ECBOT 5 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 16-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2017 |
16-May-2017 |
Change |
Change % |
Previous Week |
| Open |
118-102 |
118-087 |
-0-015 |
0.0% |
118-010 |
| High |
118-125 |
118-138 |
0-013 |
0.0% |
118-115 |
| Low |
118-073 |
118-062 |
-0-010 |
0.0% |
117-253 |
| Close |
118-090 |
118-102 |
0-012 |
0.0% |
118-095 |
| Range |
0-052 |
0-075 |
0-023 |
42.9% |
0-182 |
| ATR |
0-095 |
0-094 |
-0-001 |
-1.5% |
0-000 |
| Volume |
509,084 |
653,943 |
144,859 |
28.5% |
3,195,019 |
|
| Daily Pivots for day following 16-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-006 |
118-289 |
118-144 |
|
| R3 |
118-251 |
118-214 |
118-123 |
|
| R2 |
118-176 |
118-176 |
118-116 |
|
| R1 |
118-139 |
118-139 |
118-109 |
118-158 |
| PP |
118-101 |
118-101 |
118-101 |
118-110 |
| S1 |
118-064 |
118-064 |
118-096 |
118-082 |
| S2 |
118-026 |
118-026 |
118-089 |
|
| S3 |
117-271 |
117-309 |
118-082 |
|
| S4 |
117-196 |
117-234 |
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 |
118-138 |
117-253 |
0-205 |
0.5% |
0-080 |
0.2% |
83% |
True |
False |
645,799 |
| 10 |
118-150 |
117-253 |
0-218 |
0.6% |
0-082 |
0.2% |
78% |
False |
False |
663,394 |
| 20 |
118-305 |
117-253 |
1-052 |
1.0% |
0-086 |
0.2% |
46% |
False |
False |
664,155 |
| 40 |
118-310 |
117-047 |
1-263 |
1.5% |
0-099 |
0.3% |
64% |
False |
False |
701,092 |
| 60 |
118-310 |
116-155 |
2-155 |
2.1% |
0-100 |
0.3% |
74% |
False |
False |
758,175 |
| 80 |
118-310 |
116-155 |
2-155 |
2.1% |
0-100 |
0.3% |
74% |
False |
False |
578,253 |
| 100 |
118-310 |
116-155 |
2-155 |
2.1% |
0-095 |
0.2% |
74% |
False |
False |
462,702 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-136 |
|
2.618 |
119-014 |
|
1.618 |
118-259 |
|
1.000 |
118-213 |
|
0.618 |
118-184 |
|
HIGH |
118-138 |
|
0.618 |
118-109 |
|
0.500 |
118-100 |
|
0.382 |
118-091 |
|
LOW |
118-062 |
|
0.618 |
118-016 |
|
1.000 |
117-307 |
|
1.618 |
117-261 |
|
2.618 |
117-186 |
|
4.250 |
117-064 |
|
|
| Fisher Pivots for day following 16-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-102 |
118-089 |
| PP |
118-101 |
118-076 |
| S1 |
118-100 |
118-062 |
|