ECBOT 5 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 15-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2017 |
15-May-2017 |
Change |
Change % |
Previous Week |
| Open |
117-313 |
118-102 |
0-110 |
0.3% |
118-010 |
| High |
118-115 |
118-125 |
0-010 |
0.0% |
118-115 |
| Low |
117-307 |
118-073 |
0-085 |
0.2% |
117-253 |
| Close |
118-095 |
118-090 |
-0-005 |
0.0% |
118-095 |
| Range |
0-128 |
0-052 |
-0-075 |
-58.8% |
0-182 |
| ATR |
0-098 |
0-095 |
-0-003 |
-3.3% |
0-000 |
| Volume |
758,486 |
509,084 |
-249,402 |
-32.9% |
3,195,019 |
|
| Daily Pivots for day following 15-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-253 |
118-224 |
118-119 |
|
| R3 |
118-201 |
118-172 |
118-104 |
|
| R2 |
118-148 |
118-148 |
118-100 |
|
| R1 |
118-119 |
118-119 |
118-095 |
118-108 |
| PP |
118-096 |
118-096 |
118-096 |
118-090 |
| S1 |
118-067 |
118-067 |
118-085 |
118-055 |
| S2 |
118-043 |
118-043 |
118-080 |
|
| S3 |
117-311 |
118-014 |
118-076 |
|
| S4 |
117-258 |
117-282 |
118-061 |
|
|
| Weekly Pivots for week ending 12-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-275 |
119-207 |
118-195 |
|
| R3 |
119-093 |
119-025 |
118-145 |
|
| R2 |
118-230 |
118-230 |
118-128 |
|
| R1 |
118-163 |
118-163 |
118-112 |
118-196 |
| PP |
118-048 |
118-048 |
118-048 |
118-064 |
| S1 |
117-300 |
117-300 |
118-078 |
118-014 |
| S2 |
117-185 |
117-185 |
118-062 |
|
| S3 |
117-003 |
117-118 |
118-045 |
|
| S4 |
116-140 |
116-255 |
117-315 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-125 |
117-253 |
0-192 |
0.5% |
0-078 |
0.2% |
82% |
True |
False |
628,588 |
| 10 |
118-155 |
117-253 |
0-222 |
0.6% |
0-084 |
0.2% |
71% |
False |
False |
658,341 |
| 20 |
118-307 |
117-253 |
1-055 |
1.0% |
0-090 |
0.2% |
42% |
False |
False |
670,549 |
| 40 |
118-310 |
117-033 |
1-278 |
1.6% |
0-099 |
0.3% |
63% |
False |
False |
696,527 |
| 60 |
118-310 |
116-155 |
2-155 |
2.1% |
0-101 |
0.3% |
72% |
False |
False |
749,028 |
| 80 |
118-310 |
116-155 |
2-155 |
2.1% |
0-101 |
0.3% |
72% |
False |
False |
570,100 |
| 100 |
118-310 |
116-155 |
2-155 |
2.1% |
0-094 |
0.2% |
72% |
False |
False |
456,163 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-028 |
|
2.618 |
118-262 |
|
1.618 |
118-210 |
|
1.000 |
118-177 |
|
0.618 |
118-157 |
|
HIGH |
118-125 |
|
0.618 |
118-105 |
|
0.500 |
118-099 |
|
0.382 |
118-093 |
|
LOW |
118-073 |
|
0.618 |
118-040 |
|
1.000 |
118-020 |
|
1.618 |
117-308 |
|
2.618 |
117-255 |
|
4.250 |
117-169 |
|
|
| Fisher Pivots for day following 15-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-099 |
118-070 |
| PP |
118-096 |
118-049 |
| S1 |
118-093 |
118-029 |
|