ECBOT 5 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 17-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2017 |
17-May-2017 |
Change |
Change % |
Previous Week |
| Open |
118-087 |
118-105 |
0-018 |
0.0% |
118-010 |
| High |
118-138 |
118-267 |
0-130 |
0.3% |
118-115 |
| Low |
118-062 |
118-102 |
0-040 |
0.1% |
117-253 |
| Close |
118-102 |
118-260 |
0-158 |
0.4% |
118-095 |
| Range |
0-075 |
0-165 |
0-090 |
120.0% |
0-182 |
| ATR |
0-094 |
0-099 |
0-005 |
5.5% |
0-000 |
| Volume |
653,943 |
1,157,517 |
503,574 |
77.0% |
3,195,019 |
|
| Daily Pivots for day following 17-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-065 |
120-007 |
119-031 |
|
| R3 |
119-220 |
119-162 |
118-305 |
|
| R2 |
119-055 |
119-055 |
118-290 |
|
| R1 |
118-317 |
118-317 |
118-275 |
119-026 |
| PP |
118-210 |
118-210 |
118-210 |
118-224 |
| S1 |
118-153 |
118-153 |
118-245 |
118-181 |
| S2 |
118-045 |
118-045 |
118-230 |
|
| S3 |
117-200 |
117-308 |
118-215 |
|
| S4 |
117-035 |
117-143 |
118-169 |
|
|
| 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 |
118-267 |
117-253 |
1-015 |
0.9% |
0-096 |
0.3% |
98% |
True |
False |
757,638 |
| 10 |
118-267 |
117-253 |
1-015 |
0.9% |
0-090 |
0.2% |
98% |
True |
False |
700,738 |
| 20 |
118-267 |
117-253 |
1-015 |
0.9% |
0-090 |
0.2% |
98% |
True |
False |
692,068 |
| 40 |
118-310 |
117-140 |
1-170 |
1.3% |
0-100 |
0.3% |
90% |
False |
False |
705,596 |
| 60 |
118-310 |
116-155 |
2-155 |
2.1% |
0-102 |
0.3% |
94% |
False |
False |
769,892 |
| 80 |
118-310 |
116-155 |
2-155 |
2.1% |
0-101 |
0.3% |
94% |
False |
False |
592,462 |
| 100 |
118-310 |
116-155 |
2-155 |
2.1% |
0-096 |
0.3% |
94% |
False |
False |
474,277 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-009 |
|
2.618 |
120-059 |
|
1.618 |
119-214 |
|
1.000 |
119-112 |
|
0.618 |
119-049 |
|
HIGH |
118-267 |
|
0.618 |
118-204 |
|
0.500 |
118-185 |
|
0.382 |
118-166 |
|
LOW |
118-102 |
|
0.618 |
118-001 |
|
1.000 |
117-258 |
|
1.618 |
117-156 |
|
2.618 |
116-311 |
|
4.250 |
116-041 |
|
|
| Fisher Pivots for day following 17-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-235 |
118-228 |
| PP |
118-210 |
118-197 |
| S1 |
118-185 |
118-165 |
|