ECBOT 5 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 11-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2017 |
11-May-2017 |
Change |
Change % |
Previous Week |
| Open |
117-295 |
117-273 |
-0-022 |
-0.1% |
118-127 |
| High |
118-027 |
117-315 |
-0-032 |
-0.1% |
118-155 |
| Low |
117-267 |
117-253 |
-0-015 |
0.0% |
117-280 |
| Close |
117-275 |
117-295 |
0-020 |
0.1% |
118-035 |
| Range |
0-080 |
0-062 |
-0-018 |
-21.9% |
0-195 |
| ATR |
0-098 |
0-095 |
-0-003 |
-2.6% |
0-000 |
| Volume |
598,323 |
709,162 |
110,839 |
18.5% |
3,387,757 |
|
| Daily Pivots for day following 11-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-155 |
118-127 |
118-009 |
|
| R3 |
118-093 |
118-065 |
117-312 |
|
| R2 |
118-030 |
118-030 |
117-306 |
|
| R1 |
118-003 |
118-003 |
117-301 |
118-016 |
| PP |
117-288 |
117-288 |
117-288 |
117-294 |
| S1 |
117-260 |
117-260 |
117-289 |
117-274 |
| S2 |
117-225 |
117-225 |
117-284 |
|
| S3 |
117-163 |
117-198 |
117-278 |
|
| S4 |
117-100 |
117-135 |
117-261 |
|
|
| 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 |
118-067 |
117-253 |
0-135 |
0.4% |
0-080 |
0.2% |
31% |
False |
True |
629,316 |
| 10 |
118-155 |
117-253 |
0-222 |
0.6% |
0-083 |
0.2% |
19% |
False |
True |
673,661 |
| 20 |
118-310 |
117-253 |
1-058 |
1.0% |
0-092 |
0.2% |
11% |
False |
True |
667,786 |
| 40 |
118-310 |
116-295 |
2-015 |
1.7% |
0-099 |
0.3% |
49% |
False |
False |
695,234 |
| 60 |
118-310 |
116-155 |
2-155 |
2.1% |
0-102 |
0.3% |
58% |
False |
False |
730,654 |
| 80 |
118-310 |
116-155 |
2-155 |
2.1% |
0-102 |
0.3% |
58% |
False |
False |
554,308 |
| 100 |
118-310 |
116-155 |
2-155 |
2.1% |
0-092 |
0.2% |
58% |
False |
False |
443,487 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-261 |
|
2.618 |
118-159 |
|
1.618 |
118-096 |
|
1.000 |
118-058 |
|
0.618 |
118-034 |
|
HIGH |
117-315 |
|
0.618 |
117-291 |
|
0.500 |
117-284 |
|
0.382 |
117-276 |
|
LOW |
117-253 |
|
0.618 |
117-214 |
|
1.000 |
117-190 |
|
1.618 |
117-151 |
|
2.618 |
117-089 |
|
4.250 |
116-307 |
|
|
| Fisher Pivots for day following 11-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
117-291 |
117-300 |
| PP |
117-288 |
117-298 |
| S1 |
117-284 |
117-297 |
|