ECBOT 5 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 02-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2017 |
02-May-2017 |
Change |
Change % |
Previous Week |
| Open |
118-127 |
118-100 |
-0-027 |
-0.1% |
118-080 |
| High |
118-145 |
118-155 |
0-010 |
0.0% |
118-167 |
| Low |
118-062 |
118-062 |
0-000 |
0.0% |
118-025 |
| Close |
118-085 |
118-140 |
0-055 |
0.1% |
118-130 |
| Range |
0-082 |
0-093 |
0-010 |
12.1% |
0-142 |
| ATR |
0-106 |
0-105 |
-0-001 |
-0.9% |
0-000 |
| Volume |
508,444 |
603,419 |
94,975 |
18.7% |
3,672,470 |
|
| Daily Pivots for day following 02-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-077 |
119-041 |
118-191 |
|
| R3 |
118-304 |
118-268 |
118-165 |
|
| R2 |
118-212 |
118-212 |
118-157 |
|
| R1 |
118-176 |
118-176 |
118-148 |
118-194 |
| PP |
118-119 |
118-119 |
118-119 |
118-128 |
| S1 |
118-083 |
118-083 |
118-132 |
118-101 |
| S2 |
118-027 |
118-027 |
118-123 |
|
| S3 |
117-254 |
117-311 |
118-115 |
|
| S4 |
117-162 |
117-218 |
118-089 |
|
|
| 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 |
118-155 |
118-038 |
0-118 |
0.3% |
0-081 |
0.2% |
87% |
True |
False |
691,118 |
| 10 |
118-305 |
118-025 |
0-280 |
0.7% |
0-091 |
0.2% |
41% |
False |
False |
664,917 |
| 20 |
118-310 |
117-225 |
1-085 |
1.1% |
0-108 |
0.3% |
58% |
False |
False |
704,593 |
| 40 |
118-310 |
116-155 |
2-155 |
2.1% |
0-103 |
0.3% |
79% |
False |
False |
704,088 |
| 60 |
118-310 |
116-155 |
2-155 |
2.1% |
0-103 |
0.3% |
79% |
False |
False |
657,525 |
| 80 |
118-310 |
116-155 |
2-155 |
2.1% |
0-104 |
0.3% |
79% |
False |
False |
495,451 |
| 100 |
118-310 |
116-155 |
2-155 |
2.1% |
0-087 |
0.2% |
79% |
False |
False |
396,363 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-228 |
|
2.618 |
119-077 |
|
1.618 |
118-305 |
|
1.000 |
118-248 |
|
0.618 |
118-212 |
|
HIGH |
118-155 |
|
0.618 |
118-120 |
|
0.500 |
118-109 |
|
0.382 |
118-098 |
|
LOW |
118-062 |
|
0.618 |
118-005 |
|
1.000 |
117-290 |
|
1.618 |
117-233 |
|
2.618 |
117-140 |
|
4.250 |
116-309 |
|
|
| Fisher Pivots for day following 02-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-130 |
118-128 |
| PP |
118-119 |
118-116 |
| S1 |
118-109 |
118-104 |
|