ECBOT 5 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 05-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2017 |
05-May-2017 |
Change |
Change % |
Previous Week |
| Open |
118-070 |
118-020 |
-0-050 |
-0.1% |
118-127 |
| High |
118-080 |
118-062 |
-0-018 |
0.0% |
118-155 |
| Low |
118-002 |
117-280 |
-0-042 |
-0.1% |
117-280 |
| Close |
118-027 |
118-035 |
0-008 |
0.0% |
118-035 |
| Range |
0-078 |
0-102 |
0-025 |
32.2% |
0-195 |
| ATR |
0-103 |
0-103 |
0-000 |
0.0% |
0-000 |
| Volume |
781,775 |
710,051 |
-71,724 |
-9.2% |
3,387,757 |
|
| Daily Pivots for day following 05-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-007 |
118-283 |
118-091 |
|
| R3 |
118-224 |
118-181 |
118-063 |
|
| R2 |
118-122 |
118-122 |
118-054 |
|
| R1 |
118-078 |
118-078 |
118-044 |
118-100 |
| PP |
118-019 |
118-019 |
118-019 |
118-030 |
| S1 |
117-296 |
117-296 |
118-026 |
117-318 |
| S2 |
117-237 |
117-237 |
118-016 |
|
| S3 |
117-134 |
117-193 |
118-007 |
|
| S4 |
117-032 |
117-091 |
117-299 |
|
|
| Weekly Pivots for week ending 05-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-315 |
119-210 |
118-142 |
|
| R3 |
119-120 |
119-015 |
118-089 |
|
| R2 |
118-245 |
118-245 |
118-071 |
|
| R1 |
118-140 |
118-140 |
118-053 |
118-095 |
| PP |
118-050 |
118-050 |
118-050 |
118-028 |
| S1 |
117-265 |
117-265 |
118-017 |
117-220 |
| S2 |
117-175 |
117-175 |
117-319 |
|
| S3 |
116-300 |
117-070 |
117-301 |
|
| S4 |
116-105 |
116-195 |
117-248 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-155 |
117-280 |
0-195 |
0.5% |
0-089 |
0.2% |
38% |
False |
True |
677,551 |
| 10 |
118-167 |
117-280 |
0-207 |
0.5% |
0-092 |
0.2% |
36% |
False |
True |
706,022 |
| 20 |
118-310 |
117-225 |
1-085 |
1.1% |
0-107 |
0.3% |
32% |
False |
False |
706,983 |
| 40 |
118-310 |
116-155 |
2-155 |
2.1% |
0-103 |
0.3% |
65% |
False |
False |
709,139 |
| 60 |
118-310 |
116-155 |
2-155 |
2.1% |
0-103 |
0.3% |
65% |
False |
False |
693,864 |
| 80 |
118-310 |
116-155 |
2-155 |
2.1% |
0-104 |
0.3% |
65% |
False |
False |
523,899 |
| 100 |
118-310 |
116-155 |
2-155 |
2.1% |
0-090 |
0.2% |
65% |
False |
False |
419,122 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-178 |
|
2.618 |
119-011 |
|
1.618 |
118-228 |
|
1.000 |
118-165 |
|
0.618 |
118-126 |
|
HIGH |
118-062 |
|
0.618 |
118-023 |
|
0.500 |
118-011 |
|
0.382 |
117-319 |
|
LOW |
117-280 |
|
0.618 |
117-217 |
|
1.000 |
117-178 |
|
1.618 |
117-114 |
|
2.618 |
117-012 |
|
4.250 |
116-164 |
|
|
| Fisher Pivots for day following 05-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-027 |
118-055 |
| PP |
118-019 |
118-048 |
| S1 |
118-011 |
118-042 |
|