ECBOT 5 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 04-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2017 |
04-May-2017 |
Change |
Change % |
Previous Week |
| Open |
118-147 |
118-070 |
-0-077 |
-0.2% |
118-080 |
| High |
118-150 |
118-080 |
-0-070 |
-0.2% |
118-167 |
| Low |
118-062 |
118-002 |
-0-060 |
-0.2% |
118-025 |
| Close |
118-085 |
118-027 |
-0-058 |
-0.2% |
118-130 |
| Range |
0-088 |
0-078 |
-0-010 |
-11.4% |
0-142 |
| ATR |
0-104 |
0-103 |
-0-002 |
-1.5% |
0-000 |
| Volume |
784,068 |
781,775 |
-2,293 |
-0.3% |
3,672,470 |
|
| Daily Pivots for day following 04-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-269 |
118-226 |
118-070 |
|
| R3 |
118-192 |
118-148 |
118-049 |
|
| R2 |
118-114 |
118-114 |
118-042 |
|
| R1 |
118-071 |
118-071 |
118-035 |
118-054 |
| PP |
118-037 |
118-037 |
118-037 |
118-028 |
| S1 |
117-313 |
117-313 |
118-020 |
117-296 |
| S2 |
117-279 |
117-279 |
118-013 |
|
| S3 |
117-202 |
117-236 |
118-006 |
|
| S4 |
117-124 |
117-158 |
117-305 |
|
|
| 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 |
118-002 |
0-153 |
0.4% |
0-086 |
0.2% |
16% |
False |
True |
718,005 |
| 10 |
118-253 |
118-002 |
0-250 |
0.7% |
0-089 |
0.2% |
10% |
False |
True |
689,021 |
| 20 |
118-310 |
117-225 |
1-085 |
1.1% |
0-106 |
0.3% |
30% |
False |
False |
701,955 |
| 40 |
118-310 |
116-155 |
2-155 |
2.1% |
0-102 |
0.3% |
64% |
False |
False |
708,628 |
| 60 |
118-310 |
116-155 |
2-155 |
2.1% |
0-103 |
0.3% |
64% |
False |
False |
682,353 |
| 80 |
118-310 |
116-155 |
2-155 |
2.1% |
0-103 |
0.3% |
64% |
False |
False |
515,024 |
| 100 |
118-310 |
116-155 |
2-155 |
2.1% |
0-088 |
0.2% |
64% |
False |
False |
412,021 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-089 |
|
2.618 |
118-283 |
|
1.618 |
118-205 |
|
1.000 |
118-158 |
|
0.618 |
118-128 |
|
HIGH |
118-080 |
|
0.618 |
118-050 |
|
0.500 |
118-041 |
|
0.382 |
118-032 |
|
LOW |
118-002 |
|
0.618 |
117-275 |
|
1.000 |
117-245 |
|
1.618 |
117-197 |
|
2.618 |
117-120 |
|
4.250 |
116-313 |
|
|
| Fisher Pivots for day following 04-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-041 |
118-079 |
| PP |
118-037 |
118-062 |
| S1 |
118-032 |
118-045 |
|