ECBOT 5 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 03-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2017 |
03-May-2017 |
Change |
Change % |
Previous Week |
| Open |
118-100 |
118-147 |
0-047 |
0.1% |
118-080 |
| High |
118-155 |
118-150 |
-0-005 |
0.0% |
118-167 |
| Low |
118-062 |
118-062 |
0-000 |
0.0% |
118-025 |
| Close |
118-140 |
118-085 |
-0-055 |
-0.1% |
118-130 |
| Range |
0-093 |
0-088 |
-0-005 |
-5.4% |
0-142 |
| ATR |
0-105 |
0-104 |
-0-001 |
-1.2% |
0-000 |
| Volume |
603,419 |
784,068 |
180,649 |
29.9% |
3,672,470 |
|
| Daily Pivots for day following 03-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-042 |
118-311 |
118-133 |
|
| R3 |
118-274 |
118-223 |
118-109 |
|
| R2 |
118-187 |
118-187 |
118-101 |
|
| R1 |
118-136 |
118-136 |
118-093 |
118-118 |
| PP |
118-099 |
118-099 |
118-099 |
118-090 |
| S1 |
118-048 |
118-048 |
118-077 |
118-030 |
| S2 |
118-012 |
118-012 |
118-069 |
|
| S3 |
117-244 |
117-281 |
118-061 |
|
| S4 |
117-157 |
117-193 |
118-037 |
|
|
| 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 |
118-053 |
0-102 |
0.3% |
0-084 |
0.2% |
32% |
False |
False |
688,976 |
| 10 |
118-267 |
118-025 |
0-242 |
0.6% |
0-091 |
0.2% |
25% |
False |
False |
683,397 |
| 20 |
118-310 |
117-225 |
1-085 |
1.1% |
0-108 |
0.3% |
44% |
False |
False |
709,862 |
| 40 |
118-310 |
116-155 |
2-155 |
2.1% |
0-103 |
0.3% |
72% |
False |
False |
711,428 |
| 60 |
118-310 |
116-155 |
2-155 |
2.1% |
0-103 |
0.3% |
72% |
False |
False |
670,207 |
| 80 |
118-310 |
116-155 |
2-155 |
2.1% |
0-103 |
0.3% |
72% |
False |
False |
505,252 |
| 100 |
118-310 |
116-155 |
2-155 |
2.1% |
0-088 |
0.2% |
72% |
False |
False |
404,203 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-202 |
|
2.618 |
119-059 |
|
1.618 |
118-292 |
|
1.000 |
118-238 |
|
0.618 |
118-204 |
|
HIGH |
118-150 |
|
0.618 |
118-117 |
|
0.500 |
118-106 |
|
0.382 |
118-096 |
|
LOW |
118-062 |
|
0.618 |
118-008 |
|
1.000 |
117-295 |
|
1.618 |
117-241 |
|
2.618 |
117-153 |
|
4.250 |
117-011 |
|
|
| Fisher Pivots for day following 03-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-106 |
118-109 |
| PP |
118-099 |
118-101 |
| S1 |
118-092 |
118-093 |
|