ECBOT 5 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 01-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2017 |
01-May-2017 |
Change |
Change % |
Previous Week |
| Open |
118-125 |
118-127 |
0-002 |
0.0% |
118-080 |
| High |
118-142 |
118-145 |
0-002 |
0.0% |
118-167 |
| Low |
118-053 |
118-062 |
0-010 |
0.0% |
118-025 |
| Close |
118-130 |
118-085 |
-0-045 |
-0.1% |
118-130 |
| Range |
0-090 |
0-082 |
-0-007 |
-8.3% |
0-142 |
| ATR |
0-108 |
0-106 |
-0-002 |
-1.7% |
0-000 |
| Volume |
912,322 |
508,444 |
-403,878 |
-44.3% |
3,672,470 |
|
| Daily Pivots for day following 01-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-025 |
118-297 |
118-130 |
|
| R3 |
118-262 |
118-215 |
118-108 |
|
| R2 |
118-180 |
118-180 |
118-100 |
|
| R1 |
118-132 |
118-132 |
118-093 |
118-115 |
| PP |
118-097 |
118-097 |
118-097 |
118-089 |
| S1 |
118-050 |
118-050 |
118-077 |
118-032 |
| S2 |
118-015 |
118-015 |
118-070 |
|
| S3 |
117-253 |
117-287 |
118-062 |
|
| S4 |
117-170 |
117-205 |
118-040 |
|
|
| 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 |
118-160 |
118-038 |
0-122 |
0.3% |
0-084 |
0.2% |
39% |
False |
False |
685,143 |
| 10 |
118-307 |
118-025 |
0-282 |
0.7% |
0-096 |
0.3% |
21% |
False |
False |
682,756 |
| 20 |
118-310 |
117-215 |
1-095 |
1.1% |
0-110 |
0.3% |
46% |
False |
False |
712,757 |
| 40 |
118-310 |
116-155 |
2-155 |
2.1% |
0-102 |
0.3% |
72% |
False |
False |
704,427 |
| 60 |
118-310 |
116-155 |
2-155 |
2.1% |
0-104 |
0.3% |
72% |
False |
False |
648,117 |
| 80 |
118-310 |
116-155 |
2-155 |
2.1% |
0-105 |
0.3% |
72% |
False |
False |
487,911 |
| 100 |
118-310 |
116-155 |
2-155 |
2.1% |
0-086 |
0.2% |
72% |
False |
False |
390,329 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-176 |
|
2.618 |
119-041 |
|
1.618 |
118-278 |
|
1.000 |
118-227 |
|
0.618 |
118-196 |
|
HIGH |
118-145 |
|
0.618 |
118-113 |
|
0.500 |
118-104 |
|
0.382 |
118-094 |
|
LOW |
118-062 |
|
0.618 |
118-012 |
|
1.000 |
117-300 |
|
1.618 |
117-249 |
|
2.618 |
117-167 |
|
4.250 |
117-032 |
|
|
| Fisher Pivots for day following 01-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-104 |
118-100 |
| PP |
118-097 |
118-095 |
| S1 |
118-091 |
118-090 |
|