
118-115 |
|
0.618 |
118-085 |
|
0.500 |
118-076 |
|
0.382 |
118-067 |
|
LOW |
118-038 |
|
0.618 |
117-310 |
|
1.000 |
117-280 |
|
1.618 |
117-232 |
|
2.618 |
117-155 |
|
4.250 |
117-028 |
|
|
| Fisher Pivots for day following 26-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-094 |
118-100 |
| PP |
118-085 |
118-098 |
| S1 |
118-076 |
118-096 |
|