ECBOT 5 Year T-Note Future June 2017
Trading Metrics calculated at close of trading on 27-Apr-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2017 |
27-Apr-2017 |
Change |
Change % |
Previous Week |
Open |
118-070 |
118-102 |
0-032 |
0.1% |
118-310 |
High |
118-115 |
118-147 |
0-032 |
0.1% |
118-310 |
Low |
118-038 |
118-082 |
0-045 |
0.1% |
118-162 |
Close |
118-102 |
118-125 |
0-022 |
0.1% |
118-215 |
Range |
0-078 |
0-065 |
-0-013 |
-16.1% |
0-148 |
ATR |
0-113 |
0-110 |
-0-003 |
-3.0% |
0-000 |
Volume |
794,777 |
636,628 |
-158,149 |
-19.9% |
3,166,933 |
|
Daily Pivots for day following 27-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-313 |
118-284 |
118-161 |
|
R3 |
118-248 |
118-219 |
118-143 |
|
R2 |
118-183 |
118-183 |
118-137 |
|
R1 |
118-154 |
118-154 |
118-131 |
118-169 |
PP |
118-118 |
118-118 |
118-118 |
118-126 |
S1 |
118-089 |
118-089 |
118-119 |
118-104 |
S2 |
118-053 |
118-053 |
118-113 |
|
S3 |
117-308 |
118-024 |
118-107 |
|
S4 |
117-243 |
117-279 |
118-089 |
|
|
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 |
118-253 |
118-025 |
0-228 |
0.6% |
0-092 |
0.2% |
44% |
False |
False |
660,038 |
10 |
118-310 |
118-025 |
0-285 |
0.8% |
0-102 |
0.3% |
35% |
False |
False |
661,912 |
20 |
118-310 |
117-158 |
1-153 |
1.2% |
0-109 |
0.3% |
61% |
False |
False |
718,709 |
40 |
118-310 |
116-155 |
2-155 |
2.1% |
0-103 |
0.3% |
77% |
False |
False |
716,411 |
60 |
118-310 |
116-155 |
2-155 |
2.1% |
0-104 |
0.3% |
77% |
False |
False |
624,983 |
80 |
118-310 |
116-155 |
2-155 |
2.1% |
0-105 |
0.3% |
77% |
False |
False |
470,151 |
100 |
118-310 |
116-155 |
2-155 |
2.1% |
0-084 |
0.2% |
77% |
False |
False |
376,121 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
119-104 |
2.618 |
118-318 |
1.618 |
118-253 |
1.000 |
118-212 |
0.618 |
118-188 |
HIGH |
118-147 |
0.618 |
118-123 |
0.500 |
118-115 |
0.382 |
118-107 |
LOW |
118-082 |
0.618 |
118-042 |
1.000 |
118-018 |
1.618 |
117-297 |
2.618 |
117-232 |
4.250 |
117-126 |
|
|
Fisher Pivots for day following 27-Apr-2017 |
Pivot |
1 day |
3 day |
R1 |
118-122 |
118-116 |
PP |
118-118 |
118-107 |
S1 |
118-115 |
118-099 |
|