ECBOT 5 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 08-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2017 |
08-May-2017 |
Change |
Change % |
Previous Week |
| Open |
118-020 |
118-010 |
-0-010 |
0.0% |
118-127 |
| High |
118-062 |
118-067 |
0-005 |
0.0% |
118-155 |
| Low |
117-280 |
117-300 |
0-020 |
0.1% |
117-280 |
| Close |
118-035 |
118-010 |
-0-025 |
-0.1% |
118-035 |
| Range |
0-102 |
0-087 |
-0-015 |
-14.6% |
0-195 |
| ATR |
0-103 |
0-101 |
-0-001 |
-1.0% |
0-000 |
| Volume |
710,051 |
561,163 |
-148,888 |
-21.0% |
3,387,757 |
|
| Daily Pivots for day following 08-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-282 |
118-233 |
118-058 |
|
| R3 |
118-194 |
118-146 |
118-034 |
|
| R2 |
118-107 |
118-107 |
118-026 |
|
| R1 |
118-058 |
118-058 |
118-018 |
118-054 |
| PP |
118-019 |
118-019 |
118-019 |
118-017 |
| S1 |
117-291 |
117-291 |
118-002 |
117-286 |
| S2 |
117-252 |
117-252 |
117-314 |
|
| S3 |
117-164 |
117-203 |
117-306 |
|
| S4 |
117-077 |
117-116 |
117-282 |
|
|
| 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% |
0-090 |
0.2% |
26% |
False |
False |
688,095 |
| 10 |
118-160 |
117-280 |
0-200 |
0.5% |
0-087 |
0.2% |
25% |
False |
False |
686,619 |
| 20 |
118-310 |
117-225 |
1-085 |
1.1% |
0-100 |
0.3% |
26% |
False |
False |
677,477 |
| 40 |
118-310 |
116-162 |
2-148 |
2.1% |
0-103 |
0.3% |
62% |
False |
False |
700,525 |
| 60 |
118-310 |
116-155 |
2-155 |
2.1% |
0-102 |
0.3% |
62% |
False |
False |
702,763 |
| 80 |
118-310 |
116-155 |
2-155 |
2.1% |
0-104 |
0.3% |
62% |
False |
False |
530,912 |
| 100 |
118-310 |
116-155 |
2-155 |
2.1% |
0-090 |
0.2% |
62% |
False |
False |
424,733 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-119 |
|
2.618 |
118-297 |
|
1.618 |
118-209 |
|
1.000 |
118-155 |
|
0.618 |
118-122 |
|
HIGH |
118-067 |
|
0.618 |
118-034 |
|
0.500 |
118-024 |
|
0.382 |
118-013 |
|
LOW |
117-300 |
|
0.618 |
117-246 |
|
1.000 |
117-213 |
|
1.618 |
117-158 |
|
2.618 |
117-071 |
|
4.250 |
116-248 |
|
|
| Fisher Pivots for day following 08-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-024 |
118-020 |
| PP |
118-019 |
118-017 |
| S1 |
118-015 |
118-013 |
|