ECBOT 5 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 18-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2017 |
18-May-2017 |
Change |
Change % |
Previous Week |
| Open |
118-105 |
118-267 |
0-162 |
0.4% |
118-010 |
| High |
118-267 |
119-000 |
0-053 |
0.1% |
118-115 |
| Low |
118-102 |
118-205 |
0-102 |
0.3% |
117-253 |
| Close |
118-260 |
118-222 |
-0-038 |
-0.1% |
118-095 |
| Range |
0-165 |
0-115 |
-0-050 |
-30.3% |
0-182 |
| ATR |
0-099 |
0-100 |
0-001 |
1.2% |
0-000 |
| Volume |
1,157,517 |
1,210,185 |
52,668 |
4.6% |
3,195,019 |
|
| Daily Pivots for day following 18-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-274 |
119-203 |
118-286 |
|
| R3 |
119-159 |
119-088 |
118-254 |
|
| R2 |
119-044 |
119-044 |
118-244 |
|
| R1 |
118-293 |
118-293 |
118-233 |
118-271 |
| PP |
118-249 |
118-249 |
118-249 |
118-238 |
| S1 |
118-178 |
118-178 |
118-212 |
118-156 |
| S2 |
118-134 |
118-134 |
118-201 |
|
| S3 |
118-019 |
118-063 |
118-191 |
|
| S4 |
117-224 |
117-268 |
118-159 |
|
|
| 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 |
119-000 |
117-307 |
1-013 |
0.9% |
0-107 |
0.3% |
71% |
True |
False |
857,843 |
| 10 |
119-000 |
117-253 |
1-067 |
1.0% |
0-093 |
0.2% |
75% |
True |
False |
743,579 |
| 20 |
119-000 |
117-253 |
1-067 |
1.0% |
0-091 |
0.2% |
75% |
True |
False |
716,300 |
| 40 |
119-000 |
117-140 |
1-180 |
1.3% |
0-100 |
0.3% |
80% |
True |
False |
714,986 |
| 60 |
119-000 |
116-155 |
2-165 |
2.1% |
0-102 |
0.3% |
88% |
True |
False |
766,864 |
| 80 |
119-000 |
116-155 |
2-165 |
2.1% |
0-100 |
0.3% |
88% |
True |
False |
607,120 |
| 100 |
119-000 |
116-155 |
2-165 |
2.1% |
0-097 |
0.3% |
88% |
True |
False |
486,379 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-169 |
|
2.618 |
119-301 |
|
1.618 |
119-186 |
|
1.000 |
119-115 |
|
0.618 |
119-071 |
|
HIGH |
119-000 |
|
0.618 |
118-276 |
|
0.500 |
118-262 |
|
0.382 |
118-249 |
|
LOW |
118-205 |
|
0.618 |
118-134 |
|
1.000 |
118-090 |
|
1.618 |
118-019 |
|
2.618 |
117-224 |
|
4.250 |
117-036 |
|
|
| Fisher Pivots for day following 18-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-262 |
118-212 |
| PP |
118-249 |
118-202 |
| S1 |
118-236 |
118-191 |
|