ECBOT 5 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 28-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2017 |
28-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
118-102 |
118-125 |
0-022 |
0.1% |
118-080 |
| High |
118-147 |
118-142 |
-0-005 |
0.0% |
118-167 |
| Low |
118-082 |
118-053 |
-0-030 |
-0.1% |
118-025 |
| Close |
118-125 |
118-130 |
0-005 |
0.0% |
118-130 |
| Range |
0-065 |
0-090 |
0-025 |
38.5% |
0-142 |
| ATR |
0-110 |
0-108 |
-0-001 |
-1.3% |
0-000 |
| Volume |
636,628 |
912,322 |
275,694 |
43.3% |
3,672,470 |
|
| Daily Pivots for day following 28-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-058 |
119-024 |
118-180 |
|
| R3 |
118-288 |
118-254 |
118-155 |
|
| R2 |
118-198 |
118-198 |
118-147 |
|
| R1 |
118-164 |
118-164 |
118-138 |
118-181 |
| PP |
118-108 |
118-108 |
118-108 |
118-117 |
| S1 |
118-074 |
118-074 |
118-122 |
118-091 |
| S2 |
118-018 |
118-018 |
118-114 |
|
| S3 |
117-248 |
117-304 |
118-105 |
|
| S4 |
117-158 |
117-214 |
118-081 |
|
|
| Weekly Pivots for week ending 28-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-215 |
119-155 |
118-208 |
|
| R3 |
119-072 |
119-013 |
118-169 |
|
| R2 |
118-250 |
118-250 |
118-156 |
|
| R1 |
118-190 |
118-190 |
118-143 |
118-220 |
| PP |
118-107 |
118-107 |
118-107 |
118-122 |
| S1 |
118-048 |
118-048 |
118-117 |
118-078 |
| S2 |
117-285 |
117-285 |
118-104 |
|
| S3 |
117-143 |
117-225 |
118-091 |
|
| S4 |
117-000 |
117-083 |
118-052 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-167 |
118-025 |
0-142 |
0.4% |
0-096 |
0.3% |
74% |
False |
False |
734,494 |
| 10 |
118-310 |
118-025 |
0-285 |
0.8% |
0-102 |
0.3% |
37% |
False |
False |
683,940 |
| 20 |
118-310 |
117-162 |
1-148 |
1.2% |
0-110 |
0.3% |
61% |
False |
False |
730,047 |
| 40 |
118-310 |
116-155 |
2-155 |
2.1% |
0-102 |
0.3% |
77% |
False |
False |
714,150 |
| 60 |
118-310 |
116-155 |
2-155 |
2.1% |
0-104 |
0.3% |
77% |
False |
False |
639,780 |
| 80 |
118-310 |
116-155 |
2-155 |
2.1% |
0-105 |
0.3% |
77% |
False |
False |
481,555 |
| 100 |
118-310 |
116-155 |
2-155 |
2.1% |
0-085 |
0.2% |
77% |
False |
False |
385,244 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-205 |
|
2.618 |
119-058 |
|
1.618 |
118-288 |
|
1.000 |
118-232 |
|
0.618 |
118-198 |
|
HIGH |
118-142 |
|
0.618 |
118-108 |
|
0.500 |
118-098 |
|
0.382 |
118-087 |
|
LOW |
118-053 |
|
0.618 |
117-317 |
|
1.000 |
117-283 |
|
1.618 |
117-227 |
|
2.618 |
117-137 |
|
4.250 |
116-310 |
|
|
| Fisher Pivots for day following 28-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-119 |
118-118 |
| PP |
118-108 |
118-105 |
| S1 |
118-098 |
118-092 |
|