ECBOT 5 Year T-Note Future June 2017
Trading Metrics calculated at close of trading on 10-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2017 |
10-May-2017 |
Change |
Change % |
Previous Week |
Open |
117-315 |
117-295 |
-0-020 |
-0.1% |
118-127 |
High |
118-010 |
118-027 |
0-017 |
0.0% |
118-155 |
Low |
117-265 |
117-267 |
0-002 |
0.0% |
117-280 |
Close |
117-278 |
117-275 |
-0-002 |
0.0% |
118-035 |
Range |
0-065 |
0-080 |
0-015 |
23.0% |
0-195 |
ATR |
0-099 |
0-098 |
-0-001 |
-1.4% |
0-000 |
Volume |
567,885 |
598,323 |
30,438 |
5.4% |
3,387,757 |
|
Daily Pivots for day following 10-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-217 |
118-166 |
117-319 |
|
R3 |
118-137 |
118-086 |
117-297 |
|
R2 |
118-057 |
118-057 |
117-290 |
|
R1 |
118-006 |
118-006 |
117-282 |
117-311 |
PP |
117-297 |
117-297 |
117-297 |
117-289 |
S1 |
117-246 |
117-246 |
117-268 |
117-231 |
S2 |
117-217 |
117-217 |
117-260 |
|
S3 |
117-137 |
117-166 |
117-253 |
|
S4 |
117-057 |
117-086 |
117-231 |
|
|
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 |
118-080 |
117-265 |
0-135 |
0.4% |
0-083 |
0.2% |
7% |
False |
False |
643,839 |
10 |
118-155 |
117-265 |
0-210 |
0.6% |
0-083 |
0.2% |
5% |
False |
False |
666,407 |
20 |
118-310 |
117-265 |
1-045 |
1.0% |
0-096 |
0.3% |
3% |
False |
False |
666,591 |
40 |
118-310 |
116-185 |
2-125 |
2.0% |
0-103 |
0.3% |
54% |
False |
False |
704,006 |
60 |
118-310 |
116-155 |
2-155 |
2.1% |
0-103 |
0.3% |
55% |
False |
False |
720,723 |
80 |
118-310 |
116-155 |
2-155 |
2.1% |
0-102 |
0.3% |
55% |
False |
False |
545,474 |
100 |
118-310 |
116-155 |
2-155 |
2.1% |
0-091 |
0.2% |
55% |
False |
False |
436,395 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
119-047 |
2.618 |
118-237 |
1.618 |
118-157 |
1.000 |
118-107 |
0.618 |
118-077 |
HIGH |
118-027 |
0.618 |
117-317 |
0.500 |
117-307 |
0.382 |
117-298 |
LOW |
117-267 |
0.618 |
117-218 |
1.000 |
117-187 |
1.618 |
117-138 |
2.618 |
117-058 |
4.250 |
116-247 |
|
|
Fisher Pivots for day following 10-May-2017 |
Pivot |
1 day |
3 day |
R1 |
117-307 |
118-006 |
PP |
117-297 |
117-309 |
S1 |
117-286 |
117-292 |
|